Termin realizacji zamówienia: ok. 16-18 dni roboczych Dostawa w 2026 r.
Darmowa dostawa!
Risk Management introduces and explores the latest financial and hedging techniques in use around the world, and provides the foundation for creating an integrated, consistent, and effective risk management strategy.
The Need for Risk Management Systems. The New Regulatory and Corporate Environment. Structuring and Managing the Risk Management Function in a Bank. The New BIS Capital Requirements for Financial Risks. Measuring Market Risk: The VaR Approach. Measuring Market Risk: Extensions of the VaR Approach and Testing the Models. Credit Rating Systems. Credit Migration Approach to Measuring Credit Risk. The Contingent Claim Approach to Measuring Credit Risk. Other Approaches: The Actuarial and Reduced-form Approaches to Measuring Credit Risk. Comparison of Industry-sponsored Credit Models and Associated Back-Testing Issues. Hedging Credit Risk. Managing Operational Risk. Capital Allocation and Performance Measurement. Model Risk. Risk Management in Nonbank Corporations. Risk Management in the Future.
