Skip to content

Risk Management

Spend $50 to get a free DVD!

ISBN-10: 0071357319

ISBN-13: 9780071357319

Edition: 2001

Authors: Michel Crouhy, Dan Galai, Robert P. Mark

List price: $79.95
Shipping box This item qualifies for FREE shipping.
Blue ribbon 30 day, 100% satisfaction guarantee!
what's this?
Rush Rewards U
Members Receive:
Carrot Coin icon
XP icon
You have reached 400 XP and carrot coins. That is the daily max!

This text shows how to implement a risk management system to manage financial and economic risk as well as regulatory capital. It considers risk management techniques used in the financial world and looks at modern risk management tools.
Customers also bought

Book details

List price: $79.95
Copyright year: 2001
Publisher: McGraw-Hill Companies, The
Publication date: 10/30/2000
Binding: Hardcover
Pages: 752
Size: 6.50" wide x 9.00" long x 2.00" tall
Weight: 2.530
Language: English

Robert P. Mark (Chicago, IL) is an airline transport retired pilot who flies for a charter company in the Chicago area and the author of The Joy of Flying, now in a second edition, and Becoming a Professional Pilot, both published by McGraw-Hill.

The Need for Risk Management Systems
The New Regulatory and Corporate Environment
Structuring and Managing the Risk Management Function in a Bank
The New BIS Capital Requirements for Financial Risks
Measuring Market Risk: The VaR Approach
Measuring Market Risk: Extensions of the VaR Approach and Testing the Models
Credit Rating Systems
Credit Migration Approach to Measuring Credit Risk
The Contingent Claim Approach to Measuring Credit Risk
Other Approaches: The Actuarial and Reduced-form Approaches to Measuring Credit Risk
Comparison of Industry-sponsored Credit Models and Associated Back-Testing Issues
Hedging Credit Risk
Managing Operational Risk
Capital Allocation and Performance Measurement
Model Risk
Risk Management in Nonbank Corporations
Risk Management in the Future