You are here: - Structured Products Vol 2: Risk Management -

Structured Products Vol 2: Risk Management By: Satyajit Das Normal price: 75 Our price: 63.75 + postage Bargain: save £11.25 ! Product code: 22508 ISBN: 0470821655 1200 pages Format: Hb Published by: John Wiley & Sons, 2005, 3rd edition There are no reviews available for this book Description of Structured Products Vol 2: Risk Management Risk Management consists of 8 Parts and 18 Chapters covering risk management, market risk methodologies (including VAR and stress testing), credit risk in derivative transactions, other derivatives trading risks (liquidity risk, model risk and operational risk), organizational aspects of risk management and operational aspects of derivative trading. The volume also covers documentation/legal aspects of derivative transactions (including ISDA documentary framework), accounting treatment (including FASB 133 and IAS 39 issues), taxation aspects and regulatory aspects of derivative trading affecting banks and securities dealers (including the Basel framework for capital to be held against credit and market risk). Structured Products Vol 2: Risk Management - Chapter headings RISK MANAGEMENT PRINCIPLES 17. Framework For Risk Management MARKET RISK 18. Market Risk Measurement 19. Stress Testing 20. Portfolio Valuation/Mark-To-Market CREDIT RISK 21. Derivative Credit Risk: Measurement 22. Derivative Credit Exposure: Management & Credit Enhancement 23. Derivative Product Companies OTHER RISKS 24. Liquidity Risk 25. Model Risk 26. Operational Risk ORGANISATION OF RISK MANAGEMENT 27. Risk Management Function 28. Risk Adjusted Performance Management OPERATIONAL ASPECTS 29. Operational, Systems & Technology Issues 30. Legal Issues and Documentation 31. Accounting Issues 32. Taxation Aspects of Swaps and Financial Derivatives REGULATORY ASPECTS OF DERIVATIVES 33. Credit Risk: Regulatory Framework Appendix: Basel II 34. Market Risk: Regulatory Framework Appendix: Basle 1996 Authobiography of Satyajit Das Satyajit Das is an international specialist in the area of financial derivatives, risk management and capital markets. Since 1994, he has been a consultant to financial institutions and corporations on derivatives and financial products and risk management issues. He presents seminars on financial derivatives/risk management and capital markets in Europe, North America, Asia and Australia. Between 1988 and 1994, Das was the Treasurer of the TNT Group, an Australian based international transport and logistics company with responsibility for the Global Treasury function, including liquidity management, corporate finance, funding/ capital markets and financial risk management. Between 1977 and 1987, he worked in banking with the Commonwealth Bank of Australia, Citicorp Investment Bank and Merrill Lynch Capital Markets specializing in capital markets and risk management/derivative products. Das holds Bachelors' degrees in Commerce (Accounting, Finance and Systems) and Law from the University of New South Wales and a Masters Degree in Business Administration from the Australian Graduate School of Management.