- Item type
- Book
- Language
- anglais
- Pages
- xxiv, 856 p.
- Edition
- 5th ed.
- Publication year
- 2005
- ISBN
- 0-07-124475-1
- Content notes
- PART I: INTRODUCTION --- Chapter 1 Why are financial intermediaries special? --- Chapter 2 The financial services industry: depository institutions --- Chapter 3 The financial services industry: insurance companies --- Chapter 4 The financial services industry: securities firms and investment banks --- Chapter 5 The financial services industry: mutual funds --- Chapter 6 The financial services industry: finance companies --- Chapter 7 Risks of financial intermediation --- PART II: MEASURING RISK --- Chapter 8 Interest rate risk I --- Chapter 9 Interest rate risk II --- Chapter 10 Market risk --- Chapter 11 Credit risk: individual loan risk --- Chapter 12 Credit risk: loan portfolio and concentration risk --- Chapter 13 Off-balance sheet risk --- Chapter 14 Technology and other operational risks --- Chapter 15 Foreign exchange risk --- Chapter 16 Sovereign risk --- Chapter 17 Liquidity risk --- PART III: MANAGING RISK --- Chapter 18 Liability and liquidity management --- Chapter 19 Deposit insurance and other liability guarantees --- Chapter 20 Capital adequacy --- Chapter 21 Product diversification --- Chapter 22 Geographic diversification: domestic --- Chapter 23 Geographic diversification: international --- Chapter 24 Futures and forwards --- Chapter 25 Options, caps, floors, and collars --- Chapter 26 Swaps --- Chapter 27 Loan sales and other credit management techniques --- Chapter 28 Securitization.
"This text focuses on managing return and risk in modern financial institutions. The central theme is that the risks faced by managers and the methods and markets through which these risks are managed are becoming increasingly similar." - description from worldcat.
PART I: INTRODUCTION --- Chapter 1 Why are financial intermediaries special? --- Chapter 2 The financial services industry: depository institutions --- Chapter 3 The financial services industry: insurance companies --- Chapter 4 The financial services industry: securities firms and investment banks --- Chapter 5 The financial services industry: mutual funds --- Chapter 6 The financial services industry: finance companies --- Chapter 7 Risks of financial intermediation --- PART II: MEASURING RISK --- Chapter 8 Interest rate risk I --- Chapter 9 Interest rate risk II --- Chapter 10 Market risk --- Chapter 11 Credit risk: individual loan risk --- Chapter 12 Credit risk: loan portfolio and concentration risk --- Chapter 13 Off-balance sheet risk --- Chapter 14 Technology and other operational risks --- Chapter 15 Foreign exchange risk --- Chapter 16 Sovereign risk --- Chapter 17 Liquidity risk --- PART III: MANAGING RISK --- Chapter 18 Liability and liquidity management --- Chapter 19 Deposit insurance and other liability guarantees --- Chapter 20 Capital adequacy --- Chapter 21 Product diversification --- Chapter 22 Geographic diversification: domestic --- Chapter 23 Geographic diversification: international --- Chapter 24 Futures and forwards --- Chapter 25 Options, caps, floors, and collars --- Chapter 26 Swaps --- Chapter 27 Loan sales and other credit management techniques --- Chapter 28 Securitization..
