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Risk management:

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Bibliographic Details
Main Author:	Das, Satyajit (Author)
Format:	Book
Language:	English
Published:	Singapore Wiley 2006
Edition:	3. ed., rev.
Series:	The swaps & financial derivatives library
Subjects:	Gestion des risques Instrument dérivé (Finances) Échange financier Derivative securities Risk Risk management Swaps (Finance) Derivat > Wertpapier Strukturiertes Finanzprodukt Risikomanagement
Online Access:	Inhaltsverzeichnis
Physical Description:	XIV, 1327 S. graph. Darst. 1 CD-ROM (12 cm)
ISBN:	0470821655 9780470821657

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MARC


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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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author	Das, Satyajit
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callnumber-first	H - Social Science
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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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id	DE-604.BV021268117
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
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physical	XIV, 1327 S. graph. Darst. 1 CD-ROM (12 cm)
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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
work_keys_str_mv	AT dassatyajit riskmanagement

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