184,99 zł

Credit Risk

Książki Obcojęzyczne>Angielskie>Economics, finance, business & management>Finance & accounting>Finance>Investment & securities

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Sklep: Gigant.pl

239,99 zł

Structural Credit Risk Models

Książki Obcojęzyczne>Angielskie>Economics, finance, business & management>Economics

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Sklep: Gigant.pl

239,99 zł

Credit And Risk Analysis By Banks

Książki Obcojęzyczne>Angielskie>Economics, finance, business & management>Finance & accounting>Accounting

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Sklep: Gigant.pl

289,99 zł

Credit Risk Assessments

Książki Obcojęzyczne>Angielskie>Economics, finance, business & management>Finance & accounting>Accounting

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Sklep: Gigant.pl

174,99 zł

Emerging Market Bank Lending And Credit Risk Control

Książki Obcojęzyczne>Angielskie>Economics, finance, business & management>Finance & accounting>Finance>Banking

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Sklep: Gigant.pl

550,08 zł

Risk Management and Shareholders' Value in Banking - From Risk Measurement Models to Capital Allocation Policies John Wiley & Sons Inc

Książki / Literatura obcojęzyczna

This book presents an integrated framework for risk measurement, capital management and value creation in banks. Moving from the measurement of the risks facing a bank, it defines criteria and rules to support a corporate policy aimed at maximizing shareholders' value. Parts I - IV discuss different risk types (including interest rate, market, credit and operational risk) and how to assess the amount of capital they absorb by means of up-to-date, robust risk-measurement models. Part V surveys regulatory capital requirements: a special emphasis is given to the Basel II accord, discussing its economic foundations and managerial implications. Part VI presents models and techniques to calibrate the amount of economic capital at risk needed by the bank, to fine-tune its composition, to allocate it to risk-taking units, to estimate the "fair" return expected by shareholders, to monitor the value creation process.Risk Management and Shareholders' Value in Banking includes: Value at Risk, Monte Carlo models, Creditrisk+, Creditmetrics and much more formulae for risk-adjusted loan pricing and risk-adjusted performance measurement extensive, hands-on Excel examples are provided on the companion website www.wiley.com/go/rmsv a complete, up-to-date introduction to Basel II focus on capital allocation, Raroc, EVA, cost of capital and other value-creation metrics

Sklep: Libristo.pl

463,13 zł

Foundations of Financial Risk - An Overview of Financial Risk and Risk-based Financial Regulation John Wiley & Sons Inc

Książki / Literatura obcojęzyczna

Gain a deeper understanding of the issues surrounding financial risk and regulation§§Foundations of Financial Risk details the various risks, regulations, and supervisory requirements institutions face in today's economic and regulatory environment. Written by the experts at the Global Association of Risk Professionals (GARP), this book represents an update to GARP's original publication, Foundations of Banking Risk. You'll learn the terminology and basic concepts surrounding global financial risk and regulation, and develop an understanding of the methods used to measure and manage market, credit, and operational risk. Coverage includes traded market risk and regulation, treasury risk and regulation, and much more, including brand new coverage of risk management for insurance companies. Clear explanations, focused discussion, and comprehensive relevancy make this book an ideal resource for an introduction to risk management.§§The textbook provides an understanding of risk management methodologies, governance structures for risk management in financial institutions and the regulatory requirements dictated by the Basel Committee on Banking Supervision. It provides thorough coverage of the issues surrounding financial risk, giving you a solid knowledgebase and a practical, applicable understanding.§Understand risk measurement and management§Learn how minimum capital requirements are regulated§Explore all aspects of financial institution regulation and disclosure§Master the terminology of global risk and regulation§§Financial institutions and supervisors around the world are increasingly recognizing how vital sound risk management practices are to both individual firms and the capital markets system as a whole. Savvy professionals recognize the need for authoritative and comprehensive training, and Foundations of Financial Risk delivers with expert-led education for those new to risk management.

Sklep: Libristo.pl

454,94 zł

Quantitative Risk Management Princeton University Press

Książki / Literatura obcojęzyczna

This book provides the most comprehensive treatment of the theoretical concepts and modelling techniques of quantitative risk management. Whether you are a financial risk analyst, actuary, regulator or student of quantitative finance, Quantitative Risk Management gives you the practical tools you need to solve real-world problems. Describing the latest advances in the field, Quantitative Risk Management covers the methods for market, credit and operational risk modelling. It places standard industry approaches on a more formal footing and explores key concepts such as loss distributions, risk measures and risk aggregation and allocation principles. The book's methodology draws on diverse quantitative disciplines, from mathematical finance and statistics to econometrics and actuarial mathematics. A primary theme throughout is the need to satisfactorily address extreme outcomes and the dependence of key risk drivers. Proven in the classroom, the book also covers advanced topics like credit derivatives.Fully revised and expanded to reflect developments in the field since the financial crisis Features shorter chapters to facilitate teaching and learning Provides enhanced coverage of Solvency II and insurance risk management and extended treatment of credit risk, including counterparty credit risk and CDO pricing Includes a new chapter on market risk and new material on risk measures and risk aggregation

