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.

Wedi'i Gadw mewn:
Manylion Llyfryddiaeth
Prif Awdur: Bessis, Joel
Fformat: Llyfr
Iaith:Undetermined
Cyhoeddwyd: New York Wiley c2002
Pynciau:
Tagiau: Ychwanegu Tag
Dim Tagiau, Byddwch y cyntaf i dagio'r cofnod hwn!
Thư viện lưu trữ: Trung tâm Học liệu Trường Đại học Cần Thơ
Disgrifiad
Crynodeb: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.