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Financial risk management : applications in market, credit, asset and liability management and firmwide risk

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Financial Risk Management presents an in-depth look at banking risk on a global scale, including comprehensive examination of the U.S. Comprehensive Capital Analysis and Review, and the European Banking Authority stress tests. Written by the leaders of global banking risk products and management at SAS, this book provides the most up-to-date information and expert insight into real risk management. The discussion begins with an overview of methods for computing and managing a variety of risk, then moves into a review of the economic foundation of modern risk management and the growing importance of model risk management. Market risk, portfolio credit risk, counterparty credit risk, liquidity risk, profitability analysis, stress testing, and others are dissected and examined, arming you with the strategies you need to construct a robust risk management system. The book takes readers through a journey from basic market risk analysis to major recent advances in all financial risk disciplines seen in the banking industry. The quantitative methodologies are developed with ample business case discussions and examples illustrating how they are used in practice. Chapters devoted to firmwide risk and stress testing cross reference the different methodologies developed for the specific risk areas and explain how they work together at firmwide level. Since risk regulations have driven a lot of the recent practices, the book also relates to the current global regulations in the financial risk areas.

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Availability

Detail Information

Series Title

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Call Number

658.15 JIM f

Publisher

USA : John Wiley & sons., 2015

Collation

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Language

English

ISBN/ISSN

978-1-119-15723-6

Classification

658.15

Content Type

text

Media Type

unmediated

Carrier Type

online resource

Edition

-

Subject(s)

risk management
Financial Risk Management

Specific Detail Info

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Statement of Responsibility

Jimmy Skoglund

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