Research Catalog
The essentials of risk management
- Title
- The essentials of risk management / Michel Crouhy, Dan Galai, Robert Mark
- Author
- Crouhy, Michel, 1944-
- Publication
- New York : McGraw-Hill, c2006.
Available Online
Items in the Library & Off-site
Filter by
1 Item
| Status | Format | Access | Call Number | Item Location |
|---|---|---|---|---|
| Text | Request in advance | JBE 06-430 | Offsite |
Details
- Additional Authors
- Description
- xi, 414 p. : ill.; 24 cm.
- Subject
- Note
- Includes index.
- Contents
- Risk management: a helicopter view -- Corporate 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.
- Call Number
- JBE 06-430
- ISBN
- 0071429662 (hardcover : alk. paper)
- LCCN
- 2005015628
- OCLC
- 60557460
- vendorOCM60557460
- Author
- Crouhy, Michel, 1944-
- Title
- The essentials of risk management / Michel Crouhy, Dan Galai, Robert Mark
- Imprint
- New York : McGraw-Hill, c2006.
- Connect to:
- Added Author
- Galai, Dan.Mark, Robert.
- Research Call Number
- JBE 06-430