The essentials of risk management / by Michel Crouhy, Dan Galai and Robert Mark

Includes bibliographical references and index.

1. Risk management: a helicopter view. -- 2. Corporate risk management for nonfinancial companies and start-ups. -- 3. Banks and their regulators: the post-crisis regulatory framework. -- 4. Corporate governance and risk management. -- 5. Fintech and its impact on financial intermediation and risk management. -- 6. Interest rate risk and hedging with derivative instruments. -- 7. Measuring market risk: value-at-risk, expected shortfall, and similar metrics. -- 8. Asset/liability management and liquidity risk. -- 9. Credit scoring and retail credit risk management. -- 10. Commercial credit risk and the rating of individual credits. -- 11. Quantitative approaches to credit portfolio risk and credit modeling. -- 12. The credit transfer markets, and their implications. -- 13. Counterparty credit risk: cva, dva, fva, cecl, and ifrs 9 . -- 14. Operational risk. -- 15. Model risk. -- 16. Stress testing and scenario analysis. -- 17. Risk capital attribution and risk-adjusted performance measurement.