Centro de Documentacion de Fundación MAPFRE

MAP20070041989

Risk management and financial institutions / John C. Hull. — New Jersey : Prentice Hall, cop. 2007

XVI, 500 p. ; 24 cm

Introduction -- Financial products and how they are used for hedging -- How traders manage their exposures -- Interest rate risk -- Volatility -- Correlations and copulas -- Bank regulation and Basel II -- The VaR measure -- Market risk VaR : historiacal simulation approach -- Market risk VaR : model-building approach -- Credit risk : estimating default probabilities -- Credit risk losses and credit VaR -- Credit derivatives -- Operational risk -- Model risk and liquidity risk -- Economic capital and RAROC -- Weather, energy, and insurance derivatives -- Big losses and what we can learn from them

ISBN 0-13-239790-0

1. Gerencia de riesgos . 2. Riesgo operacional . 3. Riesgo crediticio . 4. Valoración de riesgos . 5. Productos financieros . 6. Basilea II . I. Title.