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The essentials of risk management /

Crouhy, Michel, (1944-)

The essentials of risk management /

Record Type:	Language materials, printed : Monograph/item
Title/Author:	The essentials of risk management // Michel Crouhy, Dan Galai, Robert Mark.
Author:	Crouhy, Michel,
other author:	Galai, Dan.
Published:	New York :McGraw-Hill, : c2006.,
Description:	xi, 414 p. :ill. ; : 24 cm.;
Notes:	Includes index.
Subject:	Risk management. -
Online resource:	http://www.loc.gov/catdir/toc/ecip0513/2005015628.html
ISBN:	0071429662 (bound) :

The essentials of risk management /
Crouhy, Michel,1944-

The essentials of risk management /Michel Crouhy, Dan Galai, Robert Mark. - New York :McGraw-Hill,c2006. - xi, 414 p. :ill. ;24 cm.

Includes index.

Risk management: a helicopter view -- Corporate risk management, a primer -- Banks and their regulators, the research job for risk management -- Corporate governance and risk management -- A user-friendly guide to the theory of risk and return -- Interest-rate risk and hedging with derivative instruments -- From value at risk to stress testing -- Asset-liability management -- Credit scoring and retail credit risk management -- Commercial credit risk and the rating of individual credits -- New approaches to measuring credit risk -- New ways to transfer credit risk and their implications -- Operational risk -- Model risk -- Risk capital attribution and risk-adjusted performance measurement -- Epilogue.

ISBN: 0071429662 (bound) :NT$1334

LCCN: 2005015628Subjects--Topical Terms:

483539
Risk management.

LC Class. No.: HD61 / .C773 2006

Dewey Class. No.: 658.15/5

The essentials of risk management /
LDR:01521cam a22002414a 4500 001 386993
005 20130114150316
008 050602s2006 nyua 001 0 eng
010 $a 2005015628
020 $a 0071429662 (bound) : $c NT$1334
035 $a (OCoLC)ocm60557460
035 $a 1726
040 $a DLC $c DLC $d YDX $d BAKER $d IXA $d DLC
042 $a pcc
050 0 0 $a HD61 $b .C773 2006
082 0 0 $a 658.15/5
100 1 $a Crouhy, Michel, $d 1944- $3 487272
245 1 4 $a The essentials of risk management / $c Michel Crouhy, Dan Galai, Robert Mark.
260 $a New York : $b McGraw-Hill, $c c2006.
300 $a xi, 414 p. : $b ill. ; $c 24 cm.
500 $a Includes index.
505 0 $a Risk management: a helicopter view -- Corporate risk management, a primer -- Banks and their regulators, the research job for risk management -- Corporate governance and risk management -- A user-friendly guide to the theory of risk and return -- Interest-rate risk and hedging with derivative instruments -- From value at risk to stress testing -- Asset-liability management -- Credit scoring and retail credit risk management -- Commercial credit risk and the rating of individual credits -- New approaches to measuring credit risk -- New ways to transfer credit risk and their implications -- Operational risk -- Model risk -- Risk capital attribution and risk-adjusted performance measurement -- Epilogue.
650 0 $a Risk management. $3 483539
700 1 $a Galai, Dan. $3 487273
700 1 $a Mark, Robert. $3 487274
856 4 1 $u http://www.loc.gov/catdir/toc/ecip0513/2005015628.html
856 4 2 $u http://www.loc.gov/catdir/enhancements/fy0634/2005015628-b.html
856 4 2 $u http://www.loc.gov/catdir/enhancements/fy0634/2005015628-d.html