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1 Enhancing the bottom line by appreciating risks 2 Trading books banking books volatility and liquidity
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1996 Market Risk activity Address algorithm amount analysis assets bank's banking books behaviour billion bonds cash cashflow cent central banks changes Chapter characterised companies computed concept contracts counterparty credit derivatives credit risk currency exchange D. N. Chorafas default deposits derivatives trades Director distribution economic effects equity estimates evaluation example exchange rates Exhibit exposure factors financial analysts financial institutions financial instruments financial markets foreign exchange markets future global high-frequency financial data implied volatility industry interest rate risk interest rate swaps internal intraday investors leveraged liabilities loans losses market liquidity market risk Market Risk Amendment maturity measures microseasonal models money-centre banks operations options pattern portfolio position premium profits regulators regulatory requirements reserves risk management rocket scientists sample securities securitisation significant speculators stock market total return swap trading books transactions treasury Value at Risk Vice President