The Resource Financial risk management : applications in market, credit, asset and liability management and firmwide risk, Jimmy Skoglund, Wei Chen
Financial risk management : applications in market, credit, asset and liability management and firmwide risk, Jimmy Skoglund, Wei Chen
Resource Information
The item Financial risk management : applications in market, credit, asset and liability management and firmwide risk, Jimmy Skoglund, Wei Chen represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in Biddle Law Library - University of Pennsylvania Law School.This item is available to borrow from 1 library branch.
Resource Information
The item Financial risk management : applications in market, credit, asset and liability management and firmwide risk, Jimmy Skoglund, Wei Chen represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in Biddle Law Library - University of Pennsylvania Law School.
This item is available to borrow from 1 library branch.
- Summary
- Financial Risk Management presents an in-depth look at banking risk on a global scale, including comprehensive examination of the U.S. Comprehensive Capital Analysis and Review, and the European Banking Authority stress tests. Written by the leaders of global banking risk products and management at SAS, this book provides the most up-to-date information and expert insight into real risk management. The discussion begins with an overview of methods for computing and managing a variety of risk, then moves into a review of the economic foundation of modern risk management and the growing importance of model risk management. Market risk, portfolio credit risk, counterparty credit risk, liquidity risk, profitability analysis, stress testing, and others are dissected and examined, arming you with the strategies you need to construct a robust risk management system. The book takes readers through a journey from basic market risk analysis to major recent advances in all financial risk disciplines seen in the banking industry. The quantitative methodologies are developed with ample business case discussions and examples illustrating how they are used in practice. s devoted to firmwide risk and stress testing cross reference the different methodologies developed for the specific risk areas and explain how they work together at firmwide level. Since risk regulations have driven a lot of the recent practices, the book also relates to the current global regulations in the financial risk areas.--
- Language
- eng
- Extent
- 1 online resource
- Contents
-
- Part One: Market Risk. Introduction
- Market Risk with the Normal Distribution
- Advanced Market Risk Analysis
- Part Two: Credit Risk. Portfolio Credit Risk
- Counterparty Credit Risk
- Part Three: Asset and Liability Management. Liquidity Risk Management with Cash Flow Models
- Funds Transfer Pricing and Profitability of Cash Flows
- Part Four: Firmwide Risk
- Firmwide Risk Aggregation
- Firmwide Scenario Analysis and Stress Testing
- Isbn
- 9781119157243
- Label
- Financial risk management : applications in market, credit, asset and liability management and firmwide risk
- Title
- Financial risk management
- Title remainder
- applications in market, credit, asset and liability management and firmwide risk
- Statement of responsibility
- Jimmy Skoglund, Wei Chen
- Language
- eng
- Summary
- Financial Risk Management presents an in-depth look at banking risk on a global scale, including comprehensive examination of the U.S. Comprehensive Capital Analysis and Review, and the European Banking Authority stress tests. Written by the leaders of global banking risk products and management at SAS, this book provides the most up-to-date information and expert insight into real risk management. The discussion begins with an overview of methods for computing and managing a variety of risk, then moves into a review of the economic foundation of modern risk management and the growing importance of model risk management. Market risk, portfolio credit risk, counterparty credit risk, liquidity risk, profitability analysis, stress testing, and others are dissected and examined, arming you with the strategies you need to construct a robust risk management system. The book takes readers through a journey from basic market risk analysis to major recent advances in all financial risk disciplines seen in the banking industry. The quantitative methodologies are developed with ample business case discussions and examples illustrating how they are used in practice. s devoted to firmwide risk and stress testing cross reference the different methodologies developed for the specific risk areas and explain how they work together at firmwide level. Since risk regulations have driven a lot of the recent practices, the book also relates to the current global regulations in the financial risk areas.--
