Risk Management

Author:〔USA〕Koroch et al./Zeng Gang et al.
Publisher:
Publish Date: 2005-01-01
Features: This book comprehensively covers market risk, credit risk, and operational risk, offering a comprehensive VaR analysis framework and hedging strategies to mitigate risk. The authors integrate the entire field of risk management, introducing comprehensive risk management, regulatory environments, capital allocation, practical measurement issues, and future considerations, from policies and methodologies to data and technical frameworks. The book also includes investment hedging strategies, transforming innovative derivatives, credit risk, and securitization techniques into an all-encompassing and accessible reference guide.