Risk Management: The Swaps & Financial Derivatives Library (Wiley Finance)
Price 123.80 - 186.52 USD
EAN/UPC/ISBN Code
9780470821657
Brand
John Wiley & Sons
Author
Satyajit Das
Pages
1200
Year of production
2005
Risk Management consists of 8 Parts and 18 Chapters covering risk management, market risk methodologies (including VAR and stress testing), credit risk in derivative transactions, other derivatives trading risks (liquidity risk, model risk and operational risk), organizational aspects of risk management and operational aspects of derivative trading. The volume also covers documentation/legal aspects of derivative transactions (including ISDA documentary framework), accounting treatment (including FASB 133 and IAS 39 issues), taxation aspects and regulatory aspects of derivative trading affecting banks and securities dealers (including the Basel framework for capital to be held against credit and market risk).