Risk Management and financial institutions John C. Hull
Material type:
TextLanguage: English Publication details: New Delhi Wiley c2015Edition: 4th edDescription: xxv; 714 P.BISBN: 9788126560615Subject(s): P.hd Financial Institutions Risk ManagementDDC classification: 332.10681 HUL(RIS)Ed4
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Reference Phd Commerce
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SXU PhD Library Reference Section | Reference | R 332.10681 HUL(RIS)Ed4 (Browse shelf (Opens below)) | S.X.U.K | 031 | Not For Loan | 031 | ||
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| 330 DEW(MOD).Ed23.C1 Modern Economic Theory | 330.015195 GUJ(BAS).Ed6 Basic Econometrics | 330.015195 GUJ(BAS).Ed6.C1 Basic Econometrics | 332.10681 HUL(RIS)Ed4 Risk Management and financial institutions | 332.15 SRI(INT) International Finance | 332.15 SRI(INT)C1 International Finance | 332.15 SRI(INT)C2 International Finance |
Chapter 1: Introduction
Part One: Financial Institutions and Their Trading
Chapter 2: Banks
Chapter 3: Insurance Companies and Pension Plans
Chapter 4: Mutual Funds and Hedge Funds
Chapter 5: Trading in Financial Markets
Chapter 6: The Credit Crisis of 2007
Chapter 7: Valuation and Scenario Analysis: The Risk-Neutral and Real Worlds
Part Two: Market Risk
Chapter 8: How Traders Manage Their Risks
Chapter 9: Interest Rate Risk
Chapter 10: Volatility
Chapter 11: Correlations and Copulas
Chapter 12: Value at Risk and Expected Shortfall
Chapter 13: Historical Simulation and Extreme Value Theory
Chapter 14: Model-Building Approach
Part Three: Regulation
Chapter 15: Basel I, Basel II and Solvency II
Chapter 16: Basel II.5, Basel III and Other Post-Crisis Changes
Chapter 17: Fundamental Review of the Trading Book
Part Four: Credit Risk
Chapter 18: Managing Credit Risk: Margin, OTC Markets and CCPs
Chapter 19: Estimating Default Probabilities
Chapter 20: CVA and DVA
Chapter 21: Credit Value at Risk
Part Five: Other Topics
Chapter 22: Scenario Analysis and Stress Testing
Chapter 23: Operational Risk
Chapter 24: Liquidity Risk
Chapter 25: Model Risk
Chapter 26: Economic Capital and RAROC
Chapter 27: Enterprise Risk Management
Chapter 28: Risk Management Mistakes to Avoid
Part Six: Appendices
Appendices
Answers to Questions and Problems
Glossary
DerivaGem Software
Tables for N(x)
Index
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