Financial Risk Management
Arora R. K.
Financial Risk Management - New Delhi Wiley India Pvt. Ltd. 2023 - xxiv, 379p.
Chapter 1 Introduction to Financial Risk Management
Chapter 2 Market Risk: Sensitivity Measures
Chapter 3 Volatility and Correlation
Chapter 4 Value at Risk and Expected Shortfall
Chapter 5 Management of Market Risk
Chapter 6 Estimating Default and Migration Probabilities
Chapter 7 Credit Value at Risk
Chapter 8 Credit Risk Management
Chapter 9 Operational Risk
Chapter 10 Liquidity Risk
Chapter 11 Model Risk
Chapter 12 Asset Liability Management
Chapter 13 Enterprise Risk Management
Chapter 14 Financial Innovation
Chapter 15 Role of Analytics in Risk Management
Financial Risk Management is designed to provide the readers with a stronger foundation in measurement and management of financial risks. This book takes the readers through the subject in a step-wise manner with the aim of providing necessary knowledge and skills for evaluating and dealing with financial risks. This book is primarily meant for graduate students of Management, and it would also prove helpful to the students intending to appear in the FRM examination conducted by Global Association of Risk Professionals (GARP) as well as practicing risk managers.
9789390395637
General management
658.155 / ARO/Fin
Financial Risk Management - New Delhi Wiley India Pvt. Ltd. 2023 - xxiv, 379p.
Chapter 1 Introduction to Financial Risk Management
Chapter 2 Market Risk: Sensitivity Measures
Chapter 3 Volatility and Correlation
Chapter 4 Value at Risk and Expected Shortfall
Chapter 5 Management of Market Risk
Chapter 6 Estimating Default and Migration Probabilities
Chapter 7 Credit Value at Risk
Chapter 8 Credit Risk Management
Chapter 9 Operational Risk
Chapter 10 Liquidity Risk
Chapter 11 Model Risk
Chapter 12 Asset Liability Management
Chapter 13 Enterprise Risk Management
Chapter 14 Financial Innovation
Chapter 15 Role of Analytics in Risk Management
Financial Risk Management is designed to provide the readers with a stronger foundation in measurement and management of financial risks. This book takes the readers through the subject in a step-wise manner with the aim of providing necessary knowledge and skills for evaluating and dealing with financial risks. This book is primarily meant for graduate students of Management, and it would also prove helpful to the students intending to appear in the FRM examination conducted by Global Association of Risk Professionals (GARP) as well as practicing risk managers.
9789390395637
General management
658.155 / ARO/Fin