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|a 658.15/5
|2 23
|
| 100 |
1 |
|
|a Skoglund, Jimmy,
|d 1971-
|e author.
|0 http://id.loc.gov/authorities/names/n2015034547
|
| 245 |
1 |
0 |
|a Financial risk management :
|b applications in market, credit, asset and liability management and firmwide risk /
|c Jimmy Skoglund, Wei Chen.
|
| 264 |
|
1 |
|a Hoboken, New Jersey :
|b Wiley,
|c [2015]
|
| 300 |
|
|
|a 1 online resource.
|
| 336 |
|
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|a text
|b txt
|2 rdacontent
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| 337 |
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|a computer
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| 338 |
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|a online resource
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| 490 |
1 |
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|a Wiley finance series
|
| 505 |
0 |
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|a 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.
|
| 504 |
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|a Includes bibliographical references and index.
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| 520 |
|
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|a 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 SAS, this book provides the most up-to-date information and expert insight into real risk management. The discussion begins with an overview of methods for computing and managing a variety of risk, then moves into a review of the economic foundation of modern risk management and the growing importance of model risk management. Market risk, portfolio credit risk, counterparty credit risk, liquidity risk, profitability analysis, stress testing, and others are dissected and examined, arming you with the strategies you need to construct a robust risk management system. The book takes readers through a journey from basic market risk analysis to major recent advances in all financial risk disciplines seen in the banking industry. The quantitative methodologies are developed with ample business case discussions and examples illustrating how they are used in practice. s devoted to firmwide risk and stress testing cross reference the different methodologies developed for the specific risk areas and explain how they work together at firmwide level. Since risk regulations have driven a lot of the recent practices, the book also relates to the current global regulations in the financial risk areas.--
|c Provided by Publisher.
|
| 588 |
0 |
|
|a Online resource (Wiley, Bloomberg Law, viewed March 12, 2018).
|
| 650 |
|
0 |
|a Financial institutions
|x Risk management.
|0 http://id.loc.gov/authorities/subjects/sh85048306
|
| 650 |
|
0 |
|a Banks and banking
|x Risk management.
|0 http://id.loc.gov/authorities/subjects/sh85011609
|
| 650 |
|
0 |
|a Financial risk management.
|0 http://id.loc.gov/authorities/subjects/sh2005007073
|
| 700 |
1 |
|
|a Chen, Wei,
|d 1968 November 10-
|e author.
|0 http://id.loc.gov/authorities/names/n2015034551
|
| 776 |
0 |
8 |
|i Print version:
|a Skoglund, Jimmy, 1971-
|t Financial risk management.
|d Hoboken, New Jersey : Wiley, [2015]
|z 9781119135517
|w (DLC) 2015020152
|w (OCoLC)910621906
|
| 830 |
|
0 |
|a Wiley finance series.
|0 http://id.loc.gov/authorities/names/n00091597
|
| 856 |
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|3 Bloomberg Law
|u https://www.bloomberglaw.com/browser/105.525384
|z Connect to online resource - Law Library authorized users
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|a Michigan State University-Library of Michigan
|b Michigan State University
|c MSU Schaefer Law Library
|d MSU Schaefer Law Library - Internet
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