Welcome to Scribd, the world's digital library. Read, publish, and share books and documents. See more
Standard view
Full view
of .
Save to My Library
Look up keyword
Like this
0 of .
Results for:
No results containing your search query
P. 1
Risk Management Crouhy

Risk Management Crouhy

Ratings: (0)|Views: 80 |Likes:
Published by Tu Nguyen

More info:

Published by: Tu Nguyen on Dec 01, 2012
Copyright:Attribution Non-commercial


Read on Scribd mobile: iPhone, iPad and Android.
download as PDF, TXT or read online from Scribd
See more
See less





Page i
Risk Management
Michel CrouhyDan GalaiRobert Mark 
Page v
 By Robert C. Merton
 By John Hunkin
xviiPrefacexixChapter 1The Need for Risk Management Systems11. Introduction12. Historical Evolution43. The Regulatory Environment194. The Academic Background and Technological Changes215. Accounting Systems versus Risk Management Systems296. Lessons from Recent Financial Disasters317. Typology of Risk Exposures348. Extending Risk Management Systems to NonfinancialCorporations39Notes41Chapter 2The New Regulatory and Corporate Environment451. Introduction452. The Group of 30 (G-30) Policy Recommendations483. The 1988 BIS Accord: The "Accord"534. The "1996 Amendment" or "BIS 98"625. The BIS 2000
Accord68Notes91Chapter 3Structuring and Managing the Risk Management Function in a Bank 971. Introduction972. Organizing the Risk Management Function: Three-PillarFramework 99

Activity (6)

You've already reviewed this. Edit your review.
1 hundred reads
merc2 liked this
kenan cosguner liked this
rasguli liked this
johneddlewis liked this
Tin Cheung Man liked this

You're Reading a Free Preview

/*********** DO NOT ALTER ANYTHING BELOW THIS LINE ! ************/ var s_code=s.t();if(s_code)document.write(s_code)//-->