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

Creator

• Skoglund, Jimmy, 1971-
• Skoglund, Jimmy, 1971-

Contributor

• Chen, Wei, 1968 November 10-
• Chen, Wei, 1968 November 10-

Author

• Chen, Wei, 1968 November 10-
• Chen, Wei, 1968 November 10-
• Skoglund, Jimmy, 1971-
• Skoglund, Jimmy, 1971-

Subject

• Financial risk management
• Financial risk management
• Financial institutions -- Risk management
• Electronic books
• Banks and banking -- Risk management

Genre

• Electronic books

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

• Wiley finance series

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