.

0 (hodnocen0 x )

EB

ONLINE

3rd ed.

Chichester, U.K. : John Wiley, 2010

1 online resource (xvii, 821 p.) : ill

ISBN 9780470689875 (electronic bk.)

ISBN 9780470019122 (hbk.)

ISBN 9780470019139 (pbk.)

Includes bibliographical references (p. [799]-801) and index

section 1. The financial crisis -- section 2. Business lines, risks, and risk management -- section 3. Financial products -- section 4. Valuation -- section 5. Risk modeling -- section 6. Regulations -- section 7. Asset liability management (ALM) -- section 8. Funds transfer pricing systems -- section 9. Dependencies and portfolio risk -- section 10. Market risk -- section 11. Credit risk : standalone -- section 12. Credit portfolio risk -- section 13. Capital allocation -- section 14. Risk-adjusted performance -- section 15. Credit portfolio management -- section 16. Conclusion and financial reforms.

Electronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries

001728785

full

(Au-PeEL)EBL698174

(CaONFJC)MIL337181

(CaPaEBR)ebr10518672

(MiAaPQ)EBC698174

(OCoLC)768731743