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| ◇ The Fundamentals of Risk Measurement ◇ |
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| 類別 |
Financial Management |
| 定價 |
850 元
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年份 |
2002 |
| 書碼 |
RA46 |
ISBN |
0071230025 |
| 作者 |
Marrison |
譯者 |
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| 版次 |
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裝訂 |
平裝 |
| 優惠價 |
765 元
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很抱歉本書目前已無庫存 |
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1.The Basics of Risk Management
2.Risk Measurement at the CorporateLevel:Economic
Caputal and RAROC
3.Review of Statistics
4.Background on Traded Instruments
5.Market-Risk Measurement
6.The Three Common Approaches for Calculating Value at Risk
7.Value-at-Risk Contribution
8.Testing VaR Results to Ensure Proper Risk Measurement
9.Calculating Capital for Market Risk
10.Overcoming VaRs Limitations
11.The Management of Market Risk
12.Introduction to Asset Liability Management
13.Measurement of Interest-Rate Risk for ALM
14.Funding-Liquidity Risk in ALM
15.Funds-Transfer Pricing and the Management of ALM Risks
16.Introduction to Credit Risk
17.Types of Credit Structure
18.Risk Measurement for a single Facility
19.Estimating Parameter Values for Single Facilities
20.Risk Management For A Credit Portfolio:Part One
21. Risk Management For A Credit Portfolio:Part Two
22.Risk-Adjusted Performance and Pricing For Loans
23.Regulatory Capital for Credit Risk
24.Operating Risk
25.Inter-Risk Diversification and Bank-Level RAROC |
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A former managing principal with The Capital Markets Company and senior engagement
Officer with Oliver Wyman & Co.
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| 作者 Marrison |
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