Handbook of Financial Risk Management
-10%
portes grátis
Handbook of Financial Risk Management
Roncalli, Thierry
Taylor & Francis Ltd
04/2020
1176
Dura
Inglês
9781138501874
15 a 20 dias
1950
Descrição não disponível.
1. Introduction. Part I Risk Management in the Financial Sector. 2. Market Risk. 3. Credit Risk. 4. Counterparty Credit Risk and Collateral Risk. 5. Operational Risk. 6. Liquidity Risk. 7. Asset Liability Management Risk. 8. Systemic Risk and Shadow Banking System. Part II Mathematical and Statistical Tools. 9. Model Risk of Exotic Derivatives. 10. Statistical Inference and Model Estimation. 11. Copulas and Dependence Modeling. 12. Extreme Value Theory. 13. Monte Carlo Simulation Methods. 14. Stress Testing and Scenario Analysis. 15. Credit Scoring Models.
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.
Basel Iii;banking;OTC Derivative;regulatory finance;Cumulative Distribution Function;insurance regulation;Basel Iii Accord;operational risk;Loss Severity Distribution;asset management;Shadow Banking System;liability management;Basel Ii Framework;financial regulation;Counterparty Credit Risk;banking sector;Conditional Expectation;financial risk management;Shadow Banking;Basel committee;Gdp Growth;Funding Liquidity Risk;Stress Scenario;Conditional Quantile;BNP Paribas;Solvency Ii;Real Gdp Growth;Severity Distribution;Funding Liquidity;Panjer Recursion;Risk Weighted Assets;Asset Liquidity;Conditional Quantile Function;GMM Estimator;Quantile Regression
1. Introduction. Part I Risk Management in the Financial Sector. 2. Market Risk. 3. Credit Risk. 4. Counterparty Credit Risk and Collateral Risk. 5. Operational Risk. 6. Liquidity Risk. 7. Asset Liability Management Risk. 8. Systemic Risk and Shadow Banking System. Part II Mathematical and Statistical Tools. 9. Model Risk of Exotic Derivatives. 10. Statistical Inference and Model Estimation. 11. Copulas and Dependence Modeling. 12. Extreme Value Theory. 13. Monte Carlo Simulation Methods. 14. Stress Testing and Scenario Analysis. 15. Credit Scoring Models.
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.
Basel Iii;banking;OTC Derivative;regulatory finance;Cumulative Distribution Function;insurance regulation;Basel Iii Accord;operational risk;Loss Severity Distribution;asset management;Shadow Banking System;liability management;Basel Ii Framework;financial regulation;Counterparty Credit Risk;banking sector;Conditional Expectation;financial risk management;Shadow Banking;Basel committee;Gdp Growth;Funding Liquidity Risk;Stress Scenario;Conditional Quantile;BNP Paribas;Solvency Ii;Real Gdp Growth;Severity Distribution;Funding Liquidity;Panjer Recursion;Risk Weighted Assets;Asset Liquidity;Conditional Quantile Function;GMM Estimator;Quantile Regression
