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005 20251117150136.0
008 090707t2006 nyua f 001 0 eng d
020 _a9780071429665 (hardcover : alk. paper)
020 _a0071429662 (hardcover : alk. paper)
039 9 _a201107132329
_bVLOAD
_c201006211102
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_dVLOAD
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_dVLOAD
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_zsaini
040 _aUMP
090 _aHD61 .C76 2006
100 1 _aCrouhy, Michel
245 1 4 _aThe essentials of risk management /
_cMichel Crouhy, Dan Galai, Robert Mark
260 _aNew York :
_bMcGraw-Hill,
_cc2006
300 _axi, 414 p. :
_bill. ;
_c24 cm.
500 _aIncludes index
505 0 _aRisk management: a helicopter view -- Corporate risk management, a primer -- Banks and their regulators, the research job 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 -- Epilogue
650 0 _aRisk management
700 1 _aGalai, Dan
700 1 _aMark, Robert
856 4 1 _3Table of contents only
_uhttp://www.loc.gov/catdir/toc/ecip0513/2005015628.html
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