- Hardcover: 576 pages
- Publisher: Palgrave Macmillan; 3 edition (2 Dec 2003)
- Language English
- ISBN-10: 1403916691
- ISBN-13: 978-1403916693
- Product Dimensions: 24 x 15.5 x 3.4 cm
- Amazon Bestsellers Rank: 2,081,810 in Books (See Top 100 in Books)
- See Complete Table of Contents
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More About the Author
Product Description
Review
'The author of this book deserves praise for providing a valuable reference for those looking to improve their technical and product knowledge...essential reference material for any derivative-focused credit department.' - Tony Aston, Chase Manhattan, Risk Magazine
Product Description
Since the publication of the second edition of The Credit Risk of Complex Derivatives in 1997, the world of derivatives has gone through a period of dramatic change - in the external operating environment, product and market characteristic and risk management techniques. In the light of these changes, the text has been substantially reorganized, updated and expanded. Several new chapters have been added including:
* Derivative losses
* Risk governance and risk management efforts
* Regulatory initiatives and advances
* Credit risk portfolio models
Aimed at clients, intermediaries and regulators, this edition will be focused clearly on risk education, risk management and risk disclosure in order to make participation in derivatives more secure, transparent, efficient and beneficial.
* Derivative losses
* Risk governance and risk management efforts
* Regulatory initiatives and advances
* Credit risk portfolio models
Aimed at clients, intermediaries and regulators, this edition will be focused clearly on risk education, risk management and risk disclosure in order to make participation in derivatives more secure, transparent, efficient and beneficial.
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Front Cover | Copyright | Table of Contents | Excerpt | Index | Back Cover
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