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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

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
Creator
Contributor
Author
Subject
Genre
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.--
Member of
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
Instantiates
Publication
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
Extent
1 online resource
Form of item
online
Isbn
9781119157236
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
Publication
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
Extent
1 online resource
Form of item
online
Isbn
9781119157236
Lccn
2015021954
Media category
computer
Media MARC source
rdamedia
Media type code
c
Specific material designation
remote
System control number
(OCoLC)910664681

Library Locations

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      3400 Chestnut Street, Philadelphia, Pennsylvania, 19104, US
      39.954941 -75.193362
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