The essentials of risk management 2ed

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The essentials of risk management 2ed

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  • Cover

  • Title Page

  • Copyright Page

  • Contents

  • Foreword

  • Foreword

  • Introduction to the Second Edition: Reforming Risk Management for the Post-Crisis Era

  • 1. Risk Management: A Helicopter View

    • 1.1 Typology of Risk Exposures

    • 2. Corporate Risk Management: A Primer

    • 3. Banks and Their Regulators: The Post-Crisis Regulatory Framework

      • 3.1 Basel I

      • 3.2 The 1996 Market Risk Amendment

      • 3.3 Basel II and Minimum Capital Requirements for Credit Risk

      • 3.4 Basel 2.5: Enhancements to the Basel II Framework

      • 3.5 Contingent Convertible Bonds

      • 4. Corporate Governance and Risk Management

      • 5. A User-Friendly Guide to the Theory of Risk and Return

      • 6. Interest Rate Risk and Hedging with Derivative Instruments

      • 7. Measuring Market Risk: Value-at-Risk, Expected Shortfall, and Similar Metrics

      • 8. Asset/Liability Management

      • 9. Credit Scoring and Retail Credit Risk Management

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