TY -
BOOK
AU - Crouhy, Michel
AU - Galai, Dan
AU - Mark, Robert
TI -
The essentials of risk management
PB - McGraw-Hill
SN - 0071429662
SN - 9780071429665
KW - Risikomanagement
KW - Risk management
PY - c 2006
N2 - Risk management: a helicopter viewCorporate risk management, a primer -- Banks and their regulators, the research job for risk management -- Corporate governance and risk management -- A user-friendly guide to the theory of risk and return -- Interest-rate risk and hedging with derivative instruments -- From value at risk to stress testing -- Asset-liability management -- Credit scoring and retail credit risk management -- Commercial credit risk and the rating of individual credits -- New approaches to measuring credit risk -- New ways to transfer credit risk and their implications -- Operational risk -- Model risk -- Risk capital attribution and risk-adjusted performance measurement -- Epilogue.
CY - New York, NY [u.a.]
UR - http://slubdd.de/katalog?TN_libero_mab2
ER -