Risk management:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Singapore
Wiley
2006
|
| Ausgabe: | 3. ed., rev. |
| Schriftenreihe: | The swaps & financial derivatives library
|
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | XIV, 1327 S. graph. Darst. 1 CD-ROM (12 cm) |
| ISBN: | 0470821655 9780470821657 |
Internformat
MARC
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| 250 | |a 3. ed., rev. | ||
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| 337 | |b n |2 rdamedia | ||
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| 490 | 0 | |a The swaps & financial derivatives library | |
| 650 | 7 | |a Gestion des risques |2 rasuqam | |
| 650 | 7 | |a Instrument dérivé (Finances) |2 rasuqam | |
| 650 | 7 | |a Échange financier |2 rasuqam | |
| 650 | 4 | |a Derivative securities | |
| 650 | 4 | |a Risk | |
| 650 | 4 | |a Risk management | |
| 650 | 4 | |a Swaps (Finance) | |
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| 999 | |a oai:aleph.bib-bvb.de:BVB01-014589276 | ||
Datensatz im Suchindex
| _version_ | 1804135046722879488 |
|---|---|
| adam_text | Contents
Introduction ix
RISK MANAGEMENT PRINCIPLES
1 Framework for Risk Management 3
MARKET RISK
2 Market Risk Measurement Value at Risk Models 3°
3 Stress Testing 173
4 Portfolio Valuation/Mark to Market 225
CREDIT RISK
5 Derivative Credit Risk: Measurement 24?
6 Derivative Credit Exposure: Management Credit Enhancement.. 2()5
7 Derivative Product Companies 3M)
OTHER RISKS
8 Liquidity Risk 174
9 Model Risk 423
10 Operational Risk 443
ORGANISATION Oh RISK MANAGEMENT
11 Risk Management Function 505
12 Risk Adjusted Performance Management 555
OPERATIONAL ASPECTS
13 Operational. Swcms Technology Issues 5S7
LEGAL/DOCl MFNTARY. ACCOUNTING «V TAX ASPECTS
OF DERIVATIVES
14 Legal Issues and Documentation o45
15 Accounting for Swaps and Financial Derivatives 767
16 Taxation Aspects of Swaps and Financial Derivatives S4I
vi Contents
REGULATORY ASPECTS OF DERIVATIVES
17 Credit Risk: Regulatory Framework 893
Appendix: Basle II
18 Market Risk: Regulatory Framework 1237
Appendix: Basle 1996
Index 1321
|
| adam_txt |
Contents
Introduction ix
RISK MANAGEMENT PRINCIPLES
1 Framework for Risk Management 3
MARKET RISK
2 Market Risk Measurement Value at Risk Models 3°
3 Stress Testing 173
4 Portfolio Valuation/Mark to Market 225
CREDIT RISK
5 Derivative Credit Risk: Measurement 24?
6 Derivative Credit Exposure: Management Credit Enhancement. 2()5
7 Derivative Product Companies 3M)
OTHER RISKS
8 Liquidity Risk 174
9 Model Risk 423
10 Operational Risk 443
ORGANISATION Oh RISK MANAGEMENT
11 Risk Management Function 505
12 Risk Adjusted Performance Management 555
OPERATIONAL ASPECTS
13 Operational. Swcms Technology Issues 5S7
LEGAL/DOCl MFNTARY. ACCOUNTING «V TAX ASPECTS
OF DERIVATIVES
14 Legal Issues and Documentation o45
15 Accounting for Swaps and Financial Derivatives 767
16 Taxation Aspects of Swaps and Financial Derivatives S4I
vi Contents
REGULATORY ASPECTS OF DERIVATIVES
17 Credit Risk: Regulatory Framework 893
Appendix: Basle II
18 Market Risk: Regulatory Framework 1237
Appendix: Basle 1996
Index 1321 |
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| callnumber-first | H - Social Science |
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| callnumber-raw | HD61 |
| callnumber-search | HD61 |
| callnumber-sort | HD 261 |
| callnumber-subject | HD - Industries, Land Use, Labor |
| classification_rvk | QK 660 |
| classification_tum | WIR 170f |
| ctrlnum | (OCoLC)62333759 (DE-599)BVBBV021268117 |
| dewey-full | 332.64/5 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.64/5 |
| dewey-search | 332.64/5 |
| dewey-sort | 3332.64 15 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| discipline_str_mv | Wirtschaftswissenschaften |
| edition | 3. ed., rev. |
| format | Book |
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| illustrated | Illustrated |
| index_date | 2024-07-02T13:43:44Z |
| indexdate | 2024-07-09T20:34:17Z |
| institution | BVB |
| isbn | 0470821655 9780470821657 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-014589276 |
| oclc_num | 62333759 |
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| physical | XIV, 1327 S. graph. Darst. 1 CD-ROM (12 cm) |
| publishDate | 2006 |
| publishDateSearch | 2006 |
| publishDateSort | 2006 |
| publisher | Wiley |
| record_format | marc |
| series2 | The swaps & financial derivatives library |
| spelling | Das, Satyajit Verfasser aut Risk management Satyajit Das 3. ed., rev. Singapore Wiley 2006 XIV, 1327 S. graph. Darst. 1 CD-ROM (12 cm) txt rdacontent n rdamedia nc rdacarrier The swaps & financial derivatives library Gestion des risques rasuqam Instrument dérivé (Finances) rasuqam Échange financier rasuqam Derivative securities Risk Risk management Swaps (Finance) Derivat Wertpapier (DE-588)4381572-8 gnd rswk-swf Strukturiertes Finanzprodukt (DE-588)4656104-3 gnd rswk-swf Risikomanagement (DE-588)4121590-4 gnd rswk-swf Strukturiertes Finanzprodukt (DE-588)4656104-3 s Derivat Wertpapier (DE-588)4381572-8 s Risikomanagement (DE-588)4121590-4 s b DE-604 HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=014589276&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Das, Satyajit Risk management Gestion des risques rasuqam Instrument dérivé (Finances) rasuqam Échange financier rasuqam Derivative securities Risk Risk management Swaps (Finance) Derivat Wertpapier (DE-588)4381572-8 gnd Strukturiertes Finanzprodukt (DE-588)4656104-3 gnd Risikomanagement (DE-588)4121590-4 gnd |
| subject_GND | (DE-588)4381572-8 (DE-588)4656104-3 (DE-588)4121590-4 |
| title | Risk management |
| title_auth | Risk management |
| title_exact_search | Risk management |
| title_exact_search_txtP | Risk management |
| title_full | Risk management Satyajit Das |
| title_fullStr | Risk management Satyajit Das |
| title_full_unstemmed | Risk management Satyajit Das |
| title_short | Risk management |
| title_sort | risk management |
| topic | Gestion des risques rasuqam Instrument dérivé (Finances) rasuqam Échange financier rasuqam Derivative securities Risk Risk management Swaps (Finance) Derivat Wertpapier (DE-588)4381572-8 gnd Strukturiertes Finanzprodukt (DE-588)4656104-3 gnd Risikomanagement (DE-588)4121590-4 gnd |
| topic_facet | Gestion des risques Instrument dérivé (Finances) Échange financier Derivative securities Risk Risk management Swaps (Finance) Derivat Wertpapier Strukturiertes Finanzprodukt Risikomanagement |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=014589276&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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