The Credit Risk of Complex Derivatives

By:

E. Banks

Format:

Hardback

Series:

Finance and Capital Markets Series

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Description

Since the publication of the 2nd 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 new edition will be focussed clearly on risk education, risk management and risk disclosure in order to make participation in derivatives more secure, transparent, efficient and beneficial.

Author Biography:

ERIK BANKS has held senior risk management positions at several global financial institutions, including Partner and Chief Risk Officer of Bermuda reinsurer XL Capital's derivatives subsidiary, and Managing Director of Corporate Risk Management at Merrill Lynch, where he spent 13 years managing credit risk, market risk and risk analytics/technology teams in Tokyo, Hong Kong, London and, latterly, New York. He received early bank training at Citibank and Manufacturers Hanover, and is the author of a dozen books on risk management, emerging markets, derivatives, alternative risk transfer, merchant banking, and electronic finance.

Release date Australia

December 2nd, 2003

Author

E. Banks

Audiences

Professional & Vocational
Tertiary Education (US: College)

Edition

3rd ed. 2004

Illustrations

XIX, 556 p.

Pages

556

Series

Finance and Capital Markets Series

Dimensions

152x229x32

ISBN-13

9781403916693

Product ID

1645596

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