O'Reilly logo

Practical Methods of Financial Engineering and Risk Management by Rupak Chatterjee

Stay ahead with the world's most comprehensive technology and business learning platform.

With Safari, you learn the way you learn best. Get unlimited access to videos, live online training, learning paths, books, tutorials, and more.

Start Free Trial

No credit card required

CHAPTER 7

image

Risk Types, CVA, Basel III, and OIS Discounting

The foregoing chapters described various financial contracts along with their valuation and risk on an instrument by instrument basis. In reality, internal heads of risk management and government regulators must look at the overall risk of the firm across all trading activities and asset classes.

Risk Types

To make firm-wide risk management tractable, the following general categories of risk must be considered.

Market Risk

Chapters 15 all dealt with market risk. This is the risk of losses coming from the market change of asset prices that negatively affect the mark-to-market positions ...

With Safari, you learn the way you learn best. Get unlimited access to videos, live online training, learning paths, books, interactive tutorials, and more.

Start Free Trial

No credit card required