Financial risk management : applications in market, credit, asset and liability management and firmwide risk
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The work Financial risk management : applications in market, credit, asset and liability management and firmwide risk represents a distinct intellectual or artistic creation found in Biddle Law Library - University of Pennsylvania Law School. This resource is a combination of several types including: Work, Language Material, Books.
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Financial risk management : applications in market, credit, asset and liability management and firmwide risk
Resource Information
The work Financial risk management : applications in market, credit, asset and liability management and firmwide risk represents a distinct intellectual or artistic creation found in Biddle Law Library - University of Pennsylvania Law School. This resource is a combination of several types including: Work, Language Material, Books.
- Label
- Financial risk management : applications in market, credit, asset and liability management and firmwide risk
- 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
- Index
- index present
- LC call number
- HG173
- LC item number
- .S575 2015
- Literary form
- non fiction
- Nature of contents
-
- dictionaries
- bibliography
- Series statement
- Wiley finance series
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