The essentials of risk management:
Gespeichert in:
| Beteiligte Personen: | , , |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | Englisch |
| Veröffentlicht: |
New York
McGraw-Hill
[2023]
|
| Ausgabe: | Third edition |
| Links: | https://ebookcentral.proquest.com/lib/th-deggendorf/detail.action?docID=30610510 |
| Umfang: | 1 Online-Ressource |
| ISBN: | 9781264258871 |
Internformat
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| 100 | 1 | |a Crouhy, Michel |d 1944- |e Verfasser |0 (DE-588)124050255 |4 aut | |
| 245 | 1 | 0 | |a The essentials of risk management |c Michel Crouhy, Dan Galai, Robert Mark |
| 250 | |a Third edition | ||
| 264 | 1 | |a New York |b McGraw-Hill |c [2023] | |
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| 505 | 8 | |a Intro -- Cover -- Title Page -- Copyright Page -- Contents -- Acronyms -- Foreword -- Introduction to the Second Edition -- Introduction to the Third Edition -- 1 Risk Management: A Helicopter View -- Appendix to Chapter 1: Typology of Risk Exposures -- 2 Corporate Risk Management for Nonfinancial Companies and Start-Ups -- 3 Banks and Their Regulators: The Post-Crisis Regulatory Framework -- 4 Corporate Governance and Risk Management -- 5 Fintech and Its Impact on Financial Intermediation and Risk Management -- 6 Interest Rate Risk and Hedging with Derivative Instruments | |
| 505 | 8 | |a 7 Measuring Market Risk: Value-at-Risk, Expected Shortfall, and Similar Metrics -- 8 Asset/Liability Management and Liquidity Risk -- Appendix to Chapter 8: The LIBOR Transition -- 9 Credit Scoring and Retail Credit Risk Management -- 10 Commercial Credit Risk and the Rating of Individual Credits -- Appendix to Chapter 10: Definition of Key Financial Ratios -- 11 Quantitative Approaches to Credit Portfolio Risk and Credit Modeling -- 12 The Credit Transfer Markets, and Their Implications -- 13 Counterparty Credit Risk: CVA, DVA, FVA, CECL, and IFRS 9 -- 14 Operational Risk -- 15 Model Risk | |
| 505 | 8 | |a 16 Stress Testing and Scenario Analysis -- 17 Risk Capital Attribution and Risk-Adjusted Performance Measurement -- Afterword -- Index | |
| 700 | 1 | |a Galai, Dan |d 1945- |e Verfasser |0 (DE-588)133476820 |4 aut | |
| 700 | 1 | |a Mark, Robert |e Verfasser |4 aut | |
| 776 | 0 | 8 | |i Erscheint auch als |n Druck-Ausgabe, hardback |z 978-1-26-425886-4 |
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Datensatz im Suchindex
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|---|---|
| any_adam_object | |
| author | Crouhy, Michel 1944- Galai, Dan 1945- Mark, Robert |
| author_GND | (DE-588)124050255 (DE-588)133476820 |
| author_facet | Crouhy, Michel 1944- Galai, Dan 1945- Mark, Robert |
| author_role | aut aut aut |
| author_sort | Crouhy, Michel 1944- |
| author_variant | m c mc d g dg r m rm |
| building | Verbundindex |
| bvnumber | BV049317060 |
| collection | ZDB-30-PQE |
| contents | Intro -- Cover -- Title Page -- Copyright Page -- Contents -- Acronyms -- Foreword -- Introduction to the Second Edition -- Introduction to the Third Edition -- 1 Risk Management: A Helicopter View -- Appendix to Chapter 1: Typology of Risk Exposures -- 2 Corporate Risk Management for Nonfinancial Companies and Start-Ups -- 3 Banks and Their Regulators: The Post-Crisis Regulatory Framework -- 4 Corporate Governance and Risk Management -- 5 Fintech and Its Impact on Financial Intermediation and Risk Management -- 6 Interest Rate Risk and Hedging with Derivative Instruments 7 Measuring Market Risk: Value-at-Risk, Expected Shortfall, and Similar Metrics -- 8 Asset/Liability Management and Liquidity Risk -- Appendix to Chapter 8: The LIBOR Transition -- 9 Credit Scoring and Retail Credit Risk Management -- 10 Commercial Credit Risk and the Rating of Individual Credits -- Appendix to Chapter 10: Definition of Key Financial Ratios -- 11 Quantitative Approaches to Credit Portfolio Risk and Credit Modeling -- 12 The Credit Transfer Markets, and Their Implications -- 13 Counterparty Credit Risk: CVA, DVA, FVA, CECL, and IFRS 9 -- 14 Operational Risk -- 15 Model Risk 16 Stress Testing and Scenario Analysis -- 17 Risk Capital Attribution and Risk-Adjusted Performance Measurement -- Afterword -- Index |
| ctrlnum | (OCoLC)1401199062 (DE-599)BVBBV049317060 |
| edition | Third edition |
| format | Electronic eBook |
