The Credit Risk of Complex Derivatives

E. Banks

ISBN 10: 1403916691 / ISBN 13: 9781403916693

Verlag: Palgrave Macmillan UK Dez 2003, 2003

Beschreibung

Neuware - Since the publication of the second edition of The Credit Risk of Complex Derivatives in 1997, the world of derivatives has gone through a period of dramatic change - in the external operating environment, product and market characteristic and risk management techniques. In the light of these changes, the text has been substantially reorganized, updated and expanded. Several new chapters have been added including: \* Derivative losses \* Risk governance and risk management efforts \* Regulatory initiatives and advances \* Credit risk portfolio models Aimed at clients, intermediaries and regulators, this edition will be focused clearly on risk education, risk management and risk disclosure in order to make participation in derivatives more secure, transparent, efficient and beneficial.

Bestandsnummer des Verkäufers 9781403916693

Bibliografische Details

• Titel: The Credit Risk of Complex Derivatives
• Verlag: Palgrave Macmillan UK Dez 2003
• Erscheinungsjahr: 2003
• Sprache: Englisch
• ISBN-10: 1403916691
• ISBN-13: 9781403916693
• Einband: Buch
• Auflage: 3. Auflage
• Zustand: Neu
• Abmessungen: 240B x 155 H x 34 T Millimeter Breite: 240 mm, Höhe: 155 mm, Tiefe: 34 mm
• Gewicht: 962 Gramm

Über diesen Titel

Inhaltsangabe

Since the publication of the second edition of The Credit Risk of Complex Derivatives in 1997, the world of derivatives has gone through a period of dramatic change - in the external operating environment, product and market characteristic and risk management techniques. In the light of these changes, the text has been substantially reorganized, updated and expanded. Several new chapters have been added including: * Derivative losses * Risk governance and risk management efforts * Regulatory initiatives and advances * Credit risk portfolio models Aimed at clients, intermediaries and regulators, this edition will be focused clearly on risk education, risk management and risk disclosure in order to make participation in derivatives more secure, transparent, efficient and beneficial.

Über die Autorin bzw. den Autor

ERIK BANKS has held senior risk management positions at several global financial institutions, including Partner and Chief Risk Officer of Bermuda reinsurer XL Capital's derivatives subsidiary, and Managing Director of Corporate Risk Management at Merrill Lynch, where he spent 13 years managing credit risk, market risk and risk analytics/ technology teams in Tokyo, Hong Kong, London and, latterly, New York. He received early bank training at Citibank and Manufacturers Hanover, and is the author of a dozen books on risk management, emerging markets, derivatives, alternative risk transfer, merchant banking, and electronic finance.