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.

Zapisane w:
Opis bibliograficzny
1. autor: Bessis, Joel
Format: Książka
Język:Undetermined
Wydane: New York Wiley c2002
Hasła przedmiotowe:
Etykiety: Dodaj etykietę
Nie ma etykietki, Dołącz pierwszą etykiete!
Thư viện lưu trữ: Trung tâm Học liệu Trường Đại học Cần Thơ
Opis
Streszczenie: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.