Understanding Market, Credit and Operational Risk by Linda Allen
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Understanding Market, Credit and Operational Risk
By Linda Allen

Understanding Market, Credit and Operational Risk

The Value at Risk Approach

By (author) See other recent books by Linda Allen See other recent books by Jacob Boudoukh See other recent books by Anthony Saunders
Format: Hardback

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Understanding Market, Credit and Operational Risk by Linda Allen

Book Description

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.

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Book Details

ISBN: 9780631227090
ISBN-10: 0631227091
Format: Hardback
(232mm x 159mm x 28mm)
Pages: 312
Imprint: Blackwell Publishers
Publisher: John Wiley and Sons Ltd
Publish Date: 27-Oct-2003
Country of Publication: United Kingdom

Books By Author Linda Allen

Decking the Halls by Linda Allen Decking the Halls, Hardback (November 2016)

Decking the Halls explores the history of our popular Christmas plants and flowers during this most holy season. Pencil drawings complement the text.

Credit Risk Management In and Out of the Financial Crisis by Linda Allen Credit Risk Management In and Out of the Financial Crisis, Hardback (May 2010)

A classic book on credit risk management is updated to reflect the current economic crisis Credit Risk Management In and Out of the Financial Crisis dissects the 2007-2008 credit crisis and provides solutions for professionals looking to better manage risk through modeling and new technology.

Credit Risk Measurement by Linda Allen Credit Risk Measurement, Hardback (March 2002)

Credit risk management is the result of an explosion of aggressive development of new techniques. This text provides comprehensive coverage of models to measure and manage individual and counter-party risk.

Financial Markets and Institutions by Linda Allen Financial Markets and Institutions, Hardback (February 1997)

This book shows how financial intermediaries interact to influence and develop global financial markets. It includes material on central banks such as the Bundesbank, the Bank of England, the Bank of Japan, and the Federal Reserve Bank and discusses the activities of the BIS, IMF and World Bank.

» View all books by Linda Allen

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Author Biography - Linda Allen

Linda Allen is Professor of Finance at the Zicklin School of Business at Baruch College, City University of New York, and Adjunct Professor of Finance at the Stern School of Business, New York University. She is also the author of Capital Markets and Institutions: A Global View and co--author of Credit Risk Measurement: New Approaches to Value at Risk and Other Paradigms, (2nd edition). She is an associate editor of the Journal of Banking and Finance, Journal of Economics and Business, and Multinational Finance Journal, and has published extensively in top academic journals in finance and economics. Jacob Boudoukh is Professor of Finance and the founding director of theCaesarea Edmond Benjamin de Rothschild Center for Capital Markets and Risk Management at the Arison School of Business, IDC; as well as holding positions at the Stern School of Business, New York University. ormerly formerly with and currently visiting Stern--NYU; and a member of the NBER. His work has been published in academic journals such as The American Economic Review, and The Journal of Financial Economics, as well as practitioner journals such as Risk.Anthony Saunders is John M. Schiff Professor of Finance and Chair of the Department of Finance at the Stern School of Business, and Economics and Finance Department Chair at New York University. He is also editor of the Journal of Banking and Finance and the Journal of Financial Markets, Institutions and Instruments, and has published Financial Institutions and Management (2nd4th edition). Professor Saunders has published widely in top journals such as Journal of Finance.

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