Marc Lore and Lev Borodovsky. The Professional’s Handbook of Financial Risk Management

First published 2000.
Contents.

Part 1 Foundation Of Risk Management1.
Derivatives Basics Allan M. Malz 3.
Measuring VolatilityKostas Giannopoulos.
The Yield CurveP. K. Satish.
Choosing Appropriate Var Model Parameters And Risk.
Measurement Methods Ian Hawkins.
Part 2 Market Risk, Credit Risk And Operational Risk.
Yield Curve Risk Factors: Domestic And Global.
Contexts Wesley Phoa.
mplementation Of A Value-At-Risk System Alvin Kuruc.
Additional Risks In Fixed-Income Markets Teri L. Geske.
Stress Testing Philip Best.
Backtesting Mark Deans.
Credit Risk Management Models Richard K. Skora.
Risk Management Of Credit Derivatives Kurt S. Wilhelm.
Operational Risk Michel Crouhy, Dan Galai and Bob Mark.
Operational Risk Duncan Wilson.
Part 3 Additional Risk Types.
Coping With Model Risk.
Liquidity Risk Robert E. Fiedler.
Energy Risk Management Grant Thain.
mplementation Of Price Testing Andrew Fishman.
Part 4 Capital Management, Technology And Regulation.
mplementing A Firm-Wide Risk Management Framework.
Shyam Venkat I.
Selecting And Implementing Enterprise Risk Management.
Technologies Deborah L. Williams.
Establishing A Capital-Based Limit Structure.
Michael Hanrahan.
nteational Regulatory Requirements For Risk.
Management (1988–1998).
Mattia L. Rattaggi.
Risk Transparency Alan Laubsch.