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FIN RISK MGNT: PRCTNRS GDE TO MANAGING MKT CREDIT RSK 2

Finance

Business & Economics

Investment

Gt Product Group

Binding Format

Marketing Imprint Name

B2B GT

CL Carton Count

Imprint Name

B2B & B2C

Financial risk management as a field of study and practice   continues to evolve rapidly. Despite the long list of books written about   this subject, most focus on statistical risk measurement techniques. Allen   offers something different: an insider's view of financial risk management,   as was practiced by a market risk expert at one of the world's leading   financial institutions, J.P. Morgan Chase. Allen explores real world issues   such as model validation, risk measurement methodologies, valuation   methodologies, and determination of reserves and measurement of counterparty   credit risk for all derivative products globally. He does so with the   expertise of a practitioner who was a key architect of Chase's value-at-risk   and stress-testing systems. What makes Allen's exploration of the field of   risk management so engaging is his ability to explore a full range of   financial risk management topics with the communication skills of an academic   instructor and the hands-on experience of a market practitioner.  

Financial Risk Management

COLFR

COLJR

COLSO

COLSR

Duration

Duration Unit Of Measure

Transaction Type

Front Cover.
Half Title Page.
Other Frontmatter.
Title Page.
Copyright Page.
Dedication.
Contents.
Foreword.
Preface.
Acknowledgments.
About the Author.
1: Introduction.
2: Institutional Background.
3: Operational Risk.
4: Financial Disasters.
5: The Systemic Disaster of 2007-2008.
6: Managing Financial Risk.
7: VaR and Stress Testing.
8: Model Risk.
9: Managing Spot Risk.
10: Managing Forward Risk.
11: Managing Vanilla Options Risk.
12: Managing Exotic Options Risk.
13: Credit Risk.
14: Counterparty Credit Risk.
References.
About the Companion Website.
Index.

Financial Risk Management.css-1p8rvzy{position:absolute;padding-left:8px;}

Financial Risk Management