Risk management and financial institutions / John C. Hull
Material type:
TextPublication details: New Jersey : John Wiley & Sons, Inc., 2012Edition: Third editionDescription: xxi, 643 pages ; 27 cmISBN: 9781118269039Subject(s): RISK MANAGEMENT | FINANCIAL INSTITUTIONS -- MANAGEMENTLOC classification: HD 61 .H85 2012
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| Item type | Current library | Home library | Collection | Shelving location | Call number | Copy number | Status | Date due | Barcode |
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LRC - Annex II | National University - Manila | Accountancy | General Circulation | GC HD 61 .H85 2012 (Browse shelf (Opens below)) | c.1 | Available | NULIB000006540 | |
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LRC - Annex II | National University - Manila | Accountancy | General Circulation | GC HD 61 .H85 2012 (Browse shelf (Opens below)) | c.2 | Available | NULIB000008187 |
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| GC HD 62.15 .K63 2017 Total quality management : key concepts and case studies / | GC HD 31 .R63 2009 Management / | GC HD 31 .R8 1995 Management : skills and application / | GC HD 61 .H85 2012 Risk management and financial institutions / | GC HD 61 .H85 2012 Risk management and financial institutions / | GC HD 69.B87 .A38 2019 c.1 Agile business analysis : enabling continuous improvement of requirements, project scope, and agile project results / | GC HD 69.B87 .A38 2019 c.2 Agile business analysis : enabling continuous improvement of requirements, project scope, and agile project results / |
Includes index.
Introduction -- Banks -- Insurance companies and pension plans -- Volatility -- Correlations and copulas -- Basel I, Basel II and Solvency II -- Basel 2.5, Basel III, and Dodd-frank -- Market risk VaR : the historical simulation approach -- Market risk VaR : the model-building approach -- Credit risk : estimating default probabilities -- Couterparty credit risk in derivatives -- Credit value at risk -- Scenario analysis and stress testing -- Operational risk -- Liquidity risk -- Model risk -- Economic capital and RAROC -- Risk management mistakes to avoid
Written by one of the most respected authorities on financial risk management, risk management and financial institutions explains all aspects of financial risk as well as the way financial institutions are regulated.
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