The most complete, up to date guide to risk management in finance Risk Management and Financial Institutions explains all aspects of financial risk and financial institution regulation, helping readers better understand the financial markets and potential dangers. This new fourth edition has...

Practical tools and advice for managing financial risk, updated for a post-crisis world Advanced Financial Risk Management bridges the gap between the idealized assumptions used for risk valuation and the realities that must be reflected in management actions. It explains, in detailed yet...

The aim of the paper is to interpret a simulation on two portfolios (equity & commodities) of several thousands data. The returns and the volatility are analysed through basic statistics (mean, standard deviation, skewness, histogram) and the value-at-risk. The VaR is calculated using different...

Intro -- Title Page -- Copyright -- Foreword -- Preface -- 1 Revision of the Standardised Approach for Credit Risk -- 1.1 Introduction -- 1.2 General aspects -- 1.3 Use of external ratings -- 1.4 Credit risk mitigation techniques -- 1.5 Conclusions -- Recommended Literature -- Notes -- 2 The...