Risk Management
Home > Business and Economics > Finance and accounting > Finance and the finance industry > Risk Management: The Swaps & Financial Derivatives Library(Wiley Finance)
Risk Management: The Swaps & Financial Derivatives Library(Wiley Finance)

Risk Management: The Swaps & Financial Derivatives Library(Wiley Finance)


     0     
5
4
3
2
1



Out of Stock


Notify me when this book is in stock
X
About the Book

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).

Table of Contents:
Introduction. RISK MANAGEMENT PRINCIPLES. 1. Framework For Risk Management. MARKET RISK. 2. Market Risk Measurement-Value at Risk Models. 3. Stress Testing. 4. Portfolio Valuation/Mark-To-Market. CREDIT RISK. 5. Derivative Credit Risk: Measurement. 6. Derivative Credit Exposure: Management & Credit Enhancement. 7. Derivative Product Companies. OTHER RISKS. 8. Liquidity Risk. 9. Model Risk. 10. Operational Risk. ORGANISATION OF RISK MANAGEMENT. 11. Risk Management Function. 12. Risk Adjusted Performance Management. OPERATIONAL ASPECTS. 13. Operational, Systems & Technology Issues. 14. Legal Issues and Documentation. 15. Accounting Issues. 16. Taxation Aspects of Swaps and Financial Derivatives. REGULATORY ASPECTS OF DERIVATIVES. 17. Credit Risk: Regulatory Framework. Appendix: Basle II. 18. Market Risk: Regulatory Framework. Appendix: Basle 1996. Index.

About the Author :
Satyajit Das is an international specialist in the area of financial derivatives, risk management and capital markets. Since 1994, he has been a consultant to financial institutions and corporations on derivatives and financial products and risk management issues. He presents seminars on financial derivatives/ risk management and capital markets in Europe, North America, Asia and Australia. Between 1988 and 1994, Das was the Treasurer of the TNT Group, an Australian based international transport and logistics company with responsibility for the Global Treasury function, including liquidity management, corporate finance, funding/ capital markets and financial risk management. Between 1977 and 1987, he worked in banking with the Commonwealth Bank of Australia, Citicorp Investment Bank and Merrill Lynch Capital Markets specializing in capital markets and risk management / derivative products. Das holds Bachelors' degrees in Commerce (Accounting, Finance and Systems) and Law from the University of New South Wales and a Masters Degree in Business Administration from the Australian Graduate School of Management.


Best Sellers


Product Details
  • ISBN-13: 9780470821657
  • Publisher: John Wiley and Sons Ltd
  • Publisher Imprint: John Wiley & Sons Ltd
  • Height: 234 mm
  • No of Pages: 1348
  • Spine Width: 58 mm
  • Weight: 1728 gr
  • ISBN-10: 0470821655
  • Publisher Date: 23 Sep 2005
  • Binding: Hardback
  • Language: English
  • Series Title: Wiley Finance
  • Sub Title: The Swaps & Financial Derivatives Library
  • Width: 161 mm


Similar Products

Add Photo
Add Photo

Customer Reviews

REVIEWS      0     
Click Here To Be The First to Review this Product
Risk Management: The Swaps & Financial Derivatives Library(Wiley Finance)
John Wiley and Sons Ltd -
Risk Management: The Swaps & Financial Derivatives Library(Wiley Finance)
Writing guidlines
We want to publish your review, so please:
  • keep your review on the product. Review's that defame author's character will be rejected.
  • Keep your review focused on the product.
  • Avoid writing about customer service. contact us instead if you have issue requiring immediate attention.
  • Refrain from mentioning competitors or the specific price you paid for the product.
  • Do not include any personally identifiable information, such as full names.

Risk Management: The Swaps & Financial Derivatives Library(Wiley Finance)

Required fields are marked with *

Review Title*
Review
    Add Photo Add up to 6 photos
    Would you recommend this product to a friend?
    Tag this Book Read more
    Does your review contain spoilers?
    What type of reader best describes you?
    I agree to the terms & conditions
    You may receive emails regarding this submission. Any emails will include the ability to opt-out of future communications.

    CUSTOMER RATINGS AND REVIEWS AND QUESTIONS AND ANSWERS TERMS OF USE

    These Terms of Use govern your conduct associated with the Customer Ratings and Reviews and/or Questions and Answers service offered by Bookswagon (the "CRR Service").


    By submitting any content to Bookswagon, you guarantee that:
    • You are the sole author and owner of the intellectual property rights in the content;
    • All "moral rights" that you may have in such content have been voluntarily waived by you;
    • All content that you post is accurate;
    • You are at least 13 years old;
    • Use of the content you supply does not violate these Terms of Use and will not cause injury to any person or entity.
    You further agree that you may not submit any content:
    • That is known by you to be false, inaccurate or misleading;
    • That infringes any third party's copyright, patent, trademark, trade secret or other proprietary rights or rights of publicity or privacy;
    • That violates any law, statute, ordinance or regulation (including, but not limited to, those governing, consumer protection, unfair competition, anti-discrimination or false advertising);
    • That is, or may reasonably be considered to be, defamatory, libelous, hateful, racially or religiously biased or offensive, unlawfully threatening or unlawfully harassing to any individual, partnership or corporation;
    • For which you were compensated or granted any consideration by any unapproved third party;
    • That includes any information that references other websites, addresses, email addresses, contact information or phone numbers;
    • That contains any computer viruses, worms or other potentially damaging computer programs or files.
    You agree to indemnify and hold Bookswagon (and its officers, directors, agents, subsidiaries, joint ventures, employees and third-party service providers, including but not limited to Bazaarvoice, Inc.), harmless from all claims, demands, and damages (actual and consequential) of every kind and nature, known and unknown including reasonable attorneys' fees, arising out of a breach of your representations and warranties set forth above, or your violation of any law or the rights of a third party.


    For any content that you submit, you grant Bookswagon a perpetual, irrevocable, royalty-free, transferable right and license to use, copy, modify, delete in its entirety, adapt, publish, translate, create derivative works from and/or sell, transfer, and/or distribute such content and/or incorporate such content into any form, medium or technology throughout the world without compensation to you. Additionally,  Bookswagon may transfer or share any personal information that you submit with its third-party service providers, including but not limited to Bazaarvoice, Inc. in accordance with  Privacy Policy


    All content that you submit may be used at Bookswagon's sole discretion. Bookswagon reserves the right to change, condense, withhold publication, remove or delete any content on Bookswagon's website that Bookswagon deems, in its sole discretion, to violate the content guidelines or any other provision of these Terms of Use.  Bookswagon does not guarantee that you will have any recourse through Bookswagon to edit or delete any content you have submitted. Ratings and written comments are generally posted within two to four business days. However, Bookswagon reserves the right to remove or to refuse to post any submission to the extent authorized by law. You acknowledge that you, not Bookswagon, are responsible for the contents of your submission. None of the content that you submit shall be subject to any obligation of confidence on the part of Bookswagon, its agents, subsidiaries, affiliates, partners or third party service providers (including but not limited to Bazaarvoice, Inc.)and their respective directors, officers and employees.

    Accept

    Fresh on the Shelf


    Inspired by your browsing history


    Your review has been submitted!

    You've already reviewed this product!