The Credit Risk of Complex Derivatives

E. Banks

ISBN 10: 1403916691 / ISBN 13: 9781403916693

Published by Palgrave Macmillan UK Dez 2003, 2003

About this Item

Neuware - 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.

Seller Inventory # 9781403916693

Bibliographic Details

• Title: The Credit Risk of Complex Derivatives
• Publisher: Palgrave Macmillan UK Dez 2003
• Publication Date: 2003
• Language: English
• ISBN 10: 1403916691
• ISBN 13: 9781403916693
• Binding: Buch
• Edition: 3rd Edition
• Condition: Neu
• Dimensions: 240W x 155H x 34D millimeters 240 millimeters width by 155 millimeters height by 34 millimeters depth
• Weight: 962 grams

About this title

Synopsis

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.

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.