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Risk Management Crouhy

Risk Management Crouhy

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Published by Tu Nguyen

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

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08/03/2013

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Page i
Risk Management
Michel CrouhyDan GalaiRobert Mark 
 
 
Page v
Contents
Foreword
 By Robert C. Merton
xiiiIntroduction
 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
 

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