Centro de Documentacion de Fundación MAPFRE - The Practice of risk management : implementing processes for managing firmwide market risk

MAP20070034730

The Practice of risk management : implementing processes for managing firmwide market risk / Goldman Sachs & Co and SBC Warburg Dillon Read. — London : Euromoney, 2001

XIV, 265 p. ; 27 cm

Risk management in context : A day in the life of the risk manager. The beginnings of risk management. The framework for firmwide risk management. A taxonomy of market risk -- The toolkit for measuring market risk : The challenge of risk measurement. Stress testing. VaR. Scenario analysis. Specific risk -- Risk management in the real world : The risk management function. Risk analysis and reporting. Backtesting. Inventory pricing and price verification. Derivatives models and validation. The flow of risk information. Risk management for other users -- The changing world of risk management : The regulation of financial firms. Reporting and disclosure. Managing risk capital. Life in the year 2008

ISBN 1-85564-627-7

1. Gerencia de riesgos . 2. Análisis de riesgos . 3. Valoración de riesgos . 4. Riesgo financiero . 5. Casos prácticos . I. Goldman Sachs International . II. Swiss Bank Corporation . III. Título.

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