Advanced Financial Risk Management : Tools and Techniques for Integrated Credit Risk and Interest Rate Risk Management

Advanced Financial Risk Management : Tools and Techniques for Integrated Credit Risk and Interest Rate Risk Management
Advanced Financial Risk Management : Tools and Techniques for Integrated Credit Risk and Interest Rate Risk Management

Sensible instruments and recommendation for managing monetary danger, up to date for a post-crisis world

Superior Monetary Danger Administration bridges the hole between the idealized assumptions used for danger valuation and the realities that should be mirrored in administration actions. It explains, in detailed but easy-to-understand phrases, the analytics of those points from A to Z, and lays out a complete technique for danger administration measurement, targets, and hedging strategies that apply to all kinds of establishments. Written by skilled danger managers, the e-book covers every thing from the fundamentals of current worth, ahead charges, and rate of interest compounding to the wide range of other time period construction fashions.

Revised and up to date with classes from the 2007-2010 monetary disaster, Superior Monetary Danger Administration outlines a framework for totally built-in danger administration. Credit score danger, market danger, asset and legal responsibility administration, and efficiency measurement have traditionally been regarded as separate disciplines, however latest developments in monetary concept and laptop science now permit these views of danger to be analyzed on a extra built-in foundation. The e-book presents a efficiency measurement strategy that goes far past conventional capital allocation strategies to measure risk-adjusted shareholder worth creation, and dietary supplements this strategic view of built-in danger with step-by-step instruments and strategies for setting up a danger administration system that achieves these targets.

  • Sensible instruments for managing danger within the monetary world
  • Up to date to incorporate the newest occasions which have influenced danger administration
  • Subjects lined embody the fundamentals of current worth, ahead charges, and rate of interest compounding; American vs. European mounted revenue choices; default likelihood fashions; prepayment fashions; mortality fashions; and alternate options to the Vasicek mannequin

Complete and in-depth, Superior Monetary Danger Administration is a necessary useful resource for anybody working within the monetary area.

Advanced Financial Risk Management: Tools and Techniques for Integrated Credit Risk and Interest Rate Risk Management 2nd Edition
by Van Deventer, Donald R. (Author), Kenji Imai (Author), Mark Mesler (Author)
Price : $148
Sales Page: https://www.amazon.com/Advanced-Financial-Risk-Management-Techniques/dp/1118278542