The definitive guide to quantifying risk vs. return--fully
updated to reveal the newest, most effective innovations in
financial risk management since the 2008 financial crisis
Written for risk professionals and non-risk professionals alike,
this easy-to-understand guide helps you meet the increasingly
insistent demand to make sophisticated assessments of companies'
risk exposure. It provides the latest methods for: Measuring and
transferring credit risk Increasing risk-management transparency
Implementing an organization-wide Enterprise risk Management (ERM)
approach
Michel Crouhy is head of research and development at NATIXIS and
the founder and president of the NATIXIS Foundation for
Quantitative Research.
Dan Galai is the Abe Gray Professor of Finance and Business
Administration at the School of Business Administration, the Hebrew
University in Jerusalem.
Robert Mark is the Founding Chief Executive Officer of Black
Diamond Risk which provides corporate governance, risk management
consulting, risk software tools, and transaction services.
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