| Description |
1 online resource : illustrations |
| Note |
"Version 1.0"--Title page verso. |
| Summary |
"The definitive guide to quantifying risk vs. return--fully updated to reveal the newest, most effective innovations in financial risk management"-- Provided by publisher. |
| Bibliography |
Includes bibliographical references and index. |
| Contents |
Intro -- Cover -- Title Page -- Copyright Page -- Contents -- Acronyms -- Foreword -- Introduction to the Second Edition -- Introduction to the Third Edition -- 1 Risk Management: A Helicopter View -- Appendix to Chapter 1: Typology of Risk Exposures -- 2 Corporate Risk Management for Nonfinancial Companies and Start-Ups -- 3 Banks and Their Regulators: The Post-Crisis Regulatory Framework -- 4 Corporate Governance and Risk Management -- 5 Fintech and Its Impact on Financial Intermediation and Risk Management -- 6 Interest Rate Risk and Hedging with Derivative Instruments |
|
7 Measuring Market Risk: Value-at-Risk, Expected Shortfall, and Similar Metrics -- 8 Asset/Liability Management and Liquidity Risk -- Appendix to Chapter 8: The LIBOR Transition -- 9 Credit Scoring and Retail Credit Risk Management -- 10 Commercial Credit Risk and the Rating of Individual Credits -- Appendix to Chapter 10: Definition of Key Financial Ratios -- 11 Quantitative Approaches to Credit Portfolio Risk and Credit Modeling -- 12 The Credit Transfer Markets, and Their Implications -- 13 Counterparty Credit Risk: CVA, DVA, FVA, CECL, and IFRS 9 -- 14 Operational Risk -- 15 Model Risk |
|
16 Stress Testing and Scenario Analysis -- 17 Risk Capital Attribution and Risk-Adjusted Performance Measurement -- Afterword -- Index |
| Subject |
Risk management.
|
| Added Author |
Galai, Dan, author.
|
|
Mark, Robert (Robert M.), author.
|
| Other Form: |
Print version: Crouhy, Michel, 1944- Essentials of risk management 3rd edition. New York, NY : McGraw Hill, [2023] 9781264258864 (DLC) 2023003764 |
| ISBN |
9781264258871 (ebook) |
|
1264258879 |
|
(hardback) |
|
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