Search Results - "credit risk"

Capital adequacy beyond Basel banking, securities, and insurance /

Table of Contents: “…Capital regulation for position risk in banks, securities firms, and insurance companies -- Capital adequacy in insurance and reinsurance -- Consolidated capital regulation for financial conglomerates -- Using a mandatory subordinated debt issuance requirement to set regulatory capital requirements for bank credit risks -- No pain, no gain? effecting market discipline via "reverse convertible debentures" -- The use of internal models: comparison of the new Basel credit proposals with available internal models for credit risk -- Sizing operational risk and the effect of insurance -- Enforcement of risk-based capital rules.…”
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Managing and measuring risk emerging global standards and regulation after the financial crisis /

Table of Contents: “…Risk management principles and strategies -- pt. E. Credit risk -- pt. F. Equity risk and market crashes.…”
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Managing and measuring risk emerging global standards and regulation after the financial crisis /

Table of Contents: “…Risk management principles and strategies -- pt. E. Credit risk -- pt. F. Equity risk and market crashes.…”
An electronic book accessible through the World Wide Web; click to view

Essentials of financial risk management by Horcher, Karen A.

Table of Contents: “…-- Identifying major market risks -- Managing interest rate risk -- Foreign exchange risk management -- Managing credit risk -- Commodity risk management -- Operational risk -- Risk management framework : policy and hedging -- Estimating risk -- Global efforts in financial risk management.…”
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Essentials of financial risk management by Horcher, Karen A.

Table of Contents: “…-- Identifying major market risks -- Managing interest rate risk -- Foreign exchange risk management -- Managing credit risk -- Commodity risk management -- Operational risk -- Risk management framework : policy and hedging -- Estimating risk -- Global efforts in financial risk management.…”
An electronic book accessible through the World Wide Web; click to view

Handbook of financial risk management simulations and case studies / by Chan, Ngai Hang

Table of Contents: “…List of figures -- List of tables -- Preface -- An introduction to excel vba -- Background -- Structured products -- Volatility modeling -- Fixed-income derivatives I : short-rate models -- Fixed-income derivatives II : libor market models -- Credit derivatives and counterparty credit risk -- Value-at-risk and related risk measures -- The Greeks -- Appendix -- References -- Subject index -- Author index.…”
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Handbook of financial risk management simulations and case studies / by Chan, Ngai Hang

Table of Contents: “…List of figures -- List of tables -- Preface -- An introduction to excel vba -- Background -- Structured products -- Volatility modeling -- Fixed-income derivatives I : short-rate models -- Fixed-income derivatives II : libor market models -- Credit derivatives and counterparty credit risk -- Value-at-risk and related risk measures -- The Greeks -- Appendix -- References -- Subject index -- Author index.…”
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Credit management

Table of Contents: “…Credit terms and conditions of sale -- pt. 3. Assessing credit risk -- pt. 4. Sales ledger -- pt. 5. Cash collection -- pt. 6. …”
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Credit management

Table of Contents: “…Credit terms and conditions of sale -- pt. 3. Assessing credit risk -- pt. 4. Sales ledger -- pt. 5. Cash collection -- pt. 6. …”
An electronic book accessible through the World Wide Web; click to view

Options, futures and other derivatives / by Hull, John, 1946-

Table of Contents: “…Introduction -- Mechanics of futures markets -- Hedging strategies using futures -- Interest rates -- Determination of forward and futures prices -- Interest rate futures -- Swaps -- Mechanics of options markets -- Properties of stock options -- Trading strategies involving options -- Binomial trees -- Wiener processes and Ito's Lemma -- The Black-Scholes-Merton model -- Employee stock options -- Options on stock indices and currencies -- Options on futures -- Greek letters -- Volatility smiles -- Basic numerical procedures -- Value at risk -- Estimating volatilities and correlations for risk management -- Credit risk -- Credit derivatives -- Exotic options -- Insurance, weather, and energy derivatives -- More on models and numerical procedures -- Martingales and measures -- Interest rate derivatives : the standard market models -- Convexity, timing and quanto adjustments -- Interest rate derivatives : models of the short rate -- Interest rate derivatives : HJM and LMM -- Swaps revisited -- Real options -- Derivatives mishaps and what we can learn from them.…”

Risk management in banking by Bessis, Joël

Table of Contents: “…Market risk -- section 11. Credit risk : standalone -- section 12. Credit portfolio risk -- section 13. …”
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Risk management in banking by Bessis, Joël

Table of Contents: “…Market risk -- section 11. Credit risk : standalone -- section 12. Credit portfolio risk -- section 13. …”
An electronic book accessible through the World Wide Web; click to view

Options, futures and other derivatives / by Hull, John, 1946-

Table of Contents: “…Introduction -- Mechanics of futures markets -- Hedging strategies using futures -- Interest rates -- Determination of forward and futures prices -- Interest rate futures -- Swaps -- Mechanics of options markets -- Properties of stock options -- Trading strategies involving options -- Binomial trees -- Wiener processes and Ito's Lemma -- The Black-Scholes-Merton model -- Employee stock options -- Options on stock indices and currencies -- Options on futures -- Greek letters -- Volatility smiles -- Basic numerical procedures -- Value at risk -- Estimating volatilities and correlations for risk management -- Credit risk -- Credit derivatives -- Exotic options -- Insurance, weather, and energy derivatives -- More on models and numerical procedures -- Martingales and measures -- Interest rate derivatives : the standard market models -- Convexity, timing and quanto adjustments -- Interest rate derivatives : models of the short rate -- Interest rate derivatives : HJM and LMM -- Swaps revisited -- Real options -- Derivatives mishaps and what we can learn from them.…”

Risk management foundations for a changing financial world /

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Risk management foundations for a changing financial world /

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Recent advances in financial engineering proceedings of the KIER-TMU International Workshop on Financial Engineering 2009 : Otemachi, Sankei Plaza, Tokyo, 3-4 August 2009 /

Table of Contents: “…Lleo -- Small-sample estimation of models of portfolio credit risk / M.B. Gordy and E. Heitfield -- Heterogeneous beliefs with mortal agents / A.A. …”
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Recent advances in financial engineering proceedings of the KIER-TMU International Workshop on Financial Engineering 2009 : Otemachi, Sankei Plaza, Tokyo, 3-4 August 2009 /

Table of Contents: “…Lleo -- Small-sample estimation of models of portfolio credit risk / M.B. Gordy and E. Heitfield -- Heterogeneous beliefs with mortal agents / A.A. …”
An electronic book accessible through the World Wide Web; click to view

Innovations in Quantitative Risk Management TU München, September 2013 /

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Innovations in Quantitative Risk Management TU München, September 2013 /

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Advances in Pacific basin business, economics and finance. by Lee, Cheng-Few, Yu, Min-Teh

Table of Contents: “…How Well Do Banks Manage Their Credit Risk? A DEA Approach / Ren-Raw Chen and Chu-Hua Kuei -- Chapter 6. …”
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