TY  - BOOK
AU  - Hull,John
TI  - Risk management and financial institutions
T2  - Wiley finance
SN  - 9781118269039
U1  - 332.1068 
PY  - 2012///
CY  - Hoboken, N.J.
PB  - John Wiley
KW  - Risk management
KW  - Financial institutionsœxManagement
N1  - Banks -- Insurance companies and pension plans -- Mutual funds and hedge funds -- Trading in financial markets -- The credit crisis of 2007 -- How traders manage their risks -- Interest rate risk -- Value at risk -- Valatility -- Correlations and copulas -- Basel I, Basel II, and solvency II -- Basel 2.5, Basel III, and Dodd-Frank --   Market risk VaR: the historical simulation approach --   Market risk VaR: the model-building approach -- Credit   risk: estimating default probabilities -- Counterparty   credit risk in derrivatives -- Credit value at risk --   Scenario analysis and stress testing -- Operational risk -  - Liquidity risk -- Model risk -- Economic capital and   RAROC -- Risk management mistakes to avoid
ER  -