Sách/BookAuthors: Jimmy Skoglund (2015)
This book is the product of the authors' experience in developing and implementing risk analytics in banks around the globe, giving you a comprehensive, quantitative-oriented risk management guide specifically for the practitioner.Compute and manage market, credit, asset, and liability risk.Perform macroeconomic stress testing and act on the results.Get up to date on regulatory practices and model risk management. Examine the structure and construction of financial risk systems.Delve into funds transfer pricing, profitability analysis, and more .Quantitative capability is increasing with lightning speed, both methodologically and technologically. 
