The first-ever definitive guide to Asset/Liability Management (ALM) across the spectrum of financial institutions, this book is essential in developing consistent frameworks for risk management. Leveraging the experience of 38 senior industry practi... [more]
This book examines best (and worst) practice in the evaluation and management of credit risk. It analyses the statistical and modelling techniques which can be used to quantify and optimise credit risk management, discusses their uses, misuses, limit... [more]
This new book examines best (and worst) practice in the evaluation and management of credit risk. Looking at the globalisation and securitisation of credit risk it examines how credit risk is connected to market risk through trigger events. It analys... [more]
Recent collapses of financial institutions show how operational risk should take an equal place alongside credit and market risk in the risk management strategy of all financial institutions. Managing Operational Risk is an invaluable guide to operat... [more]
This book presents a new approach to setting limits within a system of internal controls and management policies. Examining the challenges of developing and selling new financial instruments, it explains how an effective limits system will help you t... [more]
Bank and Country Risk Analysis raises risk assessment training to a new level. Providing an authoritative self study training course, Bank and Country Risk Analysis takes you through the analytical process and evaluates the various models to do this.... [more]
Treasury Risk Management has the basic concepts and products of risk management, It explains option pricing theory, the mechanics of the options market and trading strategies, including exchange-traded and over-the-counter currency options.