The essentials of risk management
Subtitle: the definitive guide for the non-risk professional
By: by Michel Crouhy, Dan Galai, Robert Mark
Contributors: Galai, Dan.; Mark, Robert.
Publisher: McGraw-Hill
Published: 2005
Place of publication: New York
Language: eng
Subjects: Risk management
Table of contents: title: Risk management: a helicopter view; title: Corporate risk management, a primer; title: Banks and their regulators, the research job for risk management; title: Corporate governance and risk management; title: A user friendly guide to the theory of risk and return; title: Interest rate risk and hedging with derivative instruments; title: From value at risk to stress testing; title: Asset-liability management; title: Credit scoring and retail credit risk management; title: Commercial, credit risk and the rating of individual credits; title: New approaches to measuring credit risk; title: New ways to transfer credit risk and their implications; title: Operational risk; title: Model risk; title: Risk capital attribution and risk-adjusted performance measurement; title: Epilogue.