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Risk Management and Financial Institutions, + Web Site, 3/e


ISBN13:  9781118269039|672pages|paperback|©2012|NT$1380

John Hull - University of Toronto

The essential guide to managing financial institution risk, fully revised and updated
The dangers inherent in the financial system make understanding risk management essential for anyone working in, or planning to work in, the financial sector. A practical resource for financial professionals and students alike, Risk Management and Financial Institutions, Third Edition explains all aspects of financial risk as well as the way financial institutions are regulated, to help readers better understand financial markets and potential dangers.
Fully revised and updated, this new edition features coverage of Basel 2.5, Basel III and Dodd-Frank as well as expanded sections on counterparty credit risk, central clearing, and collateralization. In addition, end-of-chapter practice problems and a website featuring supplemental materials designed to provide a more comprehensive learning experience make this the ultimate learning resource. Written by acclaimed risk management expert, John Hull, Risk Management and Financial Institutions is the only book you need to understand—and respond to—financial risk.

Table of Contents
Ch 1 Introduction
Ch 2 Banks
Ch 3 Insurance Companies and Pension Plans
Ch 4 Mutual Funds and Hedge Funds
Ch 5 Trading in Financial Markets
Ch 6 The Credit Crisis of 2007
Ch 7 How Traders Manage Their Risks
Ch 8 Interest Rate Risk
Ch 9 Value at Risk
Ch 10 Volatility
Ch 11 Correlations and Copulas
Ch 12 Basel I, Basel II, and Solvency II
Ch 13 Basel 2.5, Basel III, and Dodd–Frank
Ch 14 Market Risk VaR: The Historical Simulation Approach
Ch 15 Market Risk VaR: The Model-Building Approach
Ch 16 Credit Risk: Estimating Default Probabilities
Ch 17 Counterparty Credit Risk in Derivatives
Ch 18 Credit Value at Risk
Ch 19 Scenario Analysis and Stress Testing
Ch 20 Operational Risk
Ch 21 Liquidity Risk
Ch 22 Model Risk
Ch 23 Economic Capital and RAROC
Ch 24 Risk Management Mistakes to Avoid