Understanding Risk : The Theory and Practice of Financial Risk Management

doi:10.1201/9781584888949

Book

ABSTRACT

Sound risk management often involves a combination of both mathematical and practical aspects. Taking this into account, Understanding Risk: The Theory and Practice of Financial Risk Management explains how to understand financial risk and how the severity and frequency of losses can be controlled. It combines a quantitative approach with a

Understanding Risk

ABSTRACT

TABLE OF CONTENTS

part |2 pages

Part One: Risk Management and the Behaviour of Products

chapter 1|76 pages

■ Markets, Risks and Risk Management in Context

chapter 2|82 pages

■ Derivatives and Quantitative Market Risk Management

part |2 pages

Part Two: Economic and Regluatory Capital Models

chapter 3|14 pages

■ Capital: Motivation and Provision

chapter 4|24 pages

■ Market Risk Capital Models

chapter 5|46 pages

■ Credit Risk and Credit Risk Capital Models

chapter 6|28 pages

■ Operational Risk and Further Topics in Capital Estimation

chapter 7|34 pages

■ Bank Regulation and Capital Requirements

part |2 pages

Part Three: Treasury and Liquidity Risks

chapter 8|26 pages

■ The Treasury and Asset/Liability Management

chapter 9|22 pages

■ Liquidity Risk Management

part |2 pages

Part Four: Some Trading Businesses and Their Challenges

chapter 10|30 pages

■ An Introduction to Structured Finance

chapter 11|46 pages

■ Novel Asset Classes, Basket Products, and Cross-Asset Trading

chapter |4 pages

Concluding Remarks

chapter |4 pages

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