Interest Rate and Exchange Rate Risk Management

Author: Ma Jie
Publisher:
Publish Date: 2006-12-01
Features: This book is structured around the risk classification of the "New Basel Capital Agreement" and provides a comprehensive elaboration on fundamental financial risks such as market risk, credit risk, operational risk, and legal risk, as well as their prevention measures. How to measure and manage financial risks caused by changes in these two basic financial variables—interest rates and exchange rates—is the core focus of this book. It is suitable for financial professionals and those researching financial risk management, as well as serving as a textbook for senior undergraduate and graduate students in finance.