by Christopher Marrison · McGraw Hill · tapa dura · ISBN 0639785334651
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A step-by-step guidebook for understanding and implementing integrated financial risk measurement and management. This book covers the major types of risks, including market, credit, and operating risk, as well as asset/liability management. It provides a comprehensive overview of metrics used to manage financial risks, such as VaR, Economic Capital, and RAROC, and features the implementation of the Basel Accords.
