Visit our Christmas Gift Finder
Advanced Financial Risk Management: Enterprise-wide Risk Management in Theory and Practice (Paperback)
  • Advanced Financial Risk Management: Enterprise-wide Risk Management in Theory and Practice (Paperback)
zoom

Advanced Financial Risk Management: Enterprise-wide Risk Management in Theory and Practice (Paperback)

£78.50
Paperback 830 Pages / Published: 20/05/2020
  • Coming soon

Awaiting publication

  • This item has been added to your basket
Advanced Financial Risk Management bridges the gap between the idealized assumptions used for risk valuation and the realities that must be reflected in management actions. The book explains, in detailed yet easy-to-understand terms, the analytics of these issues from A to Z, and lays out a comprehensive strategy for risk management measurement, objectives, and hedging techniques that apply to all types of institutions. Written by experienced risk managers, the authors cover integrated interest rate risk, market risk, credit risk, value at risk, and the most accurate implementation of regulatory risk management standards and accounting standards like the International Financial Reporting Standard 9. Revised and updated with lessons from the 2007-2010 financial crisis and a database of securities prices and default probabilities spanning the last decade, Advanced Financial Risk Management outlines a framework for fully integrated risk management. The book shows how a practical implementation of multi-factor interest rate models should be integrated with macro factor models and probability models for default, prepayment, mortality and other random events.

Publisher: De Gruyter
ISBN: 9781547416158
Number of pages: 830
Dimensions: 240 x 170 mm
Edition: 3rd ed.

You may also be interested in...

Financial Accounting
Added to basket
Warren Buffett Accounting Book
Added to basket
Accounting for Value
Added to basket
Financial Accounting and Reporting
Added to basket
Financial Accounting
Added to basket
Financial Accounting For Dummies - UK
Added to basket
Financial Literacy for Managers
Added to basket
Business Accounting Basics
Added to basket

Please sign in to write a review

Your review has been submitted successfully.