Product Information
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).Product Identifiers
PublisherJohn Wiley & Sons Inc
ISBN-100470821655
ISBN-139780470821657
eBay Product ID (ePID)94943814
Product Key Features
Number of Pages1348 Pages
Publication NameRisk Management: the Swaps & Financial Derivatives Library
LanguageEnglish
SubjectFinance, Finance & Accounting
Publication Year2005
TypeTextbook
AuthorSatyajit Das
FormatHardcover
Dimensions
Item Height234 mm
Item Weight1728 g
Additional Product Features
Country/Region of ManufactureUnited States
Title_AuthorSatyajit Das
Series TitleWiley Finance
Series Part/Volume NumberV. 2
Content NoteIllustrations,