TY  - BOOK
AU  - Hull, John C.
TI  - Risk management and financial institutions
SN  - 9781118269039
AV  - HD 61 .H85 2012  
PY  - 2012///
CY  - New Jersey
PB  - John Wiley & Son, Inc.
KW  - RISK MANAGEMENT
N1  - 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
N2  - 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
ER  -