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Understanding market, credit, and operational risk: the value at risk approach.
Appartenance & droits
ALLEN Linda ; BOUDOUKH Jacob ; SAUNDERS Anthony
2004
284
131.56-ALLEN
FINANCIAL RISK ; RISK MANAGEMENT ; CREDIT RISK ; BORROWING ; DERIVATIVE MARKET ; LOCAL CURRENCY ; FINANCIAL STATISTICS ; PROBABILITIES
| No. | Call n° | Bar code | Commentary | |
|---|---|---|---|---|
| 1 | [not for loan] | |||
| 2 | [available] |
ISBN 13 : 978-0631227090
Contents : Contents
List of Figures.
List of Tables.
Preface.
List of Abbreviations.
1. Introduction to Value at Risk (VaR).
2. Quantifying Volatility in VaR Models.
3. Putting VaR to Work.
4. Extending the VaR Approach to Non–tradable Loans.
5. Extending the VaR Approach to Operational Risk.
6. Applying VaR to Regulatory Models.
7. VaR: Outstanding Issues.
Notes.
References.
Index.
Language : English
Location : Nice Library
Material : Paper
Statement : Présent
Owner : Bibliothèque