Understanding Market Credit and Operational Risk is popular PDF and ePub book, written by Linda Allen in 2009-02-04, it is a fantastic choice for those who relish reading online the Business & Economics genre. Let's immerse ourselves in this engaging Business & Economics book by exploring the summary and details provided below. Remember, Understanding Market Credit and Operational Risk can be Read Online from any device for your convenience.

Understanding Market Credit and Operational Risk Book PDF Summary

A step-by-step, real world guide to the use of Value at Risk (VaR) models, this text applies the VaR approach to the measurement of market risk, credit risk and operational risk. The book describes and critiques proprietary models, illustrating them with practical examples drawn from actual case studies. Explaining the logic behind the economics and statistics, this technically sophisticated yet intuitive text should be an essential resource for all readers operating in a world of risk. Applies the Value at Risk approach to market, credit, and operational risk measurement. Illustrates models with real-world case studies. Features coverage of BIS bank capital requirements.

Detail Book of Understanding Market Credit and Operational Risk PDF

Understanding Market  Credit  and Operational Risk
  • Author : Linda Allen
  • Release : 04 February 2009
  • Publisher : John Wiley & Sons
  • ISBN : 9781405142267
  • Genre : Business & Economics
  • Total Page : 312 pages
  • Language : English
  • PDF File Size : 20,6 Mb

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