Comment :

Contents : INTRODUCTION

CONTENTS

Motivation.
The Need for Risk Management.
Lessons from Financial Disasters.
Regulatory Capital Tandards with VAR.
Lessons from Financial Disasters.
Regulatory Capital Standards with VAR.
Building Blocks.
Measuring Financial Risk.
Computing Value at Risk.
Backtesting VAR Models.
Porfolio Risk: Analytical Methods.
Forecasting Risks and Correlations.
Value-At-Risk Systems.
VAR Methods.
Sress Testing.
Implemeneting Delta-Normal VAR.
Simulation Methods.
Credit Risk.
Liquidity Risk.
Applications of Risk-Management Systems.
Using VAR to Measure and Control Risk.
Using VAR for Active Risk Management.
VAR in Investment Management.
The Technology of Risk.
Operational Risk Management.
Integrated Risk Management.
The Risk-Management Profession.
Risk Management: Guidelines and Pitfalls.
Conclusions.

Notes : Réserve – Ask a librarian

Language : English

Print : 2ème

Place of publishing : QUEBEC

Figure(s) : Graphique(s) ; Tableau(x)

Location : Nice Library

Material : Paper

Statement : Présent

Owner : Bibliothèque