000			01407nam a2200241Ia 4500
003			NULRC
005			20250520100604.0
008			250520s9999 xx 000 0 und d
020			_a9781118269039
040			_cNULRC
050			_aHD 61 .H85 2012
100			_aHull, John C. _eauthor
245		0	_aRisk management and financial institutions / _cJohn C. Hull
250			_aThird edition
260			_aNew Jersey : _bJohn Wiley & Son, Inc., _cc2012
300			_axxi, 643 pages ; _c27 cm.
365			_bPHP5228
504			_aIncludes index.
505			_aIntroduction -- 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
520			_aWritten 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.
650			_aRISK MANAGEMENT
942			_2lcc _cBK
999			_c8781 _d8781