TITLE : ESSENTIALS OF RISK MANAGEMENT, THE.

 
Foreword, by Anthony Orsatelli		vii
 
Prologue		ix
 
CHAPTER		1
Risk Management-A Helicopter View		1
Appendix to Chapter 1: Typology Of Risk Exposure		25
 
 
CHAPTER		2
Corporate Risk Management-A Primer		37
 
 
CHAPTER		3
Banks and Their Regulators-The research Lab for Risk
Management?		55
 
 
CHAPTER		4
Corporate Governance and Risk Management		83
 
 
CHAPTER		5
A User-Friendly Guide to the Theory of risk and Return		109
 
 
CHAPTER		6
Interest-Rate Risk and Hedging with Derivative Instruments		125
 
 
CHAPTER		7
From Value at Risk to Stress testing		149
 
 
CHAPTER		8
Asset-Liability Management		181
 
 
CHAPTER		9
Credit Scoring and Retail Credit Risk Management		207
 
 
Chapter		10
Commercial Credit Risk and the Rating of Individual Credits		231
 
 
CHAPTER		11
New Approaches to Measuring Credit Risk		257
 
 
Chapter		12
New ways to Transfer Credit Risk-And Their Implications		291
 
 
Chapter		13
Operational Risk		325
 
 
Chapter 14
Model Risk		347
 
 
Chapter 15
Risk Capital Attribution and Risk-Adjusted
Performance Measurement		363
 
 
Epilogue
Trends in Risk Management		387
 
Index		399