ABSTRACT

Developed over 20 years of teaching academic courses, the Handbook of Financial Risk Management can be divided into two main parts: risk management in the financial sector; and a discussion of the mathematical and statistical tools used in risk management.

This comprehensive text offers readers the chance to develop a sound understanding of financial products and the mathematical models that drive them, exploring in detail where the risks are and how to manage them.

Key Features:

  • Written by an author with both theoretical and applied experience
  • Ideal resource for students pursuing a master’s degree in finance who want to learn risk management
  • Comprehensive coverage of the key topics in financial risk management
  • Contains 114 exercises, with solutions provided online at www.crcpress.com/9781138501874

chapter Chapter 1|33 pages

Introduction

part I|453 pages

Risk Management in the Financial Sector

chapter Chapter 2|88 pages

Market Risk

chapter Chapter 3|131 pages

Credit Risk

chapter Chapter 4|48 pages

Counterparty Credit Risk and Collateral Risk

chapter Chapter 5|42 pages

Operational Risk

chapter Chapter 6|21 pages

Liquidity Risk

chapter Chapter 7|84 pages

Asset Liability Management Risk

chapter Chapter 8|35 pages

Systemic Risk and Shadow Banking System

part II|543 pages

Mathematical and Statistical Tools

chapter Chapter 9|112 pages

Model Risk of Exotic Derivatives

chapter Chapter 10|112 pages

Statistical Inference and Model Estimation

chapter Chapter 11|38 pages

Copulas and Dependence Modeling

chapter Chapter 12|33 pages

Extreme Value Theory

chapter Chapter 13|105 pages

Monte Carlo Simulation Methods

chapter Chapter 14|29 pages

Stress Testing and Scenario Analysis

chapter Chapter 15|109 pages

Credit Scoring Models