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Essentials of Risk Management By: Michael Crouhy, Dan Galai, Robert Mark Normal price: 22.99 Our price: 19.54 + postage Bargain: save £3.45 ! Product code: 20023 ISBN: 0071429662 416 pages Format: Pb Published by: McGraw-Hill Professional, 2006, 1st edition There are no reviews available for this book

Description of Essentials of Risk Management

Ignorance of financial risk management leaves many non-risk professionals wondering, "What did I miss?" The Essentials of Risk Management provides decision makers with the tools they need to understand, manage, and address high-risk situations with foresight instead of hindsight. Topics include: - Tools for consolidating and managing a firm's risk - Models for measuring volatility, correlations, and more

Essentials of Risk Management - Chapter headings

1: Risk Management'a Helicopter View 2: Corporate Risk Management'A Primer 3: Banks and Their Regulators'The Research Lab for Risk Management 4: Corporate Governance and Risk Management 5: A User Friendly Guide to the Theory of Risk and Return 6: Interest Rate Risk and Hedging with Derivative Instruments 7: From Value at Risk to Stress Testing 8: Asset 'Liability Management 9: Credit Scoring and Retail Credit Risk Management 10: Commercial Credit Risk and the Rating of Individual Credit 11: New Approaches to Measuring Credit Risk 12: New Ways to Transfer Credit Risk'And their Implications 13: Operational Risk 14: Model Risk 15: Risk Capital Attribution and Risk 'Adjusted Performance Measurement Epilogue: Trends in Risk Management

Authobiography of Michael Crouhy, Dan Galai, Robert Mark

Michel Crouhy, Ph.D., is the head of research and development and financial engineering at IXIS Corporate and Investment Bank (Groupe Caisse d'Epargne). He has the bankwide oversight on all quantitative research and the development of new products and applications supporting the trading and structuring businesses. He has published extensively in academic journals in the areas of banking, options, risk management and financial markets. Dan Galai, Ph.D., is the Abe Gray Professor of Banking and Finance at The Hebrew University. He is a co-CEO of Sigma PCM, an investment banking firm. Galai has consulted for the Chicago Board Options Exchange and the American Stock Exchange, and for many major banks and corporations. Robert M. Mark Ph.D., is the Chief Executive Officer of Black Diamond, which provides corporate governance, risk management consulting, and transaction services. He is the chairperson of The Professional Risk Managers' International Association's (PRMIA) Blue Ribbon Panel. He was awarded the Financial Risk Manager of the Year by the Global Association of Risk Professionals (GARP).