Financial risk manager handbook

Abstract

Part I: Quantitative Analysis -- Chapter 1. Bond Fundamentals -- Chapter 2. Fundamentals of Probability -- Chapter 3. Fundamentals of Statistics -- Chapter 4. Monte Carlo Methods -- Part II: Capital Markets -- Chapter 5. Introduction to Derivatives -- Chapter 6. Options -- Chapter 7. Fixed-Income Securities -- Chapter 8. Fixed-Income Derivatives -- Chapter 9. Equity Markets -- Chapter 10. Currencies and Commodities Markets -- Part III: Market Risk Management -- Chapter 11. Introduction to Market Risk Measurement -- Chapter 12. Identification of Risk Factors -- Chapter 13. Sources of Risk -- Chapter 14. Hedging Linear Risk -- Chapter 15. Nonlinear Risk: Options -- Chapter 16. Modeling Risk Factors -- Chapter 17. VAR Methods -- Part IV: Credit Risk Management -- Chapter 18. Introduction to Credit Risk -- Chapter 19. Measuring Actuarial Default Risk -- Chapter 20. Measuring Default Risk from Market Prices -- Chapter 21. Credit Exposure -- Chapter 22. Credit Derivatives -- Chapter 23. Managing Credit Risk -- Part V: Operational and Integrated Risk Management -- Chapter 24. Operational Risk -- Chapter 25. Risk Capital and RAROC -- Chapter 26. Best Practices Reports -- Chapter 27. Firmwide Risk Management -- Part VI: Legal, Accounting, and Tax Risk Management -- Chapter 28. Legal Issues -- Chapter 29. Accounting and Tax Issues -- Part VII: Regulation and Compliance -- Chapter 30. Regulation of Financial Institutions -- Chapter 31. The Basel Accord -- Chapter 32. The Basel Market Risk Charges