The Credit Risk of Complex Derivatives by E Banks
Preface PART I: DERIVATIVES, CREDIT AND RISK MANAGEMENT An Overview of the Derivatives Marketplace Derivative Losses Risk Governance and Risk Management Regulatory Initiatives and Advances PART II: THE CREDIT RISK OF COMPLEX DERIVATIVES Classification and Quantification of Credit Risk Quantifying Option Credit Risk The Credit Risk of Compound Option Strategies The Credit Risk of Complex Options Quantifying Swap Credit Risk The Credit Risk of Complex Swaps PART III: CREDIT PORTFOLIO RISK MANAGEMENT ISSUES Credit Risk Management of Derivative Portfolios: Quantitative Issues Credit Risk Portfolio Models Credit Risk Management of Derivative Portfolios: Qualitative Issues Appendix 1: Option Valuation Appendix 2: Twenty Questions for the Derivatives Desk Appendix 3: ISDA 2002 Master Agreement Glossary References Index-
Explaining and Forecasting the US Federal Funds Rate
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Asset Management Standards
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Advances in Risk Management
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Asset Allocation and International Investments
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Exchange Traded Funds as an Investment Option
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The Economics of the Financial Crisis
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Quantitative Portfolio Optimisation, Asset Allocation and Risk Management
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Diversification and Portfolio Management of Mutual Funds
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Derivatives and Internal Models
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The Taxation of Equity Derivatives and Structured Products
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Investor Relations
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Climate Trading
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Energy Price Risk
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Operational Risk Management
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Liquidity Risk
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Adequate Decision Rules for Portfolio Choice Problems
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Global Custody and Clearing Services
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Strategy, Value and Risk - The Real Options Approach
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Performance of Mutual Funds
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Mergers and Acquisitions
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Parimutuel Applications In Finance
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The Electronic Financial Markets of the Future
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Yield Curve Modeling
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Energy Risk Modeling
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Quantitative Methods for Electricity Trading and Risk Management
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Stock Market Developments in the Countries of the Gulf Cooperation Council
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Active Fixed Income and Credit Management
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The New Global Regulatory Landscape
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Financial Lexicon
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Risk Management Systems
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Capital Market Instruments
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Technology Management in Financial Services
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International Financial Operations
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Quantification of Operational Risk under Basel II
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Energy Hedging in Asia: Market Structure and Trading Opportunities
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Risk and Financial Catastrophe
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Basel III Credit Rating Systems
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The Insider's View on Corporate Governance
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International Loan Documentation
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Economic Capital and Financial Risk Management for Financial Services Firms and Conglomerates
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Asia Pacific Derivative Markets
'The author of this book deserves praise for providing a valuable reference for those looking to improve their technical and product knowledge..essential reference material for any derivative-focused credit department.' - Tony Aston, Chase Manhattan, Risk Magazine
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.
| SKU | Unavailable |
| ISBN 13 | 9781349512997 |
| ISBN 10 | 1349512990 |
| Title | The Credit Risk of Complex Derivatives |
| Author | E Banks |
| Series | Finance And Capital Markets Series |
| Condition | Unavailable |
| Binding Type | Paperback |
| Publisher | Palgrave Macmillan |
| Year published | 2004-01-01 |
| Number of pages | 556 |
| Cover note | Book picture is for illustrative purposes only, actual binding, cover or edition may vary. |
| Note | Unavailable |