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

Publicação: London : Euromoney, 2001Descrição física: XIV, 265 p. ; 27 cmNotas: 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 2008Materia / lugar / evento: Gerencia de riesgos Análisis de riesgos Valoración de riesgos Riesgo financiero Casos prácticos Otros autores: Goldman Sachs International
Swiss Bank Corporation
Outras classificações: 7Números normalizados: ISBN 1-85564-627-7

Direitos: In Copyright (InC)

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FUNDACIÓN MAPFRE. Centro de Documentación

FUNDACIÓN MAPFRE. Centro de Documentación — Assinatura: 7 PRA PRA — Nº de registro: 031261

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