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Part 1 of ebook "The risk modeling evaluation handbook: Rethinking financial risk management methodologies in the global capital markets" provides readers with contents including: introduction to model risk; model risk related to equity and fixed income investments; model risk related to credit and credit derivatives investments;...
275 p fbu 25/12/2023 53 0
Từ khóa: The risk modeling evaluation handbook, Rethinking financial risk management, The global capital markets, Fixed income investments, Credit derivatives investments, Composite political risk indicator model
Continued part 1, part 2 of ebook "The risk modeling evaluation handbook: Rethinking financial risk management methodologies in the global capital markets" provides readers with contents including: model risk related to valuation models; limitations to measure risk; modeling model risk for risk models; economic capital and asset allocation;...
253 p fbu 25/12/2023 27 0
Từ khóa: The risk modeling evaluation handbook, Rethinking financial risk management, The global capital markets, Equity derivatives pricing models, The market standard model, Robust model control framework, Operational risk management
Ebook Risk management in finance: Six sigma and other next-generation techniques - Part 1
Part 1 of ebook "Risk management in finance: Six sigma and other next-generation techniques" provides readers with contents including: data governance in financial risk management; information risk and data quality management; total quality management using lean six sigma; reducing risk to financial operations through information technology and infrastructure risk management; an operational risk management framework for all organizations;...
183 p fbu 24/10/2023 26 0
Từ khóa: Risk management in finance, Six sigma techniques, Financial risk management, Data governance maturity model, Data quality management, Managing information risk, Lean six sigma, Infrastructure risk management
Ebook An introduction to market risk measurement: Part 2
Part 2 book "An introduction to market risk measurement" includes content: Incremental and component risks, estimating liquidity risks, backtesting market risk models, stress testing, model risk.
168 p fbu 25/09/2023 22 0
Từ khóa: Market risk measurement, Component risks, Estimating liquidity risks, Backtesting market risk models, Stress testing, Model risk
Ebook Bank management and control: Strategy, capital and risk management - Johannes Wernz
presents the following content: Chapter 1: Outline, Chapter 2: Bank management and steering, Chapter 3: Banks in their regulatory and economic environment, Chapter 4: Risk modeling and capital: Credit risk (loans), Chapter 5: Risk modeling and capital: Counterparty Credit Risk (EPE), Chapter 6: Risk modeling and capital: Credit risk (securitizations), Chapter 7: Risk modeling and capital: Market risk, Chapter 8: Risk modeling and capital:...
131 p fbu 21/07/2023 37 0
Từ khóa: Ebook Bank management and control, Risk management, Risk modeling, Credit risk, Market risk, Asset liability management
Ebook Asset and liability management for banks and insurance companies
Ebook Asset and liability management for banks and insurance companies includes contents: Chapter 1: Definition of ALM in the Banking and Insurance Areas; Chapter 2: Risks Studied in ALM; Chapter 3: Durations (Revisited) and Scenarios for ALM; Chapter 4: Building and Use of an ALM Internal Model in Insurance Companies; Chapter 5: Building and Use of ALM Internal Models in Banks.
171 p fbu 28/06/2023 11 0
Từ khóa: Liability management, Asset management, Asset and liability management for banks, Insurance companies, Risks studied in ALM, ALM Internal Models, ALM Internal Model in Insurance Companies
Ebook Credit Derivatives: Instruments, Applications, and Pricing - Part 2
The next group of chapters provides the mechanics for the modeling and pricing of credit risk. These chapters are more quantitative in nature as is necessary to provide a thorough review of current credit pricing models. However, our goal is not to dazzle the reader with out knowledge of rigorous mathematics, but rather, to provide a comprehensive framework in which credit derivative contracts can be efficiently priced.
163 p fbu 27/08/2022 44 0
Từ khóa: Credit Derivatives, Credit-Linked Notes, Synthetic Collateralized Debt Obligation Structures, Credit Risk Modeling, Credit Default Swaps, Credit-Related Spread Products
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