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G CRO Crouhy, Michael. The Essentials of Risk Management / M. Crouhy, D. Galai, R. Mark. - 2nd ed. - New York : McGraw-Hill, 2014. - xxiv, 644 p. - ISBN 978-0-07-181851-3. - Текст : непосредственный. Index : p. 619 - 644
Reforming Risk Management for the Post-Crisis Era : introduction to the second edition Risk Management : a Helicopter View     Typology of Risk Exposures Corporate Risk Management : a Primer Banks and Their Regulators : the Post-Crisis Regulatory Framework     Basel I     The 1996 Market Risk Amendment     Basel II and Minimum Capital Requirements for Credit Risk     Basel 2.5 : Enhancements to the Basel II Framework     Contingent Convertible Bonds Corporate Governance and Risk Management A User-Friendly Guide to the Theory of Risk and Return Interest Rate Risk and Hedging with Derivative Instruments Measuring Market Risk : Value-at-Risk, Expected Shortfall, and Similar Metrics Asset / Liability Management Credit Scoring and Retail Credit Risk Management Commercial Credit Risk and the Rating of Individual Credits     Definitions of Key Financial Ratios Quantitative Approaches to Credit Portfolio Risk and Credit Modeling     The Basic Idea of the Reduced Form Model The Credit Transfer Markets - and Their Implications     Why the Rating of CDOs by Rating Agencies Was Misleading Counterparty Credit Risk : CVA, DVA, and FVA Operational Risk Model Risk Stress Testing and Scenario Analysis     The 2013 Dodd-Frank Severely Adverse Scenarios Risk Capital Attribution and Risk-Adjusted Performance Measurement Trends in Risk Management : epilogue
The definitive guide to quantifying risk vs. return - fully updated to reveal the newest, most effective innovations in financial risk management since the 2008 financial crisis. Written for risk professionals and non-risk professionals alike, this easy-to-understand guide helps you meet the increasingly insistent demand to make sophisticated assessments of companies' risk exposure. It provides the latest methods for: measuring and transferring credit risk; increasing risk-management transparency; implementing an organization-wide Enterprise risk Management (ERM) approach. Michel Crouhy is head of research and development at NATIXIS and the founder and president of the NATIXIS Foundation for Quantitative Research. Dan Galai is the Abe Gray Professor of Finance and Business Administration at the School of Business Administration, the Hebrew University in Jerusalem. Robert Mark is the Founding Chief Executive Officer of Black Diamond Risk which provides corporate governance, risk management consulting, risk software tools, and transaction services.