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OverviewFull Product DetailsAuthor: Francisco Javier Población GarcíaPublisher: Springer International Publishing AG Imprint: Springer International Publishing AG Edition: Softcover reprint of the original 1st ed. 2017 Weight: 0.577kg ISBN: 9783319823348ISBN 10: 3319823345 Pages: 417 Publication Date: 12 July 2018 Audience: Professional and scholarly , Professional & Vocational Format: Paperback Publisher's Status: Active Availability: Manufactured on demand We will order this item for you from a manufactured on demand supplier. Language: English Table of ContentsPart I: Introduction and Perspectives.- Chapter 1: Introduction.- Chapter 2: Risk Quantification.- Part II: Market Risk.- Chapter 3: One-Dimensional Market Risk-Equity Risk.- Chapter 4: Multidimensional Market Risk.- Chapter 5: Interest Rate Risk.- Chapter 6: Exchange Rate Risk.- Chapter 7: Price Risk in Commodities.- Chapter 8: Market Risk Hedging.- Part III: Credit Risk.- Chapter 9: Credit Risk-Measurement.- Chapter 10: Credit Risk-Valuation.- Chapter 11: Credit Risk Management.- Chapter 12: Derivative Credit Risk (Counterparty Risk).- Part IV: Other Risks.- Chapter 13: Operational Risk.- Chapter 14: Liquidity Risk.- Chapter 15: Country Risk.- Part V: Financial Implications of Risk.- Chapter 16: The CAPM.- Chapter 17: The WACC.ReviewsAuthor InformationFrancisco Javier Población García is a Principal Financial Stability Expert at the European Central Bank. He holds a master's degree in economics and finance and a PhD in banking and finance. He has previously worked at Oliver Wyman and Repsol YPF, and was a Bank Inspector at Banco de España, before joining the European Central Bank. He has also had significant experience in teaching university level courses in risk management. Tab Content 6Author Website:Countries AvailableAll regions |