Financial risk manager handbook 2001-2002
Author(s)
Bibliographic Information
Financial risk manager handbook 2001-2002
Wiley, c2001
Available at 4 libraries
  Aomori
  Iwate
  Miyagi
  Akita
  Yamagata
  Fukushima
  Ibaraki
  Tochigi
  Gunma
  Saitama
  Chiba
  Tokyo
  Kanagawa
  Niigata
  Toyama
  Ishikawa
  Fukui
  Yamanashi
  Nagano
  Gifu
  Shizuoka
  Aichi
  Mie
  Shiga
  Kyoto
  Osaka
  Hyogo
  Nara
  Wakayama
  Tottori
  Shimane
  Okayama
  Hiroshima
  Yamaguchi
  Tokushima
  Kagawa
  Ehime
  Kochi
  Fukuoka
  Saga
  Nagasaki
  Kumamoto
  Oita
  Miyazaki
  Kagoshima
  Okinawa
  Korea
  China
  Thailand
  United Kingdom
  Germany
  Switzerland
  France
  Belgium
  Netherlands
  Sweden
  Norway
  United States of America
Note
"GARP"
"Wiley finance"--Cover
Includes index
Description and Table of Contents
Description
The Financial Risk Management Exam (FRM Exam), developed and organized by The Global Association of Risk Professionals, is given annually in November to risk professionals who want to earn FRM certification. The FRM Certificate Program's goal is to establish an industry standard of minimum professional competence in the field. The examination is fast becoming an essential requirement for risk managers all over the world. The "FRM Handbook" is the instructor's guide for the exam and learning guide among in-house training programmes and university courses focused on financial risk management.
Table of Contents
- Acknowledgments
- Introduction
- QUANTITATIVE ANALYSIS
- Bond Fundamentals
- Fundamentals of Probability
- Fundamentals of Statistics
- Monte Carlo Methods
- CAPITAL MARKETS
- Introduction to Derivatives
- Options
- Fixed-Income Securities
- Fixed-Income Derivatives
- Equity Markets
- Currencies and Commodities Markets
- MARKET RISK MANAGEMENT
- Introduction to Market Risk Measurement
- Identification of Risk Factors
- Sources of Risk
- Hedging Linear Risk
- Non-Linear Risk: Options
- Modeling Risk Factors
- VAR Methods
- CREDIT RISK MANAGEMENT
- Introduction to Credit Risk
- Measuring Actuarial Default Risk
- Measuring Default Risk from Market Prices
- Credit Exposure
- Credit Derivatives
- Managing Credit Risk
- OPERATIONAL AND INTEGRATED RISK MANAGEMENT
- Operational Risk
- Risk Capital and RAROC
- Best Practices Reports
- Firmwide Risk Management
- LEGAL, ACCOUNTING, AND TAX RISK MANAGEMENT
- Legal Issues
- Accounting and Tax Issues
- REGULATION AND COMPLIANCE
- Regulation of Financial Institutions
- The Basel Accord
- The Basel Market Risk Charges
- Index.
by "Nielsen BookData"