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Item Details
Title: THE CREDIT RISK OF COMPLEX DERIVATIVES
By: E. Banks
Format: Paperback

List price: £70.50


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ISBN 10: 1349512990
ISBN 13: 9781349512997
Publisher: PALGRAVE MACMILLAN
Pub. date: 1 January, 2004
Edition: 3rd ed. 2004
Series: Finance and Capital Markets Series
Pages: 556
Synopsis: Since the publication of the second edition of The Credit Risk of Complex Derivatives in 1997, the world of derivatives has gone through a period of dramatic change - in the external operating environment, product and market characteristic and risk management techniques. In the light of these changes, the text has been substantially reorganized, updated and expanded. Several new chapters have been added including: * Derivative losses * Risk governance and risk management efforts * Regulatory initiatives and advances * Credit risk portfolio models Aimed at clients, intermediaries and regulators, this edition will be focused clearly on risk education, risk management and risk disclosure in order to make participation in derivatives more secure, transparent, efficient and beneficial.
Illustrations: XIX, 556 p.
Publication: UK
Imprint: Palgrave Macmillan
Returns: Returnable
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