IES Management College And Research Centre

Risk management and financial institutions (Record no. 50157)

MARC details
000 -LEADER
fixed length control field 04583 a2200193 4500
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 180718b ||||| |||| 00| 0 eng d
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 978-81-265-6063-5
082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER
Item number 658.155/Hul
100 ## - MAIN ENTRY--PERSONAL NAME
Personal name Hull, John C.
9 (RLIN) 32064
245 ## - TITLE STATEMENT
Title Risk management and financial institutions
250 ## - EDITION STATEMENT
Edition statement 4
260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT)
Place of publication, distribution, etc New Delhi
Name of publisher, distributor, etc Wiley India Pvt. Ltd.,
Date of publication, distribution, etc 2018
300 ## - PHYSICAL DESCRIPTION
Extent xxv, 714
Other physical details Paper
505 ## - FORMATTED CONTENTS NOTE
Formatted contents note Business Snapshots xxiii<br/><br/>Preface xxv<br/><br/>Chapter 1 Introduction 1<br/><br/>Part 1: Financial Institutions and Their Trading 23<br/><br/>Chapter 2 Banks 25<br/><br/>Chapter 3 Insurance Companies and Pension Plans 47<br/><br/>Chapter 4 Mutual Funds, ETFs, and Hedge Funds 75<br/><br/>Chapter 5 Trading in Financial Markets 97<br/><br/>Chapter 6 The Credit Crisis of 2007–2008 127<br/><br/>Chapter 7 Valuation and Scenario Analysis: The Risk-Neutral and Real Worlds 145<br/><br/>Part 2: Market Risk 159<br/><br/>Chapter 8 How Traders Manage Their Risks 161<br/><br/>Chapter 9 Interest Rate Risk 185<br/><br/>Chapter 10 Volatility 213<br/><br/>Chapter 11 Correlations and Copulas 243<br/><br/>Chapter 12 Value at Risk and Expected Shortfall 269<br/><br/>Chapter 13 Historical Simulation and Extreme Value Theory 293<br/><br/>Chapter 14 Model-Building Approach 317<br/><br/>Part 3: Regulation 345<br/><br/>Chapter 15 Basel I, Basel II, and Solvency II 347<br/><br/>Chapter 16 Basel II.5, Basel III, and Other Post-Crisis Changes 377<br/><br/>Chapter 17 Regulation of the OTC Derivatives Market 399<br/><br/>Chapter 18 Fundamental Review of the Trading Book 415<br/><br/>Part 4: Credit Risk 429<br/><br/>Chapter 19 Estimating Default Probabilities 431<br/><br/>Chapter 20 CVA and DVA 459<br/><br/>Chapter 21 Credit Value at Risk 479<br/><br/>Part 5: Other Topics 495<br/><br/>Chapter 22 Scenario Analysis and Stress Testing 497<br/><br/>Chapter 23 Operational Risk 515<br/><br/>Chapter 24 Liquidity Risk 537<br/><br/>Chapter 25 Model Risk Management 565<br/><br/>Chapter 26 Economic Capital and RAROC 585<br/><br/>Chapter 27 Enterprise Risk Management 603<br/><br/>Chapter 28 Financial Innovation 621<br/><br/>Chapter 29 Risk Management Mistakes to Avoid 643<br/><br/>Part 6: Appendices 655<br/><br/>Appendix A Compounding Frequencies for Interest Rates 657<br/><br/>Appendix B Zero Rates, Forward Rates, and Zero-Coupon Yield Curves 661<br/><br/>Appendix C Valuing Forward and Futures Contracts 667<br/><br/>Appendix D Valuing Swaps 669<br/><br/>Appendix E Valuing European Options 673<br/><br/>Appendix F Valuing American Options 677<br/><br/>Appendix G Taylor Series Expansions 681<br/><br/>Appendix H Eigenvectors and Eigenvalues 685<br/><br/>Appendix I Principal Components Analysis 689<br/><br/>Appendix J Manipulation of Credit Transition Matrices 691<br/><br/>Appendix K Valuation of Credit Default Swaps 693<br/><br/>Appendix L Synthetic CDOs and Their Valuation 697<br/><br/>Answers to Questions and Problems 701<br/><br/>Glossary 745<br/><br/>RMFI Software 773<br/><br/>Table for N(x) When x ≥ 0 777<br/><br/>Table for N(x) When x ≤ 0 779<br/><br/>Index 781<br/><br/>Series<br/>Wiley Finance
520 ## - SUMMARY, ETC.
