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Risk management and financial institutions / John C. Hull

By: Material type: TextTextPublication details: New Jersey : John Wiley & Son, Inc., c2012Edition: Third editionDescription: xxi, 643 pages ; 27 cmISBN:
  • 9781118269039
Subject(s): LOC classification:
  • HD 61 .H85 2012
Contents:
Introduction -- Banks -- Insurance companies and pension plans -- Volatility -- Correlations and copulas -- Basel I, Basel II and Solvency II -- Basel 2.5, Basel III, and Dodd-frank -- Market risk VaR : the historical simulation approach -- Market risk VaR : the model-building approach -- Credit risk : estimating default probabilities -- Couterparty credit risk in derivatives -- Credit value at risk -- Scenario analysis and stress testing -- Operational risk -- Liquidity risk -- Model risk -- Economic capital and RAROC -- Risk management mistakes to avoid
Summary: Written by one of the most respected authorities on financial risk management, risk management and financial institutions explains all aspects of financial risk as well as the way financial institutions are regulated.
Item type: Books
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Holdings
Item type Current library Home library Collection Call number Copy number Status Date due Barcode
Books Books National University - Manila LRC - Annex II General Circulation Accountancy GC HD 61 .H85 2012 c.1 (Browse shelf(Opens below)) c.1 Available NULIB000006540

Includes index.

Introduction -- Banks -- Insurance companies and pension plans -- Volatility -- Correlations and copulas -- Basel I, Basel II and Solvency II -- Basel 2.5, Basel III, and Dodd-frank -- Market risk VaR : the historical simulation approach -- Market risk VaR : the model-building approach -- Credit risk : estimating default probabilities -- Couterparty credit risk in derivatives -- Credit value at risk -- Scenario analysis and stress testing -- Operational risk -- Liquidity risk -- Model risk -- Economic capital and RAROC -- Risk management mistakes to avoid

Written by one of the most respected authorities on financial risk management, risk management and financial institutions explains all aspects of financial risk as well as the way financial institutions are regulated.

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