Managing systemic exposure: a rist management framework for SIFIs and their market
Saved in:
Bibliographic Details
Format: Electronic eBook
Language:English
Published: [London] Risk Books 2013
Subjects:
Online Access:Volltext
Item Description:Includes bibliographical references and index
"This book outlines the evolution of the key wholesale markets on which Systemically important financial institutions (SIFIs) operate and the new regulations affecting those markets. It provides practical advice on managing concentration, maturity and counterparty risk in money, foreign exchange, derivative and credit markets. The contributors outline key procedures that the largest banks should have in place in order to ensure that their business model is resilient under a new risk management paradigm. Chapters examine topics such as: 1) Banking industry ratings; 2) Leverage; 3) Systemic wrong way risk; 4) The OTC derivatives market; 5) Economic and regulatory capital" -- Extracted from Riskbooks website
Physical Description:1 Online-Ressource
ISBN:9781782720751
1782720758
1782720103
9781782720102

There is no print copy available.

Interlibrary loan Place Request Caution: Not in THWS collection! Get full text