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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Bibliografski detalji
Glavni autor: Bessis, Joel
Format: Knjiga
Jezik:Undetermined
Izdano: New York Wiley c2002
Teme:
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Thư viện lưu trữ: Trung tâm Học liệu Trường Đại học Cần Thơ
Opis
Sažetak: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.