- Item type
- Book
- Language
- anglais
- Pages
- xxii, 871 p.
- Edition
- 6th ed.
- Publication year
- 2008
- Collection
- ISBN
- 978-0-07-126704-5
- Content notes
- PART ONE: 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 and hedge funds --- Chapter 6 The financial services industry: finance companies --- Chapter 7 Risks of financial intermediation --- PART TWO: 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 Foreign exchange risk --- Chapter 15 Sovereign risk --- Chapter 16 Technology and other operational risks --- Chapter 17 Liquidity risk --- PART THREE: 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 expansion --- Chapter 23 Futures and forwards --- Chapter 24 Options, caps, floors, and collars --- Chapter 25 Swaps --- Chapter 26 Loan sales --- Chapter 27 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 ONE: 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 and hedge funds --- Chapter 6 The financial services industry: finance companies --- Chapter 7 Risks of financial intermediation --- PART TWO: 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 Foreign exchange risk --- Chapter 15 Sovereign risk --- Chapter 16 Technology and other operational risks --- Chapter 17 Liquidity risk --- PART THREE: 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 expansion --- Chapter 23 Futures and forwards --- Chapter 24 Options, caps, floors, and collars --- Chapter 25 Swaps --- Chapter 26 Loan sales --- Chapter 27 Securitization..
