by Christopher Marrison · McGraw Hill · tapa dura · ISBN 9780071386272
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«The Fundamentals of Risk Measurement» is Christopher Marrison's technical manual, published by McGraw Hill in hardback (415 pages, in English).
Reference work explaining how banks measure and manage financial risk: market, credit and operational risk. It presents economic capital, risk-adjusted return on capital (RAROC), value at risk (VaR) and asset-liability management (ALM), along with the Basel capital accords.
First edition published in 2002. Includes thirteen case studies of bank losses, bibliographic references and an index.
Aimed at banking professionals, risk managers and students who want to understand risk measurement and the Basel accords.