Sklep: Libristo.pl

240,49 zł

Risk Management in Banking 4e John Wiley & Sons Inc

Książki / Literatura obcojęzyczna

Updating the Current Third Edition of Risk Management in BankingIn updating the 3rd edition, two types of changes have been made, namely streamlining the text and additions. The "streamlining" is largely inspired by the author's teaching experiences.(i) Organization of the Text (updating of existing material): The sections and chapters to be updated include Chapter 5 on banking products, Chapter 10 on distribution functions, Chapter 11 to 14 on returns and prices and Chapter 30 to 34 of Section 9 on "Dependencies."(ii) Extensions of the 3rd Edition Text (new material): The extensions should fill some gaps in the presentations, address new approaches or extend the scope of some concepts: A Derivatives Section, Additions to the ALM Section, Liquidity Analysis, Optionality in Banking Products, Market Risk Section, Isolating Spread Risk, Credit Portfolio Model Section, Structured Products Section, Lessons from Teaching Courses in Risk Management, The Finance of Financial Firms: Asset-Liability Management, Market Risk and VaR, Credit Risk and Trading Credit Risk and Securitisations.The conclusion of the text is a wrap-up of the crises and the lessons from the crises mixing new views, such as behavioural finance and nonlinearity of risk.

Sklep: Libristo.pl

475,08 zł

Enterprise Risk Management John Wiley & Sons Inc

Książki / Literatura obcojęzyczna

Unlock the incredible potential of enterprise risk managementThere has been much evolution in terms of ERM best practices, experience, and standards and regulation over the past decade. Enterprise Risk Management: Today's Leading Research and Best Practices for Tomorrow's Executives, Second Edition is the revised and updated essential guide to the now immensely popular topic of enterprise risk management (ERM). With contributions from leading academics and practitioners, this book offers insights into what practitioners are doing and what the future holds. You'll discover how you can implement best practices, improve ERM tools and techniques, and even learn to teach ERM. Retaining the holistic approach to ERM that made the first edition such a success, this new edition adds coverage of new topics including cybersecurity risk, ERM in government, foreign exchange risk, risk appetite, innovation risk, outsourcing risk, scenario planning, climate change risk, and much more. In addition, the new edition includes important updates and enhancements to topics covered in the first edition; so much of it has been revised and enhanced that it is essentially an entirely new book.Enterprise Risk Management introduces you to the concepts and techniques that allow you to identify risks and prioritize the appropriate responses. This invaluable guide offers a broad overview, covering key issues while focusing on the principles that drive effective decision making and determine business success. This comprehensive resource also provides a thorough introduction to ERM as it relates to credit, market, and operational risk, as well as the evolving requirements of the board of directors' role in overseeing ERM.Through the comprehensive chapters and leading research and best practices covered, this book:* Provides a holistic overview of key topics in ERM, including the role of the chief risk officer, development and use of key risk indicators and the risk-based allocation of resources* Contains second-edition updates covering additional material related to teaching ERM, risk frameworks, risk culture, credit and market risk, risk workshops and risk profiles and much more. Over 90% of the content from the first edition has been revised or enhanced* Reveals how you can prudently apply ERM best practices within the context of your underlying business activitiesFilled with helpful examples, tables, and illustrations, Enterprise Risk Management, Second Edition offers a wealth of knowledge on the drivers, the techniques, the benefits, as well as the pitfalls to avoid, in successfully implementing ERM.

Sklep: Libristo.pl

349,15 zł

Fixed Income Trading and Risk Management - The Complete Guide John Wiley & Sons Inc

Książki / Literatura obcojęzyczna

A unique, authoritative, and comprehensive treatment of fixed income marketsFixed Income Trading and Risk Management: The Complete Guide delivers a comprehensive and innovative exposition of fixed income markets. Written by European Central Bank portfolio manager Alexander During, this book takes a practical view of how several different national fixed income markets operate in detail.The book presents common theoretical models but adds a lot of information on the actually observed behavior of real markets. You'll benefit from the book's:* Fulsome overview of money, credit, and monetary policy* Description of cash instruments, inflation-linked debt, and credit claims* Analysis of derivative instruments, standard trading strategies, and data analysis* In-depth focus on risk management in fixed income marketsPerfect for new and junior staff in financial institutions working in sales and trading, risk management, back office operations, and portfolio management positions, Fixed Income Trading and Risk Management also belongs on the bookshelves of research analysts and postgraduate students in finance, economics, or MBA programs.

