• Book cover of The Market Risk Amendment: Understanding The Marking-To-Model And Value-At-Risk by Dimitris N. Chorafas

    A note on book covers: while we do our best to ensure the accuracy of cover images, ISBNs may at times be reused for different editions of the same title which may hence appear as a different cover.

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The Market Risk Amendment: Understanding The Marking-To-Model And Value-At-Risk

The Market Risk Amendment: Understanding The Marking-To-Model And Value-At-Risk

by Dimitris N. Chorafas
$38.90
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Explains the impact of the 1996 Market Risk Amendment and describes strategies and practices for establishing and maintaining compliance for financial institutions. Discusses the importance of backtesting results obtained through modeling and actual market performance in pricing assets and liabilities, makes specific recommendations for implementing the Market Risk Amendment, and explains value-at-risk and other risk-management tools from both a conceptual and an applications standpoint. For professionals in banking and finance. Annotation c. by Book News, Inc., Portland, Or.

Details of Book

ISBN13: 9780786312245
ISBN10: 0786312246
Language: English
Publisher: Mcgraw-hill
Publication Year: 1997
Format: Hardcover

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A note on book covers: while we do our best to ensure the accuracy of cover images, ISBNs may at times be reused for different editions of the same title which may hence appear as a different cover.

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  • One Line Summary

    Insightful guide on market risk management strategies.

  • Who is this book for?

    This book is a great resource if you're involved in banking or finance and want to deepen your understanding of market risk management. It offers detailed strategies and practical advice on compliance and modeling, making complex concepts like value-at-risk accessible and applicable. For anyone looking to strengthen their skills in risk assessment and regulatory adherence, it's a valuable and comprehensive read.
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