The Credit Risk of Complex Derivatives

By:

E. Banks

Format:

Paperback / softback

Series:

Finance and Capital Markets Series

Show Hide Adult Content

$405.99

Available from supplier

Usually ships in 3-4 weeks

0 in Trolley

Price Match

Buy Now, Pay Later with:

4 payments of $101.50 with Afterpay Learn more

Availability

Delivering to:

Estimated arrival:

Around 12-24 June using International Courier

Description

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.

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

January 1st, 2004

Author

E. Banks

Audience

Professional & Vocational

Edition

3rd ed. 2004

Illustrations

XIX, 556 p.

Pages

556

Series

Finance and Capital Markets Series

ISBN-13

9781349512997

Product ID

25603426

Customer reviews

Nobody has reviewed this product yet. You could be the first!

Write a Review

Marketplace listings

There are no Marketplace listings available for this product currently.
Already own it? Create a free listing and pay just 9% commission when it sells!

Sell Yours Here