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THE MARKET RISK AMENDMENT: UNDERSTANDING THE MARKING-TO-MODEL AND VALUE-AT-RISK

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The Market Risk Amendment explains policies and procedures for market risk management, gets you in step with well-established global standards, and: Comprehensively explains the meaning and implications of Value at Risk; Accurately defines and describes the marking-to-model procedure for bank risk; Provides a blueprint for the implementation of proprietary models for the banking industry. Clearly written, without the reliance on intricate mathematical formulas so prevalent in other books of its kind, The Market Risk Amendment is filled with charts, graphs, and actual cases that clarify its most important points. For bankers worldwide who want to integrate their balance sheet exposure, regularly report on risk management, and understand Value at Risk and Marking-to-Model, Dr. Dimitris Chorafas' The Market Risk Amendment is required reading.

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Availability

10018306

658.155 CHO m

RLC MM (Rak Buku Wajib)

Available

Detail Information

Series Title

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Statement of Responsibility

Dimitris N. Chorafas

Call Number

658.155 CHO m

Publisher

Harlow : McGraw-Hill., 1998

Collation

xiv, 332 p. : ill ; 24cm

Language

English

ISBN/ISSN

0-7863-1224-6

Classification

658.155

Content Type

-

Edition

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Subject(s)

Buku Wajib
Management
Finance
Risk Management

Specific Detail Info

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Other version/related

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