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| id | DE-604.BV049317060 |
| illustrated | Not Illustrated |
| indexdate | 2024-12-20T20:06:22Z |
| institution | BVB |
| isbn | 9781264258871 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-034578062 |
| oclc_num | 1401199062 |
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| physical | 1 Online-Ressource |
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| publishDate | 2023 |
| publishDateSearch | 2023 |
| publishDateSort | 2023 |
| publisher | McGraw-Hill |
| record_format | marc |
| spelling | Crouhy, Michel 1944- Verfasser (DE-588)124050255 aut The essentials of risk management Michel Crouhy, Dan Galai, Robert Mark Third edition New York McGraw-Hill [2023] 1 Online-Ressource txt rdacontent c rdamedia cr rdacarrier Intro -- Cover -- Title Page -- Copyright Page -- Contents -- Acronyms -- Foreword -- Introduction to the Second Edition -- Introduction to the Third Edition -- 1 Risk Management: A Helicopter View -- Appendix to Chapter 1: Typology of Risk Exposures -- 2 Corporate Risk Management for Nonfinancial Companies and Start-Ups -- 3 Banks and Their Regulators: The Post-Crisis Regulatory Framework -- 4 Corporate Governance and Risk Management -- 5 Fintech and Its Impact on Financial Intermediation and Risk Management -- 6 Interest Rate Risk and Hedging with Derivative Instruments 7 Measuring Market Risk: Value-at-Risk, Expected Shortfall, and Similar Metrics -- 8 Asset/Liability Management and Liquidity Risk -- Appendix to Chapter 8: The LIBOR Transition -- 9 Credit Scoring and Retail Credit Risk Management -- 10 Commercial Credit Risk and the Rating of Individual Credits -- Appendix to Chapter 10: Definition of Key Financial Ratios -- 11 Quantitative Approaches to Credit Portfolio Risk and Credit Modeling -- 12 The Credit Transfer Markets, and Their Implications -- 13 Counterparty Credit Risk: CVA, DVA, FVA, CECL, and IFRS 9 -- 14 Operational Risk -- 15 Model Risk 16 Stress Testing and Scenario Analysis -- 17 Risk Capital Attribution and Risk-Adjusted Performance Measurement -- Afterword -- Index Galai, Dan 1945- Verfasser (DE-588)133476820 aut Mark, Robert Verfasser aut Erscheint auch als Druck-Ausgabe, hardback 978-1-26-425886-4 |
| spellingShingle | Crouhy, Michel 1944- Galai, Dan 1945- Mark, Robert The essentials of risk management Intro -- Cover -- Title Page -- Copyright Page -- Contents -- Acronyms -- Foreword -- Introduction to the Second Edition -- Introduction to the Third Edition -- 1 Risk Management: A Helicopter View -- Appendix to Chapter 1: Typology of Risk Exposures -- 2 Corporate Risk Management for Nonfinancial Companies and Start-Ups -- 3 Banks and Their Regulators: The Post-Crisis Regulatory Framework -- 4 Corporate Governance and Risk Management -- 5 Fintech and Its Impact on Financial Intermediation and Risk Management -- 6 Interest Rate Risk and Hedging with Derivative Instruments 7 Measuring Market Risk: Value-at-Risk, Expected Shortfall, and Similar Metrics -- 8 Asset/Liability Management and Liquidity Risk -- Appendix to Chapter 8: The LIBOR Transition -- 9 Credit Scoring and Retail Credit Risk Management -- 10 Commercial Credit Risk and the Rating of Individual Credits -- Appendix to Chapter 10: Definition of Key Financial Ratios -- 11 Quantitative Approaches to Credit Portfolio Risk and Credit Modeling -- 12 The Credit Transfer Markets, and Their Implications -- 13 Counterparty Credit Risk: CVA, DVA, FVA, CECL, and IFRS 9 -- 14 Operational Risk -- 15 Model Risk 16 Stress Testing and Scenario Analysis -- 17 Risk Capital Attribution and Risk-Adjusted Performance Measurement -- Afterword -- Index |
| title | The essentials of risk management |
| title_auth | The essentials of risk management |
| title_exact_search | The essentials of risk management |
| title_full | The essentials of risk management Michel Crouhy, Dan Galai, Robert Mark |
| title_fullStr | The essentials of risk management Michel Crouhy, Dan Galai, Robert Mark |
| title_full_unstemmed | The essentials of risk management Michel Crouhy, Dan Galai, Robert Mark |
| title_short | The essentials of risk management |
| title_sort | the essentials of risk management |
| work_keys_str_mv | AT crouhymichel theessentialsofriskmanagement AT galaidan theessentialsofriskmanagement AT markrobert theessentialsofriskmanagement |