Fundamentals of Risk Measurement, The

Marrison, Christopher

Ouvrage indisponible

Éditeur
McGraw-Hill Professional
Pages
415
Parution
juillet 2002
Format
Cartonné
Langue
Anglais
Dimensions
243 × 198 × 27 cm
EAN
9780071386272
  • Résumé

Discusses the meaning of capital and how the risks that a bank faces are related to the amount of capital that the bank should hold. This book describes two building blocks of integrated risk measurement. It reviews statistical relationships used in risk measurement and provides reference material. It describes ways to measure market risks.
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