Risk management for central banks and other public investors / edited by Ulrich Bindseil, Fernando González and Evangelos Tabakis.
نوع المادة : نصالناشر:Cambridge, UK ; New York : Cambridge University Press, 2009وصف:xxvi, 514 pages : illustrations ; 26 cmنوع المحتوى:- text
- unmediated
- volume
- 9780521518567 (hbk)
- 0521518563 (hbk)
- HG1811 R57 2009
نوع المادة | المكتبة الحالية | رقم الطلب | رقم النسخة | حالة | تاريخ الإستحقاق | الباركود | |
---|---|---|---|---|---|---|---|
كتاب | UAE Federation Library | مكتبة اتحاد الإمارات General Collection | المجموعات العامة | HG1811 R57 2009 (إستعراض الرف(يفتح أدناه)) | C.1 | Library Use Only | داخل المكتبة فقط | 30010000154391 | ||
كتاب | UAE Federation Library | مكتبة اتحاد الإمارات General Collection | المجموعات العامة | HG1811 R57 2009 (إستعراض الرف(يفتح أدناه)) | C.2 | المتاح | 30010000154390 |
Includes bibliographical references (pages 490-506) and index.
Part I. Investment Operations of Central Banks and Other Public Investors: 1. Central banks and other public institutions as financial investors U. Binseil; 2. Strategic asset allocation for central banks and public investors K. Nyholm and M. Koivu; 3. Credit risk modeling for public institutions' bond portfolios H. van der Hoorn; 4. Risk control framework, limits, reporting, compliance monitoring, and other risk control functions A. Manzanares and H. Schwartzlose; 5. Performance measurement and attribution H. Bourquin, S. Hesselberg and R. Marton; Part II. Collaterised Lending Operations: 6. Credit risk taking in collaterised lending operations U. Binseil and F. Papadia; 7. The collateral and credit risk mitigation frameworks of central banks E. Tabakis and B. Weller; 8. Risk mitigation measures and credit risk assessment in central bank policy operations F. Gonzalez and P. Molitor; 9. Risk measures for a repo portfolio E. Heinle and M. Koivu; Part III. Organisational Issues and Operational Risk Management: 10. Organisational issues relating to the risk management function of public investors E. Tabakis; 11. Operational risk management in central banks J.-C. Sevet.