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The Credit Risk of Complex Derivatives
E. Banks
€ 182.68
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Description for The Credit Risk of Complex Derivatives
Paperback. Series: Finance and Capital Markets Series. Num Pages: 575 pages, biography. BIC Classification: KFCF; KFFH; KFFM; KJM. Category: (G) General (US: Trade). Dimension: 210 x 148. .
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 ... Read more
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 ... Read more
Product Details
Format
Paperback
Publication date
2004
Publisher
Palgrave Macmillan United Kingdom
Number of pages
575
Condition
New
Series
Finance and Capital Markets Series
Number of Pages
556
Place of Publication
Basingstoke, United Kingdom
ISBN
9781349512997
SKU
V9781349512997
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
About E. Banks
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. ... Read more
Reviews for The Credit Risk of Complex Derivatives
'The author of this book deserves praise for providing a valuable reference for those looking to improve their technical and product knowledge...essential reference material for any derivative-focused credit department.' - Tony Aston, Chase Manhattan, Risk Magazine