Risk management and financial institutions / John C. Hull
Publication details: New Delhi : Dorling Kindersley, c2011, Edition: 2nd edDescription: xvii, 556 p. : ill. ; 25 cm. CDISBN: 9788131761038Subject(s): Risk management | Financial institutions -- Management | Financial risk managementDDC classification: 332.10681 HUL| Item type | Current library | Home library | Call number | Status | Date due | Barcode | Item holds |
|---|---|---|---|---|---|---|---|
English Lending
|
Villa College Library | Villa College Library | 332.10681 HUL (Browse shelf(Opens below)) | Available | 2197 |
Content includes
Chapter 1. Introduction
Chapter 2. Banks
Chapter 3. Insurance Companies and Pension Plans
Chapter 4. Mutual Funds and Hedge Funds
Chapter 5. Financial Instruments
Chapter 6. How Traders Manage Their Exposures
Chapter 7. Interest Rate Risk
Chapter 8. Value at Risk
Chapter 9. Volatility
Chapter 10. Correlation and Copulas
Chapter 11. Regulation, Basel II, and Solvency II
Chapter 12. Market Risk VaR: Historical Simulation Approach
Chapter 13. Market Risk VaR: Model-Building Approach
Chapter 14. Credit Risk: Estimating Default Probabilities
Chapter 15. Credit Risk Losses and Credit VaR
Chapter 16. ABSs, CDOs, and the Credit Crunch of 2007
Chapter 17. Scenario Analysis and Stress Testing
Chapter 18. Operational Risk
Chapter 19. Liquidity Risk
Chapter 20. Model Risk
Chapter 21. Economic Capital and RAROC
Chapter 22. Risk Management Mistakes to Avoid
Include index
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