Financial Risk Management - Población García, Francisco Javier

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Auteur(s) : Población García, Francisco Javier

Editeur : Springer International Publishing Ag

Langue : Anglais

Parution : 30/06/2018

Format : Moyen, de 350g à 1kg

Nombre de pages : 444

Expédition : 570

Dimensions : 21.0 x 14.8 x 2.4

ISBN : 3319823345

Résumé :

Francisco Javier Poblaci?n Garc?a is a Principal Financial Stability Expert at the European Central Bank. He holds a master's degree in economics and finance and a PhD in banking and finance. He has previously worked at Oliver Wyman and Repsol YPF, and was a Bank Inspector at Banco de Espa?a, before joining the European Central Bank. He has also had significant experience in teaching university level courses in risk management.

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Biographie:

Francisco Javier Poblaci?n Garc?a is a Principal Financial Stability Expert at the European Central Bank. He holds a master's degree in economics and finance and a PhD in banking and finance. He has previously worked at Oliver Wyman and Repsol YPF, and was a Bank Inspector at Banco de Espa?a, before joining the European Central Bank. He has also had significant experience in teaching university level courses in risk management.

Sommaire:

Part I: Introduction and Perspectives.- Chapter 1: Introduction.- Chapter 2: Risk Quantification.- Part II: Market Risk.- Chapter 3: One-Dimensional Market Risk-Equity Risk.- Chapter 4: Multidimensional Market Risk.- Chapter 5: Interest Rate Risk.- Chapter 6: Exchange Rate Risk.- Chapter 7: Price Risk in Commodities.- Chapter 8: Market Risk Hedging.- Part III: Credit Risk.- Chapter 9: Credit Risk-Measurement.- Chapter 10: Credit Risk-Valuation.- Chapter 11: Credit Risk Management.- Chapter 12: Derivative Credit Risk (Counterparty Risk).- Part IV: Other Risks.- Chapter 13: Operational Risk.- Chapter 14: Liquidity Risk.- Chapter 15: Country Risk.- Part V:? Financial Implications of Risk.- Chapter 16: The CAPM.- Chapter 17: The WACC.