The Credit Risk of Complex Derivatives

Autori

• Erik C Banks

Parametri

• 556 pagine
• 20 ore di lettura

• Economia e affari

Maggiori informazioni sul libro

The updated edition addresses significant changes in the derivatives landscape since 1997, including shifts in the operating environment, product characteristics, and risk management techniques. It features new chapters on derivative losses, risk governance, regulatory initiatives, and credit risk portfolio models. Targeting clients, intermediaries, and regulators, the book emphasizes risk education, management, and disclosure, aiming to enhance the security, transparency, efficiency, and benefits of participating in derivatives.

Lingua: Inglese

Pubblicato: 2004