Financial risk management: models, history, and institution models, history, and institution by Allan M. Malz

Cover of: Financial risk management: models, history, and institution | Allan M. Malz

Published by Wiley in Hoboken, N.J .

Written in English

Read online

Subjects:

  • BUSINESS & ECONOMICS / Finance,
  • Financial risk management

Edition Notes

Includes bibliographical references and index.

Book details

StatementAllan M. Malz
SeriesWiley finance series
Classifications
LC ClassificationsHD61 .M256 2011
The Physical Object
Paginationp. cm.
ID Numbers
Open LibraryOL25074657M
ISBN 109780470481806
LC Control Number2010043485

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The book includes standard risk measurement models as well as alternative models that address options, structured credit risks, and the real-world complexities of risk modeling, and provides the institutional and historical background on financial innovation /5(4).

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The book includes standard risk measurement models as well as alternative models that address options, structured credit risks, and the real-world complexities or risk modeling, and provides the institutional and historical background on financial innovation, liquidity, leverage, and financial crises that is crucial to practitioners and students of finance for understanding the world today.

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The book includes standard risk measurement models as well as alternative models that address options, structured credit risks, and the real-world complexities or risk modeling, and provides the institutional and historical background on financial innovation.

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The sensitivity of the financial institution's earnings or the economic value of its capital to adverse changes in interest rates, foreign exchanges rates, commodity prices, or equity prices. The ability of management to identify, measure, monitor, and control exposure to market risk given the institution's size, complexity, and risk profile.

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Advanced Financial Risk Management – Habitat For Books. The practice assists financial institutions by driving efficiency, effectiveness, and balanced risk coverage across the organization’s governance, risk, and compliance activities.

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