Sklep: Libristo.pl

667,52 zł

XVA Desks - A New Era for Risk Management Palgrave Macmillan

Książki / Literatura obcojęzyczna

XVA Desks: A New Era for Risk Management is a comprehensive guide to the fundamentals and latest developments in this rapidly expanding field, with a special focus in the emergence of XVA desks. Written by a seasoned practitioner, it begins with an overview of the role of OTC derivatives in the current banking industry, providing a context for the subject. The book then goes into the fundamentals of counterparty credit and funding risk, explaining in detail how to build models for them. This includes an in-depth explanation of how to implement Monte Carlo simulations, how to model collateral, how to allocate exposure between counterparties, netting sets and trades, simplified calculations, as well as the role of central counterparties. The book also explains the concepts and modelling techniques for right and wrong way risk, one of the most complicated parts of counterparty credit risk, demonstrating its impact with several examples.The book then considers the latest research in the valuation adjustments that are currently being implemented by the trading houses: CVA, DVA, FVA, LVA, CollVA, KVA, etc - with examples illustrating the meaning of these adjustments, why they exist, management, their inter-relationships, hedging, connections with risk reserves and how they are changing so profoundly trading and risk management behaviour in derivative houses. The book also covers the calculation of regulatory capital in financial institutions, explaining all the necessary components and with a special focus on advanced approaches. A full chapter is dedicated to the emergence of model risk management from the classic model validation functions, with detail on a number of backtesting frameworks that can be implemented. Finally, the book dedicates a chapter to systems and project management in the context of counterparty and funding risk, highlighting key success factors in this space.XVA Desks: A New Era for Risk Management will provide practitioners and academics with a comprehensive treatment of counterparty and funding risks, and is an essential reference for risk management practitioners, traders, structures, quants working in the front and middle offices of banks and other financial institutions, and students and researchers in this space.

Sklep: Libristo.pl

509,42 zł

Risk Management and Financial Institutions, Sixth Edition John Wiley & Sons Inc

Książki / Literatura obcojęzyczna

The gold standard in financial risk management textbooksIn the newly revised sixth edition of Risk Management and Financial Institutions, celebrated risk and derivatives expert John C. Hull delivers an incisive and comprehensive discussion of financial risk and financial institution regulation. In the book, you'll learn to understand the financial markets, the risks they pose to various kinds of financial institutions, and how those risks are affected by common regulatory structures.This book blends discussion of best practices in risk management with holistic treatments of how financial institutions are regulated. It explores market, credit, liquidity, model, climate, cyber, and operational risk.This latest edition also offers:* Updated ancillary and digital materials covering all the latest content, including software, practice questions, and teaching supplements* Access to an updated website that reflects the new content* Fulsome coverage of the most important financial market developments since the publication of the fifth edition, including regulatory changes, the growing importance of climate risk, the use of machine learning models, and the disappearance of LIBORA must-have resource for undergraduate and graduate students of business and finance, Risk Management and Financial Institutions, Sixth Edition, cements this celebrated text as the gold standard in risk management resources.

Sklep: Libristo.pl

122,27 zł

Financial Risk Management For Dummies John Wiley & Sons Inc

Książki / Literatura obcojęzyczna

Take the risk out of financial risk management§§Written by bestselling author and past winner of the GARP Award's Risk Manager of the Year, Aaron Brown, Financial Risk Management For Dummies offers thorough and accessible guidance on successfully managing and controlling financial risk within your company. Through easy-to-follow instruction, you'll find out how to manage risk, firstly by understanding it, and then by taking control of it. Plus, you'll discover how to measure and value financial risk, set limits, stop losses, control breakdowns and hedge bets.§§Financial risk management uses financial instruments to manage exposure to risk within firms, large and small--particularly credit risk and market risk. From managing and measuring risk to working in financial institutions and knowing how to communicate risk to your company and clients, Financial Risk Management For Dummies makes it easy to make sense of the management of risk when working in various different financial institutions and concludes by covering the topic of how to communicate risk -- how to report it properly and how to deal with and comply with all of the regulations.§Covers managing risk and working as a financial risk manager§Provides everything you need to know about measuring financial risk§Walks you through working in financial institutions§Demonstrates how to communicate risk§§If you work in the financial sector and want to make financial risk management your minion, you've come to the right place!

Sklep: Libristo.pl

597,15 zł

Financial Engineering - Derivatives & Risk Management John Wiley & Sons Inc

Książki / Literatura obcojęzyczna

This text provides a thorough treatment of futures, a plain vanillaa options and swaps as well as the use of exotic derivatives and interest rate options for speculation and hedging. Pricing of options using numerical methods such as lattices (BOPM), Mone Carlo simulation and finite difference methods, in additon to solutions using continuous time mathematics, are also covered. Real options theory and its use in investment appraisal and in valuing internet and biotechnology companies provide cutting edge practical applications. Practical risk management issues are examined in depth. Alternative models for calculating Value at Risk (market risk) and credit risk provide the throretical basis for a practical and timely overview of these areas of regulatory policy. This book is designed for courses in derivatives and risk management taken by specialist MBA, MSc Finance students or final year undergraduates, either as a stand--alone text or as a follow--on to Investments: Spot and Derivatives Markets by the same authors.The authors adopt a real--world emphasis throughout, and include features such as: aeo topic boxes, worked examples and learning objectives aeo Financial Times and Wall Street Journal newspaper extracts and analysis of real world cases aeo supporting web site including Lecturera s Resource Pack and Student Centre with interactive Excel and GAUSS software

Sklep: Libristo.pl

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