Risk Management
Download or Read eBook Risk Management PDF written by Satyajit Das and published by John Wiley & Sons. This book was released on 2005-10-14 with total page 1348 pages. Available in PDF, EPUB and Kindle.
| Author | : Satyajit Das |
| Publisher | : John Wiley & Sons |
| Total Pages | : 1348 |
| Release | : 2005-10-14 |
| ISBN-10 | : 9780470821657 |
| ISBN-13 | : 0470821655 |
| Rating | : 4/5 (57 Downloads) |
Book Synopsis Risk Management by : Satyajit Das
Book excerpt: Risk Management consists of 8 Parts and 18 Chapters covering risk management, market risk methodologies (including VAR and stress testing), credit risk in derivative transactions, other derivatives trading risks (liquidity risk, model risk and operational risk), organizational aspects of risk management and operational aspects of derivative trading. The volume also covers documentation/legal aspects of derivative transactions (including ISDA documentary framework), accounting treatment (including FASB 133 and IAS 39 issues), taxation aspects and regulatory aspects of derivative trading affecting banks and securities dealers (including the Basel framework for capital to be held against credit and market risk).
