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Practical Methods of Financial Engineering and Risk Management
book

Practical Methods of Financial Engineering and Risk Management

by Rupak Chatterjee
August 2014
Intermediate to advanced content levelIntermediate to advanced
388 pages
9h 44m
English
Apress
Content preview from Practical Methods of Financial Engineering and Risk Management

CHAPTER 7

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Risk Types, CVA, Basel III, and OIS Discounting

The foregoing chapters described various financial contracts along with their valuation and risk on an instrument by instrument basis. In reality, internal heads of risk management and government regulators must look at the overall risk of the firm across all trading activities and asset classes.

Risk Types

To make firm-wide risk management tractable, the following general categories of risk must be considered.

Market Risk

Chapters 15 all dealt with market risk. This is the risk of losses coming from the market change of asset prices that negatively affect the mark-to-market positions ...

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Publisher Resources

ISBN: 9781430261346Purchase book