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| Title | The Fundamentals of Risk Measurement |
| Edition | |
| Call Number | |
| ISBN/ISSN | |
| Author(s) | Marrison, Chris |
| Subject(s) | RISK MEASUREMENT |
| Classification | 658.151 1 |
| Series Title | GMD | Buku |
| Language | Inggris |
| Publisher | McGraw Hill |
| Publishing Year | 2002 |
| Publishing Place | Boston |
| Collation | |
| Abstract/Notes | |
| Specific Detail Info | 1. The Basics of Risk Management; 2. Risk Measurement at the Corporate Level : Economic Capital and RAROC; 3. Review of Statistics; 4. Background on Traded Instruments; 5. Market-Risk Measurement; 6. The Tree Common Approaches for Calculating Value art Risk; 7. Value-at-Risk Contribution; 8. Testing VaR Result to Ensure Proper Risk Measurement; 9. Calculating Capital for Market Risk; 10. Overcoming VaRs Limitations; 11. The Management of Market Risk; 12. Introd. To Asset Liability Management; 13. Measurement of Interest-Rate Risk for ALM; 14. Funding-Liquidity Risk in ALM; 15. funds-Transfer Pricing and the Management of ALM Risks;… |
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