Risk management and financial institutions / John Hull.
Material type:![Text](/opac-tmpl/lib/famfamfam/BK.png)
- 9780138006174:
- 0138006172
- 9780136123552
- 0136123554
- 332.10681
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 |
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"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