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Understanding Risk
DOI link for Understanding Risk
Understanding Risk book
The Theory and Practice of Financial Risk Management
Understanding Risk
DOI link for Understanding Risk
Understanding Risk book
The Theory and Practice of Financial Risk Management
ByDavid Murphy
Edition 1st Edition
First Published 2008
eBook Published 23 April 2008
Pub. Location New York
Imprint Chapman and Hall/CRC
Pages 472
eBook ISBN 9780429146992
Subjects Economics, Finance, Business & Industry, Mathematics & Statistics
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Murphy, D. (2008). Understanding Risk: The Theory and Practice of Financial Risk Management (1st ed.). Chapman and Hall/CRC. https://doi.org/10.1201/9781584888949
ABSTRACT
Sound risk management often involves a combination of both mathematical and practical aspects. Taking this into account, Understanding Risk: The Theory and Practice of Financial Risk Management explains how to understand financial risk and how the severity and frequency of losses can be controlled. It combines a quantitative approach with a
TABLE OF CONTENTS
part |2 pages
Part One: Risk Management and the Behaviour of Products
chapter 1|76 pages
■ Markets, Risks and Risk Management in Context
chapter 2|82 pages
■ Derivatives and Quantitative Market Risk Management
part |2 pages
Part Two: Economic and Regluatory Capital Models
chapter 3|14 pages
■ Capital: Motivation and Provision
chapter 4|24 pages
■ Market Risk Capital Models
chapter 5|46 pages
■ Credit Risk and Credit Risk Capital Models
chapter 6|28 pages
■ Operational Risk and Further Topics in Capital Estimation
chapter 7|34 pages
■ Bank Regulation and Capital Requirements
part |2 pages
Part Three: Treasury and Liquidity Risks
chapter 8|26 pages
■ The Treasury and Asset/Liability Management
chapter 9|22 pages
■ Liquidity Risk Management
part |2 pages
Part Four: Some Trading Businesses and Their Challenges
