The market risk amendment
Subtitle: understanding the marking-to-model and value-at-risk
By: Dimitris N. Chorafas.
Publisher: McGraw-Hill; Mcgraw-Hill
Published: 1998
Place of publication: New York
Language: eng
Number of pages: 332
Subjects: Financial futures.; Risk management.; Futures -- Law and legislation.
Description: More than just a rote recitation of the amendment and its impact, Dr. Dimitris Chorafas' insightful new book is an exploration into strategies and practices for establishing and maintaining compliance for your institution. The Market Risk Amendment lays the groundwork for effective risk management practices well into the 21st century.

Top-tier banks like Citibank and J. P. Morgan are already going beyond the Market Risk Amendment directive to improve on credit management effectiveness, and to integrate counterparty risk and market risk. In The Market Risk Amendment, Dr. Dimitris N. Chorafas thoroughly explains this mandatory regulation, describes methods for establishing compliance for your institution, and provides easy-to-understand practices for monitoring and controlling your bank's exposure.
Notes: Includes bibliographical references and index.