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 manage...

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Bibliographic Details
Main Author: Das, Satyajit (Author)
Format: Book
Language:English
Published: Singapore John Wiley & Son 2006
©2006
Edition:3rd edition, revision
Series:The swaps & financial derivatives library
Subjects:
Online Access:Click Here to View Status and Holdings.
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500 # # |a Rev. ed. of v. 2 of Swaps/financial derivatives.Singapore Wiley 2004 
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520 # # |a 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). 
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650 # 0 |a Risk 
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