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Financial Risk Management Applications I Applications in Market, Credit, Asset and Liability Management and Firmwide Risk

Name: Financial Risk Management Applications I
Author: Jimmy Skoglund

Auteur: Jimmy Skoglund

Taal: Engels

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Uitgever: John Wiley & Sons Inc

Auteur: Jimmy Skoglund Wei Chen

Engels
Hardcover
9781119135517
06 november 2015
576 pagina's

Alle productspecificaties

Samenvatting

Risk management is one of the fastest growing segments of the banking industry, fueled by banks' fundamental intermediary role in the global economy and the industry's profit-driven increase in risk-seeking behavior. Financial Risk Management came from the authors' desire to compile their extensive experience in developing and implementing risk analytics in banks around the globe to provide a comprehensive, quantitative-oriented risk management guide specifically for practitioners.

Initiated risk professionals with a quantitative background can elevate their skill set and value with this book's highly focused coverage on implementation. Beginning with sufficient reviews of the economic foundation of modern risk management and its current state, advanced material conveniently dissects three silos of risk management market, credit, and asset and liability management and then looks at the realities of working in the big picture firmwide. This practical, holistic view of risk management is reinforced by cross-referencing methodologies in different risk categories and dedicating two entire chapters to firmwide risk aggregation, scenario analysis, and stress testing. It's easy to integrate into a bank's business practices when you can:

Scale risk over time in risk models
Incorporate market illiquidity in market risk models
Analyze and interpret optimal portfolio hedges and replicate portfolios for future risk measurement and management
Extend credit models to include macroeconomic information and use these models in calculating economic capital and stress testing
Execute advanced analysis and optimal models of liquidity hedging and structural liquidity planning
Use fund transfer rates to expand traditional asset and liability management in terms of granularity, cost of risks and optionality
Measure firmwide risk using top-down and bottom-up approaches
Perform macroeconomic stress testing and make informed decisions based on the results

From quantitative methodology and risk analytics to the risk governance connecting your management plan to the entire business operations of a bank Financial Risk Management is your solution to real-world success.

Productspecificaties

Inhoud

Taal: en
Bindwijze: Hardcover
Oorspronkelijke releasedatum: 06 november 2015
Aantal pagina's: 576
Illustraties: Nee

Betrokkenen

Hoofdauteur: Jimmy Skoglund
Tweede Auteur: Wei Chen
Hoofduitgeverij: John Wiley & Sons Inc

Overige kenmerken

Extra groot lettertype: Nee
Product breedte: 191 mm
Product hoogte: 51 mm
Product lengte: 267 mm
Studieboek: Nee
Verpakking breedte: 190 mm
Verpakking hoogte: 264 mm
Verpakking lengte: 50 mm
Verpakkingsgewicht: 1167 g

EAN

EAN: 9781119135517

Je vindt dit artikel in

Categorieën: Economie & Financiën

Managementboeken

Financien & Boekhouding

Accounting

Financien

Managementaccounting

Boeken
Taal: Engels
Boek, ebook of luisterboek?: Boek
Beschikbaarheid: Leverbaar
Studieboek of algemeen: Algemene boeken

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