Summary, etc Description<br/>The most complete, up-to-date guide to risk management in finance<br/><br/>Risk Management and Financial Institutions, Fifth Edition explains all aspects of financial risk and financial institution regulation, helping you better understand the financial markets—and their potential dangers. Inside, you’ll learn the different types of risk, how and where they appear in different types of institutions, and how the regulatory structure of each institution affects risk management practices. Comprehensive ancillary materials include software, practice questions, and all necessary teaching supplements, facilitating more complete understanding and providing an ultimate learning resource.<br/><br/>All financial professionals need to understand and quantify the risks associated with their decisions. This book provides a complete guide to risk management with the most up to date information.<br/><br/>• Understand how risk affects different types of financial institutions<br/><br/>• Learn the different types of risk and how they are managed<br/><br/>• Study the most current regulatory issues that deal with risk<br/><br/>• Get the help you need, whether you’re a student or a professional<br/><br/>Risk management has become increasingly important in recent years and a deep understanding is essential for anyone working in the finance industry; today, risk management is part of everyone's job. For complete information and comprehensive coverage of the latest industry issues and practices, Risk Management and Financial Institutions, Fifth Edition is an informative, authoritative guide.
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Risk management and financial institutions
9 (RLIN) 32065
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Source of classification or shelving scheme Dewey Decimal Classification
Item type Student Collection
Holdings
Withdrawn status Lost status Source of classification or shelving scheme Damaged status Not for loan Home library Current library Date acquired Source of acquisition Cost, normal purchase price Total Checkouts Full call number Barcode Date last seen Date last borrowed Cost, replacement price Price effective from Checked out
    Dewey Decimal Classification     Main Library Main Library 18/07/2018 4 729.27 3 658.155/ Hul/Student Collection Sr Batch PG/MMS 11136003 27/08/2022 01/11/2021 999.00 18/07/2018  
    Dewey Decimal Classification     Main Library Main Library 18/07/2018 4 729.27 1 658.155/ Hul/Student Collection Sr Batch PG/MMS 11136004 26/03/2022 07/10/2021 999.00 18/07/2018  
    Dewey Decimal Classification     Main Library Main Library 18/07/2018 4 729.27 2 658.155/ Hul/Student Collection Sr Batch PG/MMS 11136005 21/02/2022 08/10/2021 999.00 18/07/2018  
    Dewey Decimal Classification     Main Library Main Library 18/07/2018 4 729.27 2 658.155/ Hul/Student Collection Sr Batch PG/MMS 11136006 13/06/2022 09/10/2021 999.00 18/07/2018  
    Dewey Decimal Classification     Main Library Main Library 18/07/2018 4 729.27 3 658.155/ Hul/Student Collection Sr Batch PG/MMS 11136007 05/02/2022 08/10/2021 999.00 18/07/2018  
    Dewey Decimal Classification     Main Library Main Library 18/07/2018 4 729.27 2 658.155/ Hul/Student Collection Sr Batch PG/MMS 11136008 02/03/2022 18/10/2021 999.00 18/07/2018  
    Dewey Decimal Classification     Main Library Main Library 18/07/2018 4 729.27 1 658.155/ Hul/Student Collection Sr Batch PG/MMS 11136009 01/06/2019 24/11/2018 999.00 18/07/2018  
    Dewey Decimal Classification     Main Library Main Library 18/07/2018 4 729.27 3 658.155/ Hul/Student Collection Sr Batch PG/MMS 11136010 05/02/2022 07/10/2021 999.00 18/07/2018  
    Dewey Decimal Classification     Main Library Main Library 18/07/2018 4 729.27 2 658.155/ Hul/Student Collection Sr Batch PG/MMS 11136011 12/03/2022 07/10/2021 999.00 18/07/2018  
    Dewey Decimal Classification     Main Library Main Library 18/07/2018 4 729.27 2 658.155/ Hul/Student Collection Sr Batch PG/MMS 11136012 05/02/2022 08/10/2021 999.00 18/07/2018  
