HKSYU Course Resources
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LEADER 02688cam a22003733i 4500
001
991008190869707546
005
20231221145133.0
008
230701s2023 nyua b 001 0 eng d
010
a| 2023003764
020
a| 9781264258864
q| (hardback)
020
z| 9781264258871
q| (ebook)
040
a| MiAaPQ
b| eng
e| rda
d| HK-SYU
050
4
a| HD61
b| .C773 2024
082
0
0
a| 658.15/5
2| 23/eng/20230531
092
0
a| 658.155
b| CRO 2023
100
1
a| Crouhy, Michel,
d| 1944-
e| author
245
1
4
a| The essentials of risk management /
c| Michel Crouhy, Dan Galai, Robert Mark.
250
a| Third edition
264
1
a| New York :
b| McGraw-Hill Education,
c| 2023.
264
4
c| ©2023.
300
a| xxvii, 609 pages :
b| illustrations ;
c| 24 cm
336
a| text
b| txt
2| rdacontent
337
a| unmediated
b| n
2| rdamedia
338
a| volume
b| nc
2| rdacarrier
504
a| Includes bibliographical references and index.
505
0
a| Intro -- Cover -- Title Page -- Copyright Page -- Contents -- Acronyms -- Foreword -- Introduction to the Second Edition -- Introduction to the Third Edition -- 1 Risk Management: A Helicopter View -- Appendix to Chapter 1: Typology of Risk Exposures -- 2 Corporate Risk Management for Nonfinancial Companies and Start-Ups -- 3 Banks and Their Regulators: The Post-Crisis Regulatory Framework -- 4 Corporate Governance and Risk Management -- 5 Fintech and Its Impact on Financial Intermediation and Risk Management -- 6 Interest Rate Risk and Hedging with Derivative Instruments -- 7 Measuring Market Risk: Value-at-Risk, Expected Shortfall, and Similar Metrics -- 8 Asset/Liability Management and Liquidity Risk -- Appendix to Chapter 8: The LIBOR Transition -- 9 Credit Scoring and Retail Credit Risk Management -- 10 Commercial Credit Risk and the Rating of Individual Credits -- Appendix to Chapter 10: Definition of Key Financial Ratios -- 11 Quantitative Approaches to Credit Portfolio Risk and Credit Modeling -- 12 The Credit Transfer Markets, and Their Implications -- 13 Counterparty Credit Risk: CVA, DVA, FVA, CECL, and IFRS 9 -- 14 Operational Risk -- 15 Model Risk -- 16 Stress Testing and Scenario Analysis -- 17 Risk Capital Attribution and Risk-Adjusted Performance Measurement -- Afterword -- Index.
520
a| "The definitive guide to quantifying risk vs. return--fully updated to reveal the newest, most effective innovations in financial risk management"--
c| Provided by publisher.
650
0
a| Risk management.
650
0
a| Decision making.
700
1
a| Galai, Dan.,
e| author
700
1
a| Mark, Robert.,
e| author
910
a| nlw
b| wlc
c| wsl
998
a| book
b| 21-12-23
945
l| location
i| barcode
y| id
f| bookplate
a| callnoa
b| callnob
n| BUS217