
GIVE THE PERFECT GIFT
Erin Mills Town Centre Gift Cards are the perfect choice for your gift giving needs.Purchase gift cards at kiosks near the food court or centre court, at Guest Services, or click below to purchase online.PURCHASE HEREHome
Understanding Market, Credit, and Operational Risk: The Value at Risk Approach
Indigo
Loading Inventory...
Understanding Market, Credit, and Operational Risk: The Value at Risk Approach
By None
Current price: $88.00


By None
Understanding Market, Credit, and Operational Risk: The Value at Risk Approach
Current price: $88.00
Loading Inventory...
Size: Hardcover
*Product information may vary - to confirm product availability, pricing, shipping and return information please contact Indigo
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.
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.


