    Dewey Decimal Classification     Main Library Main Library 18/07/2018 4 729.27 2 658.155/ Hul/Student Collection Sr Batch PG/MMS 11136013 15/10/2022 07/10/2021 999.00 18/07/2018  
    Dewey Decimal Classification     Main Library Main Library 18/07/2018 4 729.27 2 658.155/ Hul/Student Collection Sr Batch PG/MMS 11136014 25/02/2023 06/12/2022 999.00 18/07/2018  
    Dewey Decimal Classification     Main Library Main Library 18/07/2018 4 729.27   658.155/ Hul/Student Collection Sr Batch PG/MMS 11136015 13/01/2023   999.00 18/07/2018  
    Dewey Decimal Classification     Main Library Main Library 18/07/2018 4 729.27 6 658.155/ Hul/Student Collection Sr Batch PG/MMS 11136016 05/02/2022 08/10/2021 999.00 18/07/2018  
    Dewey Decimal Classification     Main Library Main Library 18/07/2018 4 729.27 2 658.155/ Hul/Student Collection Sr Batch PG/MMS 11136017 09/03/2022 07/10/2021 999.00 18/07/2018  
    Dewey Decimal Classification     Main Library Main Library 18/07/2018 4 729.27 1 658.155/ Hul/Student Collection Sr Batch PG/MMS 11136018 05/02/2022 09/10/2021 999.00 18/07/2018  
    Dewey Decimal Classification     Main Library Main Library 18/07/2018 4 729.27   658.155/ Hul/Student Collection Sr Batch PG/MMS 11136019 01/06/2019   999.00 18/07/2018  
    Dewey Decimal Classification     Main Library Main Library 18/07/2018 4 729.27   658.155/ Hul/Student Collection Sr Batch PG/MMS 11136020 01/06/2019   999.00 18/07/2018  
    Dewey Decimal Classification     Main Library Main Library 18/07/2018 4 729.27 2 658.155/ Hul/Student Collection Sr Batch PG/MMS 11136021 06/01/2025 06/01/2025 999.00 18/07/2018 10/02/2025
    Dewey Decimal Classification     Main Library Main Library 18/07/2018 4 729.27 4 658.155/ Hul/Student Collection Sr Batch PG/MMS 11136022 13/01/2023 01/11/2022 999.00 18/07/2018  
    Dewey Decimal Classification     Main Library Main Library 18/07/2018 4 729.27 3 658.155/ Hul/Student Collection Sr Batch PG/MMS 11136023 23/02/2022 08/10/2021 999.00 18/07/2018  
    Dewey Decimal Classification     Main Library Main Library 18/07/2018 4 729.27 3 658.155/ Hul/Student Collection Sr Batch PG/MMS 11136024 09/01/2020 22/11/2019 999.00 18/07/2018  
    Dewey Decimal Classification     Main Library Main Library 18/07/2018 4 729.27 2 658.155/ Hul/Student Collection Sr Batch PG/MMS 11136025 09/03/2022 07/10/2021 999.00 18/07/2018  
    Dewey Decimal Classification     Main Library Main Library 18/07/2018 4 729.27 1 658.155/ Hul/Student Collection Sr Batch PG/MMS 11136026 05/02/2022 08/10/2021 999.00 18/07/2018  
    Dewey Decimal Classification     Main Library Main Library 18/07/2018 4 729.27 4 658.155/ Hul/Student Collection Sr Batch PG/MMS 11136027 20/01/2023 10/11/2022 999.00 18/07/2018  
    Dewey Decimal Classification     Main Library Main Library 18/07/2018 4 729.27 3 658.155/ Hul/Student Collection Sr Batch PG/MMS 11136028 13/01/2023 02/11/2022 999.00 18/07/2018  
    Dewey Decimal Classification     Main Library Main Library 18/07/2018 4 729.27 2 658.155/ Hul/Student Collection Sr Batch PG/MMS 11136029 05/02/2022 08/10/2021 999.00 18/07/2018  
    Dewey Decimal Classification     Main Library Main Library 18/07/2018 4 729.27 4 658.155/ Hul/Student Collection Sr Batch PG/MMS 11136030 13/01/2023 01/12/2022 999.00 18/07/2018  
    Dewey Decimal Classification     Main Library Main Library 18/07/2018 4 729.27 3 658.155/ Hul/Student Collection Sr Batch PG/MMS 11136031 02/03/2023 04/01/2023 999.00 18/07/2018  
    Dewey Decimal Classification     Main Library Main Library 18/07/2018 4 729.27 5 658.155/ Hul/Student Collection Sr Batch PG/MMS 11136032 26/11/2024 26/11/2024 999.00 18/07/2018 10/02/2025
    Dewey Decimal Classification     Main Library Main Library 18/07/2018 4 729.27 4 658.155/ Hul/Student Collection Sr Batch PG/MMS 11136033 02/12/2024 28/11/2024 999.00 18/07/2018  
    Dewey Decimal Classification     Main Library Main Library 18/07/2018 4 729.27 2 658.155/ Hul/Student Collection Sr Batch PG/MMS 11136034 09/01/2020 22/11/2019 999.00 18/07/2018  
    Dewey Decimal Classification     Main Library Main Library 18/07/2018 4 729.27   658.155/ Hul/Student Collection Sr Batch PG/MMS 11136035 01/06/2019   999.00 18/07/2018  
