Risk Management and Financial Institutions
The dangers inherent in the financial system make understanding risk management essential for anyone working in, or planning to work in, the financial sector. A practical resource for financial professionals and students alike, Risk Management and Financial Institutions, Fourth Edition explains all aspects of financial risk as well as the way financial institutions are regulated, to help readers better understand financial markets and potential dangers.
Fully revised and updated, this new edition features coverage of new regulatory issues, liquidity risk, and stress testing. In addition, end-of-chapter practice problems and a website featuring supplemental materials designed to provide a more comprehensive learning experience make this the ultimate learning resource. Written by acclaimed risk management expert, John Hull, Risk Management and Financial Institutions is the only book you need to understand—and respond to—financial risk.
A timely update to the definitive resource on risk in the financial system, Risk Management and Financial Institutions + Website, Fourth Edition is an indispensable resource from internationally renowned expert John Hull.
What people are saying - Write a review
How Traders Manage Their Risks
Interest Rate Risk
Correlations and Copulas
Economic Capital and RAROC
Enterprise Risk Management
Risk Management Mistakes to Avoid
Value at Risk and Expected Shortfall
Historical Simulation and Extreme Value Theory
Basel I Basel II and Solvency II
Basel II 5 Basel III and Other PostCrisis Changes
Business Snapshots xxi
Fundamental Review of the Trading Book
Managing Credit Risk Margin OTC Markets and CCPs
Estimating Default Probabilities
CVA and DVA
Credit Value at Risk
Scenario Analysis and Stress Testing