Risk management and financial institutions by john C. Hull

By:

john C. Hull, [Autor]

Publication details: Wiley, 2018. New Jersey,Edition: 4th edDescription: xxv, 714 pages: Illustrations; 24 cmISBN:

9788126560615

Subject(s):

Finance

DDC classification:

332.10681 4th ed

Contents:

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

Summary: 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.

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Holdings
Item type	Current library	Collection	Call number	Status	Date due	Barcode
Book	Indian Institute of Management Visakhapatnam General Stacks	Non-fiction	332.10681 (Browse shelf(Opens below))	Checked out	06/17/2024	001051

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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.

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