David Murphy
published:2008
Copyright© 2008 by Taylor & Francis Group, LLC
PART ONE Risk Management and the Behaviour of Products
CHAPTER 1 Markets, Risks and Risk Management in Context
CHAPTER 2 Derivatives and Quantitative Market Risk Management
PART TWO Economic and Regulatory Capital Models
CHAPTER 3 Capital: Motivation and Provision
CHAPTER 4 Market Risk Capital Models
CHAPTER 5 Credit Risk and Credit Risk Capital Models
CHAPTER 6 Operational Risk and Further Topics in Capital Estimation
CHAPTER 7 Bank Regulation and Capital Requirements
PART THREE Treasury and Liquidity Risks
CHAPTER 8 The Treasury and Asset/Liability Management
CHAPTER 9 Liquidity Risk Management
PART FOUR Some Trading Businesses and Their Challenges
CHAPTER 10 An Introduction to Structured Finance
CHAPTER 11 Novel Asset Classes, Basket Products, and Cross-Asset Trading