Financial risk management : applications in market, credit, asset and liability management and firmwide risk / Jimmy Skoglund, Wei Chen.

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Financial Risk Management presents an in-depth look at banking risk on a global scale, including comprehensive examination of the U.S. Comprehensive Capital Analysis and Review, and the European Banking Authority stress tests. Written by the leaders of global banking risk products and management at...

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Bibliographic Details
Uniform Title:Wiley finance series.
Main Authors: Skoglund, Jimmy, 1971- (Author)
Chen, Wei, 1968 November 10- (Author)
Language:English
Published: Hoboken, New Jersey : Wiley, [2015]
Series:Wiley finance series.
Subjects:
Financial institutions > Risk management.
Banks and banking > Risk management.
Financial risk management.
Online Access:
Connect to online resource - Law Library authorized users (Bloomberg Law)
Connect to online resource - Law Library authorized users
Physical Description:1 online resource.
Format: Electronic eBook
Contents:
  • Part One: Market Risk. Introduction
  • Market Risk with the Normal Distribution
  • Advanced Market Risk Analysis
  • Part Two: Credit Risk. Portfolio Credit Risk
  • Counterparty Credit Risk
  • Part Three: Asset and Liability Management. Liquidity Risk Management with Cash Flow Models
  • Funds Transfer Pricing and Profitability of Cash Flows
  • Part Four: Firmwide Risk
  • Firmwide Risk Aggregation
  • Firmwide Scenario Analysis and Stress Testing.