eBooks-it.org Logo
eBooks-IT.org Inner Image

Gunter Meissner eBooks

Download free Gunter Meissner eBooks

Correlation Risk Modeling and Management

An Applied Guide including the Basel III Correlation Framework with Interactive Models in Excel / VBA
Correlation Risk Modeling and Management Image
A thorough guide to correlation risk and its growing importance in global financial markets Ideal for anyone studying for CFA, PRMIA, CAIA, or other certifications, Correlation Risk Modeling and Management is the first rigorous guide to the topic of correlation risk. A relatively overlooked type of risk until it caused major unexpected losses during the financial crisis of 2007 through 2009, correlation risk has become a major focus of the risk management departments in major financial institutions, particularly since Basel III specifically addressed correlation risk with new regulations. This offers a rigorous explanation of the topic, revealing new and updated approaches to modelling and risk managing correlation risk. Offers comprehensive cov...


2007 - 2017 © eBooks-IT.org