Value at Risk, 3rd Ed., Part V - Extensions of Risk Management Systems

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McGraw Hill Professional, Oct 19, 2006 - Business & Economics - 87 pages
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This chapter comes from Value at Risk, the industry standard in risk management. Now in its Third Edition, this international bestseller addresses the fundamental changes in the field that have occurred across the globe in recent years. Philippe Jorion provides the most current information needed to understand and implement VAR-as well as manage newer dimensions of financial risk.

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18 Credit Risk Management
19 Operational Risk Management
20 Integrated Risk Management

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About the author (2006)

Philippe Jorion (Irvine, CA) is a professor of finance at the University of California at Irvine. Among his previous books is Financial Risk Management: Domestic and International Dimensions.

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