Risk management in banking

Including : Value at risk (RaR), Asset Liability management (ALM), credit risk, interest rate risk, funds transfer pricing, credit derivatives, market portfolio risk, capital management, loan portfolio models.

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Bibliographic Details
Main Author: Bessis, Joel
Format: Book
Language:Undetermined
Published: New York Wiley c2002
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Institutions: Trung tâm Học liệu Trường Đại học Cần Thơ