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Counterparty credit risk : the new challenge for global financial markets /
The first decade of the 21st Century has been disastrous for financial institutions, derivatives and risk management. Counterparty credit risk has become the key element of financial risk management, highlighted by the bankruptcy of the investment bank Lehman Brothers and failure of other high profi...
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Chichester, West Sussex :
Wiley,
©2010.
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| Colección: | Wiley finance series.
|
| Temas: | |
| Acceso en línea: | Texto completo Texto completo |
MARC
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| 100 | 1 | |a Gregory, Jon, |d 1971- | |
| 245 | 1 | 0 | |a Counterparty credit risk : |b the new challenge for global financial markets / |c Jon Gregory. |
| 260 | |a Chichester, West Sussex : |b Wiley, |c ©2010. | ||
| 300 | |a 1 online resource (xxiv, 424 pages) : |b illustrations | ||
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| 504 | |a Includes bibliographical references (pages 405-409) and index. | ||
| 588 | 0 | |a Print version record. | |
| 505 | 0 | |a Counterparty Credit Risk: The New Challenge for Global Financial Markets; Contents; Acknowledgements; List of Spreadsheets; List of Abbreviations; Introduction; 1 Setting the Scene; 1.1 Financial risk management; 1.1.1 Market risk; 1.1.2 Liquidity risk; 1.1.3 Operational risk; 1.1.4 Credit risk; 1.1.5 Value-at-risk; 1.1.6 Disadvantages of value-at-risk; 1.2 The failure of models; 1.2.1 Why models?; 1.2.2 Good model, bad model; 1.3 The derivatives market; 1.3.1 What is a derivative?; 1.3.2 Market structure; 1.4 Risks of derivatives; 1.4.1 Too big to fail; 1.4.2 Systemic risk. | |
| 520 | |a The first decade of the 21st Century has been disastrous for financial institutions, derivatives and risk management. Counterparty credit risk has become the key element of financial risk management, highlighted by the bankruptcy of the investment bank Lehman Brothers and failure of other high profile institutions such as Bear Sterns, AIG, Fannie Mae and Freddie Mac. The sudden realisation of extensive counterparty risks has severely compromised the health of global financial markets. Counterparty risk is now a key problem for all financial institutions. This book explains the emergence of cou. | ||
| 546 | |a English. | ||
| 590 | |a O'Reilly |b O'Reilly Online Learning: Academic/Public Library Edition | ||
| 590 | |a ProQuest Ebook Central |b Ebook Central Academic Complete | ||
| 650 | 0 | |a Derivative securities |x Mathematical models. | |
| 650 | 0 | |a Risk management. | |
| 650 | 6 | |a Instruments dérivés (Finances) |x Modèles mathématiques. | |
| 650 | 6 | |a Gestion du risque. | |
| 650 | 7 | |a risk management. |2 aat | |
| 650 | 7 | |a BUSINESS & ECONOMICS |x Investments & Securities |x General. |2 bisacsh | |
| 650 | 7 | |a Derivative securities |x Mathematical models |2 fast | |
| 650 | 7 | |a Risk management |2 fast | |
| 773 | 0 | |t EBL | |
| 776 | 0 | 8 | |i Print version: |a Gregory, Jon, Ph. D. |t Counterparty credit risk. |d Chichester, West Sussex : Wiley, ©2010 |z 9780470685761 |w (DLC) 2010285904 |w (OCoLC)435732041 |
| 830 | 0 | |a Wiley finance series. | |
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