Very good book for risk management.
Book Description
The first book of its kind to describe the firmwide risk management landscape in two leading financial institutions - SBC Warburg Dillon Read and Goldmans Sachs. In 20 chapters is covers: the context of risk management, risk management in the real world, and the changing world of risk management. It details: risk reports, risk capital management, stress test reports, hot spots reports, best replicating portfolio reports and implied view reports. It also examines capital allocation and capital investment and a general framework of measuring risk adjusted performance is presented. With a preface by Gerald E. Corrigan.
Paperback: 264 pages Publisher: Euromoney Institutional Investor PLC (February 1998) ISBN-10: 1855646277 ISBN-13: 978-1855646278
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99rabbit 版主注明： 标题与书名不符 -
本书书名实际是： Value at Risk: The New Benchmark for Managing Financial Risk by Philippe Jorion， 扫描版
而不是 “The Practice of Risk Management”。 请前面购买者都已经退币，网友再购买请注意，
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