000			01885nam a22002897a 4500
003			OSt
005			20241009093527.0
006			a||||dr|||| 001 0
007			ta
008			240909t2023 |||a|||dri||| 001 0 eng d
020			_a978-1-264-25886-4
040			_cUM Bansalan College LIC
082			_2Third edition _aBCir. 658.15/5 _bC8849e
100			_aCrouhy, Michel, author _917224
245			_aThe essentials of risk management / _cby Michel Crouhy, Dan Galai and Robert Mark
250			_aThird edition
260			_aNew York : _bMcGraw Hill, _cc2023
300			_axxvii, pages : _billustrations ; _c22 centimeters
336			_ardacontent
362			_ac2023
504			_aIncludes bibliographical references and index.
505			_a1. 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.
650		0	_aRisk -- Management _913895
700			_aGalai, Dan _917563
700			_aMark, Robert _917564
942			_2ddc _cBC
999			_c10669 _d10669