Centro de Documentacion de Fundación MAPFRE - Risk management and financial institutions

Publicação: New Jersey : Prentice Hall, cop. 2007Descrição física: XVI, 500 p. ; 24 cmNotas: 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 themMateria / lugar / evento: Gerencia de riesgos Riesgo operacional Riesgo crediticio Valoración de riesgos Productos financieros Basilea II Outras classificações: 7Números normalizados: ISBN 0-13-239790-0

Direitos: In Copyright (InC)

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