Financial Risk Manager Handbook 2001-2002

Acknowledgments; Introduction; QUANTITATIVE ANALYSIS; Bond Fundamentals; Fundamentals of Probability; Fundamentals of Statistics; Monte Carlo Methods; CAPITAL MARKETS; Introduction to Derivatives; Options; Fixed-Income Securities; Fixed-Income Derivatives; Equity Markets; Currencies and Commodities Markets; MARKET RISK MANAGEMENT; Introduction to Market Risk Measurement; Identification of Risk Factors; Sources of Risk; Hedging Linear Risk; Non-Linear Risk: Options; Modeling Risk Factors; VAR Methods; CREDIT RISK MANAGEMENT; Introduction to Credit Risk; Measuring Actuarial Default Risk; Measuring Default Risk from Market Prices; Credit Exposure; Credit Derivatives; Managing Credit Risk; OPERATIONAL AND INTEGRATED RISK MANAGEMENT; Operational Risk; Risk Capital and RAROC; Best Practices Reports; Firmwide Risk Management; LEGAL, ACCOUNTING, AND TAX RISK MANAGEMENT; Legal Issues; Accounting and Tax Issues; REGULATION AND COMPLIANCE; Regulation of Financial Institutions; The Basel Accord; The Basel Market Risk Charges; Index.