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The Credit Risk of Complex Derivatives

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Since the publication of the second edition of The Credit Risk of Complex Derivatives in 1997, the world of derivatives has gone through a period of dramatic change - in the external operating environment, product and market characteristic and risk management techniques. In the light of these changes, the text has been substantially reorganized, updated and expanded. Several new chapters have been added including: * Derivative losses * Risk governance and risk management efforts * Regulatory initiatives and advances * Credit risk portfolio models Aimed at clients, intermediaries and regulators, this edition will be focused clearly on risk education, risk management and risk disclosure in order to make participation in derivatives more secure, transparent, efficient and beneficial.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9781349512997
  • Indbinding:
  • Paperback
  • Sideantal:
  • 556
  • Udgivet:
  • 1. januar 2004
  • Udgave:
  • 32004
  • Størrelse:
  • 148x210x0 mm.
  • Vægt:
  • 749 g.
  • BLACK NOVEMBER
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Leveringstid: 8-11 hverdage
Forventet levering: 7. december 2024

Beskrivelse af The Credit Risk of Complex Derivatives

Since the publication of the second edition of The Credit Risk of Complex Derivatives in 1997, the world of derivatives has gone through a period of dramatic change - in the external operating environment, product and market characteristic and risk management techniques. In the light of these changes, the text has been substantially reorganized, updated and expanded. Several new chapters have been added including: * Derivative losses * Risk governance and risk management efforts * Regulatory initiatives and advances * Credit risk portfolio models Aimed at clients, intermediaries and regulators, this edition will be focused clearly on risk education, risk management and risk disclosure in order to make participation in derivatives more secure, transparent, efficient and beneficial.

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