Setting limits for market risk
Auteur :
Chorafas, Dimitris N.
Éditeur :
Euromoney Institutional Investor
ISBN :
9781855646964
Date de publication :
1 janv. 1999
Dimensions :
23,0 cm
Langue :
Anglais
Pays d'origine :
Grande Bretagne
Focuses on setting limits for market risk within a comprehensive system of internal controls, including the necessary management policies. Detailed analysis covers interest rate, currency and mismatch risk, country risk and limits, equity and derivatives markets and new capital adequacy solutions.