The Fundamentals of Risk Measurement
Idioma: inglés
Editorial: McGraw Hill, 2002
- Tapa dura
- Usado
Librería: Equipment for Living, Aliquippa, PA, Estados Unidos de AmericaEquipment for Living
Vendedor de IberLibro desde 26 de octubre de 2025
Condición: Usado - Bueno
EUR 7,24
Cantidad disponible: 1 disponible
Añadir al carritoN° de ref. del artículo EBV.0071386270.VG
- Título
- The Fundamentals of Risk Measurement
- Autor
- Marrison, Christopher
- Editorial
- McGraw Hill
- Año de publicación
- 2002
- Estado
- very_good
- Encuadernación
- Encuadernación de tapa dura
- Idioma
- inglés
- ISBN 10
- 0071386270
- ISBN 13
- 9780071386272
A step-by-step guidebook for understanding―and implementing―integrated financial risk measurement and management
The Fundamentals of Risk Measurement introduces the state-of-the-art tools and practices necessary for planning, executing, and maintaining risk management in today’s volatile financial environment. This comprehensive book provides description and analysis of topics including:
- Economic capital
- Risk adjusted return on capital (RAROC)
- Shareholder Value Added (SVA)
- Value at Risk (VaR)
- Asset/liability management (ALM)
- Credit risk for a single facility
- Credit risk for portfolios
- Operating risk
- Inter-risk diversification
- The Basel Committee Capital Accords
The banking world is driven by risk. The Fundamentals of Risk Measurement shows you how to quantify that risk, outlining an integrated framework for risk measurement and management that is straightforward, practical for implementation, and based on the realities of today’s tumultuous global marketplace.
“Banks make money in one of two ways: providing services to customers and taking risks. In this book, we address the business of making money by taking risk.…”―From the Introduction
In The Fundamentals of Risk Measurement, financial industry veteran Chris Marrison examines what banks must do to succeed in the business of making money by taking risk. Encompassing the three primary areas of banking risk―market, credit, and operational―and doing so in a uniquely intuitive, step-by-step format, Marrison provides hands-on details on the primary tools for financial risk measurement and management, including:
- Plain-English evaluation of specific risk measurement tools and techniques
- Use of Value at Risk (VaR) for assessment of market risk for trading operations
- Asset/liability management (ALM) techniques, transfer pricing, and managing market and liquidity risk
- The many available methods for analyzing portfolios of credit risks
- Using RAROC to compare the risk-adjusted profitability of businesses and price transactions
In addition, woven throughout The Fundamentals of Risk Measurement are principles underlying the regulatory capital requirements of the Basel Committee on Banking Supervision, and what banks must do to understand and implement them. The requirements are defined, implications of the New Capital Accord are presented, and the major steps that a bank must take to implement the New Accord are discussed. The resulting thumbnail sketch of the Basel Committee, and specifically the New Capital Accord, is valuable as both a ready reference and a foundation for further study of this important initiative.
Risk is unavoidable in the financial industry. It can, however, be measured and managed to provide the greatest risk-adjusted return, and limit the negative impacts of risk to a bank’s shareholders as well as potential borrowers and lenders. The Fundamentals of Risk Management provides risk managers with an approach to risk-taking that is both informed and prudent, one that shows operations managers how to control risk exposures as it allows decision-making executives to direct resources to opportunities that are expected to create maximum return with minimum risk. The result is today’s most complete introduction to the business of risk, and a valuable reference for anyone from the floor trader to the officer in charge of overseeing the entire risk management operation.
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Equipment for Living
Aliquippa, PA, Estados Unidos de America
Vendedor de IberLibro desde 26 de octubre de 2025
Tarifas de envío en Estados Unidos de America
| Artículo | De 5 a 14 días hábiles | De 2 a 5 días hábiles |
|---|---|---|
| Primer artículo | EUR 3,56 | EUR 6,69 |
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Equipment for Living is a socially conscious bookstore located in Aliquippa, Pennsylvania. More than just a retail business, we define ourselves as "a business with a conscience" - committed to fostering community development, meaningful employment, and urban revitalization in Western Pennsylvania. OUR MISSION: Equipment for Living operates on the belief that responsible entrepreneurship can be a powerful force for positive change. We provide valuable retail services while creating meaningful work opportunities that serve as sites of training and mentoring. Our Youth Employment Initiative specifically targets local residents aged 16-25, offering employment, skill development, and guidance during the critical transition from youth to adulthood. We measure success not just in profits, but in empowering our employees to pursue their career aspirations and life goals - even when that means moving on to other opportunities. OUR STORY: Founded in 2008 and opening our physical storefront in 2012 after extensive community-led renovations, Equipment for Living has grown from an online book venture into a cornerstone of Aliquippa's revitalization efforts. We've deliberately chosen to establish our business in this former steel town, recognizing that true community poverty isn't just about lacking economic resources - it's about lacking opportunities, connections, education, and hope. OUR INVENTORY: Equipment for Living offers a refreshingly different retail experience from typical chain bookstores. While big-box stores stock only high-demand, profitable bestsellers in predictable arrangements, we curate a wide and constantly evolving selection that reflects the unique character of our community. Our diverse inventory includes books across all genres and eras, audiobooks, CDs, DVDs, VHS tapes, vinyl records, and video games. We embrace the philosophy that "if you only read the books that everyone else is reading, you can only think what everyone else is thinking." While we may not always have the latest bestseller in stock, we guarantee a carefully selected range of high-quality products you won't easily find elsewhere - true equipment for living a rich, thoughtful life.…
Especialidad
Various new, used, and antiquarianInformación empresarial del vendedor
eQuip Books LLC
1001 Franklin Ave
Aliquippa, PA Estados Unidos de America 15001
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