tailieunhanh - Ebook Financial risk management (2nd edition): Part 1

(BQ) Part 1 book "Financial risk management" has contents: Introduction, institutional background, operational risk, financial disasters, the systemic disaster of 2007–2008, managing financial risk, model risk, vaR and stress testing. | Contents Cover Series Title Page Copyright Dedication Foreword Preface Acknowledgments About the Author Chapter 1: Introduction LESSONS FROM A CRISIS FINANCIAL RISK AND ACTUARIAL RISK SIMULATION AND SUBJECTIVE JUDGMENT Chapter 2: Institutional Background MORAL HAZARD—INSIDERS AND OUTSIDERS PONZI SCHEMES ADVERSE SELECTION THE WINNER'S CURSE MARKET MAKING VERSUS POSITION TAKING Chapter 3: Operational Risk OPERATIONS RISK LEGAL RISK REPUTATIONAL RISK ACCOUNTING RISK FUNDING LIQUIDITY RISK ENTERPRISE RISK IDENTIFICATION OF RISKS OPERATIONAL RISK CAPITAL Chapter 4: Financial Disasters DISASTERS DUE TO MISLEADING REPORTING DISASTERS DUE TO LARGE MARKET MOVES DISASTERS DUE TO THE CONDUCT OF CUSTOMER BUSINESS Chapter 5: The Systemic Disaster of 2007–2008 OVERVIEW THE CRISIS IN CDOS OF SUBPRIME MORTGAGES THE SPREAD OF THE CRISIS LESSONS FROM THE CRISIS FOR RISK MANAGERS LESSONS FROM THE CRISIS FOR REGULATORS BROADER LESSONS FROM THE CRISIS Chapter 6: Managing Financial Risk RISK MEASUREMENT RISK CONTROL Chapter 7: VaR and Stress Testing VAR METHODOLOGY STRESS TESTING USES OF OVERALL MEASURES OF FIRM POSITION RISK Chapter 8: Model Risk HOW IMPORTANT IS MODEL RISK? MODEL RISK EVALUATION AND CONTROL LIQUID INSTRUMENTS ILLIQUID INSTRUMENTS TRADING MODELS Chapter 9: Managing Spot Risk OVERVIEW FOREIGN EXCHANGE SPOT RISK EQUITY SPOT RISK PHYSICAL COMMODITIES SPOT RISK Chapter 10: Managing Forward Risk INSTRUMENTS MATHEMATICAL MODELS OF FORWARD RISKS FACTORS IMPACTING BORROWING COSTS RISK MANAGEMENT REPORTING AND LIMITS FOR FORWARD RISK Chapter 11: Managing Vanilla Options Risk OVERVIEW OF OPTIONS RISK MANAGEMENT THE PATH DEPENDENCE OF DYNAMIC HEDGING A SIMULATION OF DYNAMIC HEDGING RISK REPORTING AND LIMITS DELTA HEDGING BUILDING A VOLATILITY SURFACE SUMMARY Chapter

• Ngân hàng - Tín dụng
• Financial risk management
• Institutional background
• Operational risk
• Financial disasters
• The systemic disaster
• Managing financial risk
• Model risk
• Financial risk manager
• Financial risk
• Financial manager
• Market risk management
• Credit risk management
• Integrated risk management
• Investment risk management
• Financial Risk Management FRM book 1
• Risk Management Lecture
• Foundations of Risk Management
• Risk defining risk
• Financial Markets and Products
• Valuation and Risk Models
• Financial Markets and Products book 3
• Valuation and Risk Models book 4
• Risk management
• Lecture Risk management
• Financial institutions
• Classification of risk
• Benefits of risk management
• Risk management process
• Financial operations of insurers
• Financial operations
• Statistics mathematics
• Financial mathematics
• Vector spaces
• Linear regression analysis
• Some basic math
• Basic statistics
• Quantitative Analysis book 2
• Enterprise risk management
• Insurance market dynamics
• Personal financial planning
• Personal financial
• Lecture Personal financial planning
• Financial planning
• Multinational financial management
• Financial management
• Lecture Multinational financial management
• Measuring country risk
• Foreign investment risk matrix
• Country risk analysis
• Managing interest rate risk
• Financial risks management
• Lecture Financial risks management
• Quản trị rủi ro
• Quản trị rủi ro tài chính
• Probability distribution
• Application in risk management
• Managing spot risk
• Managing forward risk
• Managing vanilla options risk
• Managing exotic options risk
• Credit risk