LEADER 00000nam a22004693i 4500 
001    EBC4041088 
003    MiAaPQ 
005    20200713055426.0 
006    m     o  d |       
007    cr cnu|||||||| 
008    200713s2015    xx      o     ||||0 eng d 
020    9781119157243|q(electronic bk.) 
020    |z9781119135517 
035    (MiAaPQ)EBC4041088 
035    (Au-PeEL)EBL4041088 
035    (CaPaEBR)ebr11114061 
035    (CaONFJC)MIL828507 
035    (OCoLC)910664681 
040    MiAaPQ|beng|erda|epn|cMiAaPQ|dMiAaPQ 
050  4 HG173 -- .S575 2015eb 
082 0  658.15/5 
100 1  Skoglund, Jimmy 
245 10 Financial Risk Management :|bApplications in Market, 
       Credit, Asset and Liability Management and Firmwide Risk 
250    1st ed 
264  1 Hoboken :|bJohn Wiley & Sons, Incorporated,|c2015 
264  4 |c©2015 
300    1 online resource (712 pages) 
336    text|btxt|2rdacontent 
337    computer|bc|2rdamedia 
338    online resource|bcr|2rdacarrier 
490 1  Wiley Finance Ser 
505 0  Intro -- Series page -- Title Page -- Copyright -- Table 
       of Contents -- Preface -- About this book -- Whom is this 
       book for? -- Outline of the book -- Acknowledgments -- 
       Chapter 1: Introduction -- Banks and Risk Management -- 
       Evolution of Bank Capital Regulation -- Creating Value 
       from Risk Management -- Financial Risk Systems -- Model 
       Risk Management -- Part One: Market Risk -- Chapter 2: 
       Market Risk with the Normal Distribution -- Linear 
       Portfolios -- Quadratic Portfolios -- Simulation-Based 
       Valuation -- Chapter 3: Advanced Market Risk Analysis -- 
       Risk Measures, Risk Contributions, and Risk Information --
       Modeling the Stylized Facts of Financial Time Series -- 
       Time Scaling VaR and VaR with Trading -- Market Liquidity 
       Risk -- Scenario Analysis and Stress Testing -- Portfolio 
       Optimization -- Developments in the Market Risk Internal 
       Models Capital Regulation -- Part Two: Credit Risk -- 
       Chapter 4: Portfolio Credit Risk -- Issuer Credit Risk in 
       Wholesale Exposures and Trading Book -- Credit Models for 
       the Banking Book -- Firmwide Portfolio Credit Risk and 
       Credit Risk Dependence -- Credit Risk Stress Testing -- 
       Features of New Generation Portfolio Credit Risk Models --
       Hedging Credit Risk -- Regulatory Capital for Credit Risk 
       -- Appendix -- Chapter 5: Counterparty Credit Risk -- 
       Counterparty Pricing and Exposure -- CVA Risks -- 
       Portfolios of Derivatives -- Recent Counterparty Credit 
       Risk Developments -- Counterparty Credit Risk Regulation -
       - Part Three: Asset and Liability Management -- Chapter 6:
       Liquidity Risk Management with Cash Flow Models -- 
       Measurement of Liquidity Risk -- Liquidity Exposure -- 
       Hedging the Liquidity Exposure -- Structural Liquidity 
       Planning -- Components of the Liquidity Hedging Program --
       Cash Liquidity Risk and Liquidity Risk Measures -- 
       Regulation for Liquidity Risk 
505 8  Chapter 7: Funds Transfer Pricing and Profitability of 
       Cash Flows -- Basic Funds Transfer Pricing Concept -- Risk
       -Based Funds Transfer Pricing -- Funds Transfer Rate and 
       Risk Adjusted Returns -- Profitability Measures and 
       Decompositions -- Banking Book Fair Value with Funds 
       Transfer Rates -- A Note on the Scope of Funds Transfer 
       Pricing -- Regulation and Profitability Analysis -- Part 
       Four: Firmwide Risk -- Chapter 8: Firmwide Risk 
       Aggregation -- Correlated Aggregation and Firmwide Risk 
       Levels -- Mixed Copula Aggregation -- Capital Allocation 
       in Risk Aggregation -- Risk Aggregation and Regulation -- 
       Chapter 9: Firmwide Scenario Analysis and Stress Testing -
       - Firmwide Scenario Model Approaches -- Firmwide Risk 
       Capital Measures -- Regulatory Stress Scenario Approach --
       The Future of Firmwide Stress Testing -- References -- 
       Index -- End User License Agreement 
588    Description based on publisher supplied metadata and other
       sources 
590    Electronic reproduction. Ann Arbor, Michigan : ProQuest 
       Ebook Central, 2020. Available via World Wide Web. Access 
       may be limited to ProQuest Ebook Central affiliated 
       libraries 
650  0 Financial institutions -- Risk management.;Banks and 
       banking -- Risk management.;Financial risk management 
655  4 Electronic books 
700 1  Chen, Wei 
776 08 |iPrint version:|aSkoglund, Jimmy|tFinancial Risk 
       Management : Applications in Market, Credit, Asset and 
       Liability Management and Firmwide Risk|dHoboken : John 
       Wiley & Sons, Incorporated,c2015|z9781119135517 
830  0 Wiley Finance Ser 
856 40 |uhttps://ebookcentral.proquest.com/lib/sinciatw/
       detail.action?docID=4041088|zClick to View