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The Fundamentals of Risk Measurement
The Fundamentals of Risk Measurement
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Negocios y Economía

The Fundamentals of Risk Measurement

by Christopher Marrison · McGraw Hill · tapa dura · 415 pages

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Pages: 415 pagesAuthor: Christopher MarrisonPublisher: McGraw HillFormat: tapa duraLanguage: enRelease date: 18/7/2002ISBN: ISBN 9780071386272

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Synopsis of The Fundamentals of Risk Measurement

Este libro presenta las herramientas y prácticas necesarias para la planificación, ejecución y mantenimiento de la gestión de riesgos en el entorno financiero actual. Se examinan temas como el capital económico, el retorno ajustado al riesgo sobre el capital (RAROC), el valor añadido para el accionista (SVA), el valor en riesgo (VaR), la gestión de activos y pasivos (ALM), el riesgo de crédito para una sola entidad, el riesgo de crédito para carteras, el riesgo operativo y la diversificación entre riesgos. También se abordan los requisitos de capital regulatorio del Comité de Supervisión Bancaria de Basilea y lo que los bancos deben hacer para comprenderlos e implementarlos.



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