Centro de Documentacion de Fundación MAPFRE - The Essentials of risk management

MAP20070040013

The Essentials of risk management / Michael Crouhy, Dan Galai, Robert Mark. — New York : McGraw-Hill, cop. 2006

XI, 414 p. ; 24 cm

Risk management, a helicopter view -- Corporate risk management -- Banks and their regulators. The research lab for risk management? -- Corporate governance and risk management -- A user-friendly guide to the theory of risk and return -- Interest-rate risk and hedging with derivative instruments -- From value at risk to stress testing -- Asset-liability management -- Credit scoring and retail credit risk management -- Commercial credit risk and the rating of individual credits -- New approaches to measuring credit risk -- New ways to transfer credit risk and their implications -- Operational risk -- Model risk -- Risk capital attribution and risk-adjusted performance measurement -- Trends in risk management

ISBN 0-07-142966-2

1. Gerencia de riesgos . 2. Gobierno corporativo . 3. Análisis de riesgos . 4. Obras generales . I. Galai, Dan . II. Mark, Robert . III. Título.