Understanding Market, Credit, and Operational Risk: The Value at Risk ApproachISBN: 978-0-631-22709-0
Hardcover
312 pages
December 2003, Wiley-Blackwell
This is a Print-on-Demand title. It will be printed specifically to fill your order. Please allow an additional 10-15 days delivery time. The book is not returnable.
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- 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.