Items related to The Credit Risk of Complex Derivatives (Finance and...

The Credit Risk of Complex Derivatives (Finance and Capital Markets Series) - Hardcover

Banks, Erik

 
9780333694626: The Credit Risk of Complex Derivatives (Finance and Capital Markets Series)

Synopsis

This edition of The Credit Risk of Complex Derivatives is fully updated and enhanced. It discusses and analyses the credit risks of the new financial derivatives. The book commences with an overview of the regulatory environment and the renewed emphasis on risk Management. It then provides a comprehensive review of complex options and swaps, with extensive examples and illustrations. The text concludes with a detailed discussion of portfolio credit risk issues and techniques in order to ensure the most effective and accurate understanding of complex derivative credit risk.

"synopsis" may belong to another edition of this title.

About the Author

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.

Review

' ...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 of Chase Manhattan, London in Risk

"About this title" may belong to another edition of this title.

Other Popular Editions of the Same Title

9781349144860: The Credit Risk of Complex Derivatives (Finance and Capital Markets Series)

Featured Edition

ISBN 10:  134914486X ISBN 13:  9781349144860
Publisher: Palgrave Macmillan, 1997
Softcover