Understanding Market, Credit, and Operational Risk
Language: English
Published by John Wiley and Sons Ltd, GB, 2003
- First Edition
- Hardcover
- New
Seller: Rarewaves.com UK, London, United KingdomRarewaves.com UK
AbeBooks seller since June 11, 2025
Condition: New
£ 54.26
Quantity: Over 20 available
Add to basketItem description from seller
A step-by-step, real world guide to the use of Value at Risk (VaR) models, this text applies the VaR approach to the measurement of market risk, credit risk and operational risk. The book describes and critiques proprietary models, illustrating them with practical examples drawn from actual case studies. Explaining the logic behind the economics and statistics, this technically sophisticated yet intuitive text should be an essential resource for all readers operating in a world of risk. Applies the Value at Risk approach to market, credit, and operational risk measurement.Illustrates models with real-world case studies.Features coverage of BIS bank capital requirements.
Seller Inventory # LU-9780631227090
- Title
- Understanding Market, Credit, and Operational Risk
- Author
- Linda Allen, Anthony Saunders, Jacob Boudoukh
- Publisher
- John Wiley and Sons Ltd, GB
- Publication year
- 2003
- Condition
- New
- Binding
- Hardback
- Language
- English
- ISBN 10
- 0631227091
- ISBN 13
- 9780631227090
- Edition
- 1st.
- Item weight
- 608 grams
- Dimensions
- 16 x 2.79 x 23.62 cm
A step-by-step, real world guide to the use of Value at Risk (VaR) models, this text applies the VaR approach to the measurement of market risk, credit risk and operational risk.
The book describes and critiques proprietary models, illustrating them with practical examples drawn from actual case studies. Explaining the logic behind the economics and statistics, this technically sophisticated yet intuitive text should be an essential resource for all readers operating in a world of risk.
- Applies the Value at Risk approach to market, credit, and operational risk measurement.
- Illustrates models with real-world case studies.
- Features coverage of BIS bank capital requirements.
"Synopsis" may belong to another edition of this title.
About the Author
Jacob Boudoukh is Professor of Finance and the founding director of theCaesarea Edmond Benjamin de Rothschild Center for Capital Markets and Risk Management at the Arison School of Business, IDC; as well as holding positions at the Stern School of Business, New York University. ormerly formerly with and currently visiting Stern-NYU; and a member of the NBER. His work has been published in academic journals such as The American Economic Review, and The Journal of Financial Economics, as well as practitioner journals such as Risk.Anthony Saunders is John M. Schiff Professor of Finance and Chair of the Department of Finance at the Stern School of Business, and Economics and Finance Department Chair at New York University. He is also editor of the Journal of Banking and Finance and the Journal of Financial Markets, Institutions and Instruments, and has published Financial Institutions and Management (2nd4th edition). Professor Saunders has published widely in top journals such as Journal of Finance.
"About the title" may belong to another edition of this title.
Rarewaves.com UK
London, United Kingdom
AbeBooks seller since June 11, 2025
Shipping rates from United Kingdom to U.S.A.
| Item | 60 to 60 business days | 60 to 60 business days |
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