Risk management and financial institutions
john C. Hull [Autor]
Risk management and financial institutions by john C. Hull - 4th ed. - New Jersey, Wiley, 2018. - xxv, 714 pages: Illustrations; 24 cm.
Business Snapshots
Preface
Chapter 1: Introduction
Part One : Financial Institutions and Their Trading
Chapter 2: Banks
Chapter 3: Insurance Companies and Pension Plans
Chapter 4: Mutual Funds and Hedge Funds
Chapter 5: Trading in Financial Markets
Chapter 6: The Credit Crisis of 2007
Chapter 7: Valuation and Scenario Analysis: The Risk-Neutral and Real Worlds
Part Two : Market Risk
Chapter 8: How Traders Manage Their Risks
Chapter 9: Interest Rate Risk
Chapter 10: Volatility
Chapter 11: Correlations and Copulas
Chapter 12: Value at Risk and Expected Shortfall
Chapter 13: Historical Simulation and Extreme Value Theory
Chapter 14: Model-Building Approach
Part Three : Regulation
Chapter 15: Basel I, Basel II and Solvency II
Chapter 16: Basel II.5, Basel III and Other Post-Crisis Changes
Chapter 17: Fundamental Review of the Trading Book
Part Four : Credit Risk
Chapter 18: Managing Credit Risk: Margin, OTC Markets and CCPs
Chapter 19: Estimating Default Probabilities
Chapter 20: CVA and DVA
Chapter 21: Credit Value at Risk
Part Five : Other Topics
Chapter 22: Scenario Analysis and Stress Testing
Chapter 23: Operational Risk
Chapter 24: Liquidity Risk
Chapter 25: Model Risk
Chapter 26: Economic Capital and RAROC
Chapter 27: Enterprise Risk Management
Chapter 28: Risk Management Mistakes to Avoid
The dangers inherent in the financial system make understanding risk management essential for anyone working in, or planning to work in, the financial sector. A practical resource for financial professionals and students alike, Risk Management and Financial Institutions, Fourth Edition explains all aspects of financial risk as well as the way financial institutions are regulated, to help readers better understand financial markets and potential dangers. Fully revised and updated, this new edition features coverage of new regulatory issues, liquidity risk and stress testing.
9788126560615
Finance
332.10681
Risk management and financial institutions by john C. Hull - 4th ed. - New Jersey, Wiley, 2018. - xxv, 714 pages: Illustrations; 24 cm.
Business Snapshots
Preface
Chapter 1: Introduction
Part One : Financial Institutions and Their Trading
Chapter 2: Banks
Chapter 3: Insurance Companies and Pension Plans
Chapter 4: Mutual Funds and Hedge Funds
Chapter 5: Trading in Financial Markets
Chapter 6: The Credit Crisis of 2007
Chapter 7: Valuation and Scenario Analysis: The Risk-Neutral and Real Worlds
Part Two : Market Risk
Chapter 8: How Traders Manage Their Risks
Chapter 9: Interest Rate Risk
Chapter 10: Volatility
Chapter 11: Correlations and Copulas
Chapter 12: Value at Risk and Expected Shortfall
Chapter 13: Historical Simulation and Extreme Value Theory
Chapter 14: Model-Building Approach
Part Three : Regulation
Chapter 15: Basel I, Basel II and Solvency II
Chapter 16: Basel II.5, Basel III and Other Post-Crisis Changes
Chapter 17: Fundamental Review of the Trading Book
Part Four : Credit Risk
Chapter 18: Managing Credit Risk: Margin, OTC Markets and CCPs
Chapter 19: Estimating Default Probabilities
Chapter 20: CVA and DVA
Chapter 21: Credit Value at Risk
Part Five : Other Topics
Chapter 22: Scenario Analysis and Stress Testing
Chapter 23: Operational Risk
Chapter 24: Liquidity Risk
Chapter 25: Model Risk
Chapter 26: Economic Capital and RAROC
Chapter 27: Enterprise Risk Management
Chapter 28: Risk Management Mistakes to Avoid
The dangers inherent in the financial system make understanding risk management essential for anyone working in, or planning to work in, the financial sector. A practical resource for financial professionals and students alike, Risk Management and Financial Institutions, Fourth Edition explains all aspects of financial risk as well as the way financial institutions are regulated, to help readers better understand financial markets and potential dangers. Fully revised and updated, this new edition features coverage of new regulatory issues, liquidity risk and stress testing.
9788126560615
Finance
332.10681