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The Credit Risk of Complex Derivatives: Third Edition (Finance and Capital Markets)
Erik Banks
€ 197.76
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Description for The Credit Risk of Complex Derivatives: Third Edition (Finance and Capital Markets)
Hardcover. Series: Finance and Capital Markets Series. Num Pages: 575 pages, biography. BIC Classification: KFCF; KFFM; KJMD. Category: (P) Professional & Vocational; (U) Tertiary Education (US: College). Dimension: 229 x 152 x 32. Weight in Grams: 1018.
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
Hardback
Publication date
2004
Publisher
Palgrave Macmillan
Number of pages
450
Condition
New
Series
Finance and Capital Markets Series
Number of Pages
556
Place of Publication
Gordonsville, United States
ISBN
9781403916693
SKU
V9781403916693
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
About Erik 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: Third Edition (Finance and Capital Markets)
'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