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G HUL Hull, John. Risk Management and Financial Institutions / J. C. Hull. - 5th ed. - Hoboken, N.J. : John Wiley & Sons, 2018. - xxviii, 799 p. - (Wiley Finance). - Includes bibliographical references. - ISBN 978-1-119-44811-2. - Текст : непосредственный. Appendices : p. 655 - 780. Index : p. 781 - 799
Financial Institutions and Their Trading : part 1 Banks Insurance Companies and Pension Plans Mutual Funds, ETFs, and Hedge Funds Trading in Financial Markets The Credit Crisis of 2007 - 2008 Valuation and Scenario Analysis : the Risk-Neutral and Real Worlds Market Risk : part 2 How Traders Manage Their Risks Interest Rate Risk Volatility Correlations and Copulas Value at Risk and Expected Shortfall Historical Simulation and Extreme Value Theory Model-Building Approach Regulation : part 3 Basel I, Basel II, and Solvency II Basel II.5, Basel III, and Other Post-Crisis Changes Regulation of the OTC Derivatives Market Fundamental Review of the Trading Book Credit Risk : part 4 Estimating Default Probabilities CVA and DVA Credit Value at Risk Other Topics : part 5 Scenario Analysis and Stress Testing Operational Risk Liquidity Risk Model Risk Management Economic Capital and RAROC Enterprise Risk Management Financial Innovation Risk Management Mistakes to Avoid
An indispensable "Tool of the Trade" for both students and finance professionals. Risk management is part of everyone’s job in today’s finance industry. Written by an internationally recognized authority on derivatives and risk management, this new edition of the premier guide to risk management for financial institutions helps you gain a deeper understanding of risk and how it functions in the markets. Clearly and succinctly, John Hull explains the various forms of risk, how and where they appear in different types of institutions, and how the regulatory environment affects risk management practices. Fully revised and updated, "Risk Management and Financial Institutions", Fifth Edition: describes the activities of different types of financial institutions and how they are regulated; covers market risk, credit risk, operational risk, liquidity risk, and model risk; includes a new chapter on financial innovation discussing how technological developments such as machine learning and blockchain are reshaping financial services; updates material on the regulation of OTC markets, FRTB, operational risk, and model risk; provides readers with access to a companion website offering valuable free software, practice questions, and unique learning aids. "Risk Management and Financial Institutions", Fifth Edition is still the most complete, up-to-date guide to risk management in finance for finance professionals and students alike. John C. Hull is the Maple Financial Professor of Derivatives and Risk Management at the Joseph L. Rotman School of Management, University of Toronto, and codirector of Rotman’s Master of Finance and Master of Financial Risk Management programs. He has been a consultant to many North American, Japanese, and European financial institutions.
