Title Understanding market, credit, and operational risk : the value at risk approach / Linda Allen, Jacob Boudoukh, and Antony Saunders

Published Malden, MA. ; Oxford : Blackwell, 2004

Copies

Location	Call no.	Vol.	Availability
MELB	332.10681 All/Umc		AVAILABLE

Description xxii, 284 pages : illustrations ; 24 cm Contents 1. Introduction to Value at Risk (VaR) -- 2. Quantifying Volatility in VaR Models -- 3. Putting VaR to Work -- 4. Extending the VaR Approach to Non-tradable Loans -- 5. Extending the VaR Approach to Operational Risks -- 6. Applying VaR to Regulatory Models -- 7. VaR: Outstanding Research Notes Formerly CIP. Uk Bibliography Includes bibliographical references (pages [257]-269) and index Subject Credit -- Management. Operational risk. Financial futures. Risk management. Author Boudoukh, Jacob. Saunders, Anthony, 1949- LC no. 2003007540 ISBN 0631227091 :

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