Link to the ebook : https://bibliotheque.univ-catholille.fr/Default/doc/nlebk/35...

eISBN : 978-1-119-93249-9

Contents :
Chapter 1 Introduction: Risk-Return Trade-offs

Part 1: Financial Institutions
Chapter 2 Banks
Chapter 3 Insurance Companies and Pension Plans
Chapter 4 Fund Managers

Part 2: Financial Markets
Chapter 5 Financial Instruments
Chapter 6 The OTC Derivatives Market
Chapter 7 Securitization and the Global Financial Crisis
Chapter 8 Volatility
Chapter 9 Correlations and Copulas
Chapter 10 Valuation and Scenario Analysis

Part 3: Market Risk
Chapter 11 Value at Risk and Expected Shortfall
Chapter 12 Historical Simulation and Extreme Value Theory
Chapter 13 Model-Building Approach
Chapter 14 Interest Rate Risk
Chapter 15 Derivatives Risk
Chapter 16 Scenario Analysis and Stress Testing

Part 4: Credit Risk
Chapter 17 Estimating Default Probabilities
Chapter 18 xVAs
Chapter 19 Credit Value at Risk

Part 5: Other Risks
Chapter 20 Operational Risk
Chapter 21 Liquidity Risk
Chapter 22 Model Risk Management
Chapter 23 Climate Risk, ESG, and Sustainability
Chapter 24 Enterprise Risk Management

Part 6: Regulation
Chapter 25 Basel I, Basel II, and Solvency II
Chapter 26 Basel II.5, Basel III, and Other Post-Crisis Changes
Chapter 27 Fundamental Review of the Trading Book
Chapter 28 Economic Capital and RAROC

Part 7: Other Topics
Chapter 29 Financial Innovation
Chapter 30 Risk Management Mistakes to Avoid

Part 8: Appendices

Language : English

Print : 6ème

Location : Nice Library

Material : Electronic

Statement : Présent

Owner : Bibliothèque