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Risk management and financial institutions / John Hull.

By: Material type: TextTextPublication details: Boston : Pearson, c2010.Edition: 2nd edDescription: xvii, 556 p. : ill. ; 26 cm. +1 CD-ROMISBN:
  • 9780138006174:
  • 0138006172
  • 9780136123552
  • 0136123554
Subject(s): DDC classification:
  • 332.10681
Contents:
Introduction -- Banks -- Insurance -- Mutual funds and hedge funds -- Financial instruments -- How traders manage their exposures -- Interest rate risk -- Value at risk -- Volatility -- Correlation and copulas -- Regulation, Basel II, and Solvency II -- Market risk VaR: historical simulation approach -- Market risk VaR: model-building approach -- Credit risk: estimating default probabilities -- Credit risk losses and credit VaR -- ABSs, CDOs, and the credit crunch of 2007 -- Scenario analysis and stress testing -- Operational risk -- Liquidity risk -- Model risk -- Economic capital and RAROC -- Risk management mistakes to avoid.
Holdings
Item type Current library Call number Copy number Status Date due Barcode
General Lending Carlow Campus Library General Lending 332.10681 (Browse shelf(Opens below)) 1 Checked out 12/06/2017 69772

"International edition" --Cover.

Formerly CIP. Uk

Includes bibliographical references and index.

Introduction -- Banks -- Insurance -- Mutual funds and hedge funds -- Financial instruments -- How traders manage their exposures -- Interest rate risk -- Value at risk -- Volatility -- Correlation and copulas -- Regulation, Basel II, and Solvency II -- Market risk VaR: historical simulation approach -- Market risk VaR: model-building approach -- Credit risk: estimating default probabilities -- Credit risk losses and credit VaR -- ABSs, CDOs, and the credit crunch of 2007 -- Scenario analysis and stress testing -- Operational risk -- Liquidity risk -- Model risk -- Economic capital and RAROC -- Risk management mistakes to avoid.

74.99

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