    Dewey Decimal Classification     Main Library Main Library 18/07/2018 4 729.27   658.155/ Hul/Student Collection Sr Batch PG/MMS 11136036 01/06/2019   999.00 18/07/2018  
    Dewey Decimal Classification     Main Library Main Library 18/07/2018 4 729.27   658.155/ Hul/Student Collection Sr Batch PG/MMS 11136037 01/06/2019   999.00 18/07/2018  
    Dewey Decimal Classification     Main Library Main Library 18/07/2018 4 729.27 5 658.155/ Hul/Student Collection Sr Batch PG/MMS 11136038 09/12/2024 09/12/2024 999.00 18/07/2018 10/02/2025
    Dewey Decimal Classification     Main Library Main Library 18/07/2018 4 729.27 1 658.155/ Hul/Student Collection Sr Batch PG/MMS 11136039 03/02/2022 08/10/2021 999.00 18/07/2018  
    Dewey Decimal Classification     Main Library Main Library 18/07/2018 4 729.27 2 658.155/ Hul/Student Collection Sr Batch PG/MMS 11136040 10/12/2024 10/12/2024 999.00 18/07/2018 10/02/2025
    Dewey Decimal Classification     Main Library Main Library 18/07/2018 4 729.27 2 658.155/ Hul/Student Collection Sr Batch PG/MMS 11136041 26/03/2022 07/10/2021 999.00 18/07/2018  
    Dewey Decimal Classification     Main Library Main Library 18/07/2018 4 729.27   658.155/ Hul/Student Collection Sr Batch PG/MMS 11136042 01/06/2019   999.00 18/07/2018  
    Dewey Decimal Classification     Main Library Main Library 18/07/2018 4 729.27 2 658.155/ Hul/Student Collection Sr Batch PG/MMS 11136043 02/12/2024 02/12/2024 999.00 18/07/2018 10/02/2025
    Dewey Decimal Classification     Main Library Main Library 18/07/2018 4 729.27 2 658.155/ Hul/Student Collection Sr Batch PG/MMS 11136044 05/02/2022 09/10/2021 999.00 18/07/2018  
    Dewey Decimal Classification     Main Library Main Library 18/07/2018 4 729.27   658.155/ Hul/Student Collection Sr Batch PG/MMS 11136045 01/06/2019   999.00 18/07/2018  
    Dewey Decimal Classification     Main Library Main Library 18/07/2018 4 729.27 2 658.155/ Hul/Student Collection Sr Batch PG/MMS 11136046 05/02/2022 15/11/2021 999.00 18/07/2018  
    Dewey Decimal Classification     Main Library Main Library 18/07/2018 4 729.27   658.155/ Hul/Student Collection Sr Batch PG/MMS 11136047 01/06/2019   999.00 18/07/2018  
    Dewey Decimal Classification     Main Library Main Library 18/07/2018 4 729.27   658.155/ Hul/Student Collection Sr Batch PG/MMS 11136048 01/06/2019   999.00 18/07/2018  
    Dewey Decimal Classification     Main Library Main Library 18/07/2018 4 729.27 1 658.155/ Hul/Student Collection Sr Batch PG/MMS 11136049 27/08/2022 08/10/2021 999.00 18/07/2018  
    Dewey Decimal Classification     Main Library Main Library 18/07/2018 4 729.27   658.155/ Hul/Student Collection Sr Batch PG/MMS 11136050 01/06/2019   999.00 18/07/2018  
    Dewey Decimal Classification     Main Library Main Library 18/07/2018 4 729.27 1 658.155/ Hul/Student Collection Sr Batch PG/MMS 11136051 13/01/2023 11/11/2022 999.00 18/07/2018  
    Dewey Decimal Classification     Main Library Main Library 18/07/2018 4 729.27   658.155/ Hul/Student Collection Sr Batch PG/MMS 11136052 01/06/2019   999.00 18/07/2018  
    Dewey Decimal Classification     Main Library Main Library 18/07/2018 4 729.27 1 658.155/ Hul/Student Collection Sr Batch PG/MMS 11136053 05/02/2022 08/10/2021 999.00 18/07/2018  
    Dewey Decimal Classification     Main Library Main Library 18/07/2018 4 729.27 2 658.155/ Hul/Student Collection Sr Batch PG/MMS 11136054 05/02/2022 07/10/2021 999.00 18/07/2018  
    Dewey Decimal Classification     Main Library Main Library 18/07/2018 4 729.27 3 658.155/ Hul/Student Collection Sr Batch PG/MMS 11136055 11/03/2022 07/10/2021 999.00 18/07/2018  
    Dewey Decimal Classification     Main Library Main Library 18/07/2018 4 729.27 3 658.155/ Hul/Student Collection Sr Batch PG/MMS 11136056 05/02/2022 07/10/2021 999.00 18/07/2018  
    Dewey Decimal Classification     Main Library Main Library 18/07/2018 4 729.27 4 658.155/ Hul/Student Collection Sr Batch PG/MMS 11136057 27/01/2023 01/11/2022 999.00 18/07/2018  

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