Centro de Documentacion de Fundación MAPFRE - Risk management in finance : first risklab international conference

MAP20070043310

Risk management in finance : first risklab international conference / Santiago Carrillo Menéndez, Antonio Sánchez Calle, Luis Seco (eds.). — Bilbao : Fundación BBVA, D.L. 2005

212 p. ; 23 cm

The tail that wags the dog: integrating credit risk in asset portfolios -- Portfolio optimization under credit risk -- Understanding stochastic exposures and LGDs in portfolio credit risk -- Credit risk modelling and Basel II -- Non-Gaussian mark to future for energy forwards and futures -- Optimal design of weather derivatives -- Computational tools for the analysis of market risk -- Content-tables -- Content-figures

DL M. 22.019-2005

ISBN 84-88562-14-4

1. Gerencia de riesgos . 2. Riesgo crediticio . 3. Entidades financieras . 4. Basilea II . 5. Banca . 6. Valoración de riesgos . I. Carrillo Menéndez, Santiago, ed. . II. Sánchez Calle, Antonio, ed. . III. Seco, Luis, ed. . IV. Title.

FUNDACIÓN MAPFRE. Centro de Documentación

FUNDACIÓN MAPFRE. Centro de Documentación — Signature: 7 RIS RIS — Record number: 041957

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