- Assigning source
- Provided by Publisher
- Cataloging source
- DLC
- http://library.link/vocab/creatorDate
- 1971-
- http://library.link/vocab/creatorName
- Skoglund, Jimmy
- Index
- index present
- LC call number
- HG173
- LC item number
- .S575 2015
- Literary form
- non fiction
- Nature of contents
-
- dictionaries
- bibliography
- http://library.link/vocab/relatedWorkOrContributorDate
- 1968 November 10-
- http://library.link/vocab/relatedWorkOrContributorName
- Chen, Wei
- Series statement
- Wiley finance series
- http://library.link/vocab/subjectName
-
- Financial institutions
- Banks and banking
- Financial risk management
- Label
- Financial risk management : applications in market, credit, asset and liability management and firmwide risk, Jimmy Skoglund, Wei Chen
- Bibliography note
- Includes bibliographical references and index
- Carrier category
- online resource
- Carrier category code
-
- cr
- Carrier MARC source
- rdacarrier
- Content category
- text
- Content type code
-
- txt
- Content type MARC source
- rdacontent
- Contents
- Part One: Market Risk. Introduction -- Market Risk with the Normal Distribution -- Advanced Market Risk Analysis -- Part Two: Credit Risk. Portfolio Credit Risk -- Counterparty Credit Risk -- Part Three: Asset and Liability Management. Liquidity Risk Management with Cash Flow Models -- Funds Transfer Pricing and Profitability of Cash Flows -- Part Four: Firmwide Risk -- Firmwide Risk Aggregation -- Firmwide Scenario Analysis and Stress Testing
- Extent
- 1 online resource
- Form of item
- online
- Isbn
- 9781119157243
- Lccn
- 2015021954
- Media category
- computer
- Media MARC source
- rdamedia
- Media type code
-
- c
- Specific material designation
- remote
- System control number
- (OCoLC)910664681
- Label
- Financial risk management : applications in market, credit, asset and liability management and firmwide risk, Jimmy Skoglund, Wei Chen
- Bibliography note
- Includes bibliographical references and index
- Carrier category
- online resource
- Carrier category code
-
- cr
- Carrier MARC source
- rdacarrier
- Content category
- text
- Content type code
-
- txt
- Content type MARC source
- rdacontent
- Contents
- Part One: Market Risk. Introduction -- Market Risk with the Normal Distribution -- Advanced Market Risk Analysis -- Part Two: Credit Risk. Portfolio Credit Risk -- Counterparty Credit Risk -- Part Three: Asset and Liability Management. Liquidity Risk Management with Cash Flow Models -- Funds Transfer Pricing and Profitability of Cash Flows -- Part Four: Firmwide Risk -- Firmwide Risk Aggregation -- Firmwide Scenario Analysis and Stress Testing
- Extent
- 1 online resource
- Form of item
- online
- Isbn
- 9781119157243
- Lccn
- 2015021954
- Media category
- computer
- Media MARC source
- rdamedia
- Media type code
-
- c
- Specific material designation
- remote
- System control number
- (OCoLC)910664681
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<div class="citation" vocab="http://schema.org/"><i class="fa fa-external-link-square fa-fw"></i> Data from <span resource="http://link.law.upenn.edu/portal/Financial-risk-management--applications-in/PIcWT4FDKss/" typeof="Book http://bibfra.me/vocab/lite/Item"><span property="name http://bibfra.me/vocab/lite/label"><a href="http://link.law.upenn.edu/portal/Financial-risk-management--applications-in/PIcWT4FDKss/">Financial risk management : applications in market, credit, asset and liability management and firmwide risk, Jimmy Skoglund, Wei Chen</a></span> - <span property="potentialAction" typeOf="OrganizeAction"><span property="agent" typeof="LibrarySystem http://library.link/vocab/LibrarySystem" resource="http://link.law.upenn.edu/"><span property="name http://bibfra.me/vocab/lite/label"><a property="url" href="http://link.law.upenn.edu/">Biddle Law Library - University of Pennsylvania Law School</a></span></span></span></span></div>
