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Understanding Market Credit and Operational Risk - The Value at Risk Approach (Hardcover, New) Loot Price: R1,430
Discovery Miles 14 300
Repayment Terms: R134 pm x 12*
You Save: R517 (27%)
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Understanding Market Credit and Operational Risk - The Value at Risk Approach (Hardcover, New): Allen

Understanding Market Credit and Operational Risk - The Value at Risk Approach (Hardcover, New)

Allen

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List price R1,947 Loot Price R1,430 Discovery Miles 14 300 | Repayment Terms: R134 pm x 12* You Save R517 (27%)

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A step-by-step, real-world guide to the use of Value at Risk (VaR) models, this text applies the VaR approach to the measurement of market risk, credit risk, and operational risk. The book describes and critiques proprietary models, illustrating them with practical examples drawn from actual case studies. Explaining the logic behind the economics and statistics, this technically sophisticated yet intuitive text should be an essential resource for all readers operating in a world of risk.

The text uses VaR techniques to analyze loans, derivatives, equity prices, foreign currencies and other financial instruments. Featuring comprehensive coverage of the BIS bank capital requirements, and including the latest proposals for the New Capital Accord, the book also describes the newest application of VaR techniques to operational risk measurement. The text examines the promise and the pitfalls of these risk measurement models, and makes recommendations for future research into this important area.

General

Imprint: Blackwell Publishers
Country of origin: United Kingdom
Release date: October 2003
First published: December 2003
Authors: Allen
Dimensions: 234 x 156 x 18mm (L x W x T)
Format: Hardcover
Pages: 312
Edition: New
ISBN-13: 978-0-631-22709-0
Categories: Books > Business & Economics > Finance & accounting > Finance > Credit & credit institutions
Books > Business & Economics > Finance & accounting > Finance > Investment & securities > General
Books > Business & Economics > Business & management > Management & management techniques > Management decision making > General
Books > Money & Finance > Credit & credit institutions
Books > Money & Finance > Investment & securities > General
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LSN: 0-631-22709-1
Barcode: 9780631227090

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