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Основной контент книги Understanding Market, Credit, and Operational Risk
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Volume 312 pages

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Understanding Market, Credit, and Operational Risk

The Value at Risk Approach
Read only on Litres

This book cannot be downloaded as a file but can be read in our app or online on the website.

$86.40

About the book

A step-by-step, real world guide to the use of Value at Risk (VaR) models, this text applies the VaR approach to the measurement of market risk, credit risk and operational risk. The book describes and critiques proprietary models, illustrating them with practical examples drawn from actual case studies. Explaining the logic behind the economics and statistics, this technically sophisticated yet intuitive text should be an essential resource for all readers operating in a world of risk. Applies the Value at Risk approach to market, credit, and operational risk measurement. Illustrates models with real-world case studies. Features coverage of BIS bank capital requirements.

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Understanding Market, Credit, and Operational Risk book by Anthony Saunders, Linda Allen et al. – read online on the website. Leave comments and reviews, vote for your favorites.
Age restriction:
0+
Release date on Litres:
21 August 2019
Volume:
312 p.
ISBN:
9781405142267
Total size:
3.2 МБ
Total number of pages:
312
Copyright Holder::
John Wiley & Sons Limited