"The most up-to-date, comprehensive guide on liquidity risk management--from the professionals Written by a team of industry leaders from the Price Waterhouse Coopers Financial Services Regulatory Practice, Liquidity Risk Management is the first book of its kind to pull back the…
"The most up-to-date, comprehensive guide on liquidity risk management--from the professionals Written by a team of industry leaders from the Price Waterhouse Coopers Financial Services Regulatory Practice, Liquidity Risk Management is the first book of its kind to pull back the…
For regulators and practitioners, this book examines the regulatory and economic needs of banks and insurance companies, focusing on practical advice and solutions to everyday problems. In line with the new Basel proposals, banks have to stress-test their assessment of capital a…
Stress-testing for Financial Institutions is a comprehensive guide to this "unsolved issue" in financial risk management. With no other book currently on the market that focuses solely on stress-testing for financial institutions, this couldn't come at a better time. It includes…
Stress-testing for Financial Institutions is a comprehensive guide to this "unsolved issue" in financial risk management. With no other book currently on the market that focuses solely on stress-testing for financial institutions, this couldn't come at a better time. It includes…
For regulators and practitioners, this book examines the regulatory and economic needs of banks and insurance companies, focusing on practical advice and solutions to everyday problems. In line with the new Basel proposals, banks have to stress-test their assessment of capital a…
As a security professional, have you found that you and others in your company do not always define ""security"" the same way? Perhaps security interests and business interests have become misaligned. Brian Allen and Rachelle Loyear offer a new approach: Enterprise Security Risk…
Showing you how ESRM applies fundamental risk principles to manage all security risks, this step-by-step book includes realistic case studies, questions to help you assess your own security program, thought-provoking discussion questions, and useful figures and tables. --
Background of credit risk and Java visualization for expected exposure -- Theoretical phase of a real-world case study -- Real-world case of the practical phase for generating exposure regulatory measures in a specific bank with an internal model method -- Theoretical approach o…
"Introduction to Credit Risk focuses on analysis of credit risk, derivatives, equity investments, portfolio management, quantitative methods, and risk management. In terms of application, this book can be used as an important tool to explain how to generate data rows of expected…
"Introduction to Credit Risk focuses on analysis of credit risk, derivatives, equity investments, portfolio management, quantitative methods, and risk management. In terms of application, this book can be used as an important tool to explain how to generate data rows of expected…
Introduction to Credit Risk focuses on analysis of credit risk, derivatives, equity investments, portfolio management, quantitative methods, and risk management. In terms of application, this book can be used as an important tool to explain how to generate data rows of expected …
This volume comprises a selection of papers in connection with a high-level seminar on Law and Financial Stability organized by the IMF's Legal Department and held in Washington, DC, in 2016. It examines, from a legal perspective, the progress made in implementing the financial …
"Perturbation methods are currently seeing a surge of popularity, with Pat Hagan and collaborators generalising and extending their SABR approach to European option pricing (See for example Wilmott magazine, Managing Vol Surfaces, P. Hagan et al, 23 January 2018) and their metho…
