Book description
The essential guide to quantifying risk vs. return has been updated to reveal the newest, most effective innovations in financial risk management
- Written for risk professionals and non-risk professionals alike, this easy-to-understand guide helps readers meet the increasingly insistent demand to make sophisticated assessments of their company’s risk exposure
- Provides the latest methods for measuring and transferring credit risk, increase risk-management transparency, and implement an organization-wide Enterprise risk Management (ERM) approach
- The authors are renowned figures in risk management: Crouhy heads research and development at NATIXIS; Galai is the Abe Gray Professor of Finance and Business Asdministration at Hebrew University; and Mark is the founding CEO of Black Diamond Risk
Table of contents
- Cover
- THE ESSENTIALS OF RISK MANAGEMENT, SECOND EDITION
- Copyright Page
- CONTENTS
- Foreword
- Foreword
- Introduction to the Second Edition: Reforming Risk Management for the Post-Crisis Era
- 1. Risk Management: A Helicopter View
- 2. Corporate Risk Management: A Primer
- 3. Banks and Their Regulators: The Post-Crisis Regulatory Framework
- 4. Corporate Governance and Risk Management
- 5. A User-Friendly Guide to the Theory of Risk and Return
- 6. Interest Rate Risk and Hedging with Derivative Instruments
- 7. Measuring Market Risk: Value-at-Risk, Expected Shortfall, and Similar Metrics
- 8. Asset/Liability Management
- 9. Credit Scoring and Retail Credit Risk Management
- 10. Commercial Credit Risk and the Rating of Individual Credits
- 11. Quantitative Approaches to Credit Portfolio Risk and Credit Modeling
- 12. The Credit Transfer Markets—and Their Implications
- 13. Counterparty Credit Risk: CVA, DVA, and FVA
- 14. Operational Risk
- 15. Model Risk
- 16. Stress Testing and Scenario Analysis
- 17. Risk Capital Attribution and Risk-Adjusted Performance Measurement
- Epilogue: Trends in Risk Management
- Index
Product information
- Title: The Essentials of Risk Management, Second Edition, 2nd Edition
- Author(s):
- Release date: December 2013
- Publisher(s): McGraw-Hill
- ISBN: 9780071821155
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