책 이미지
책 정보
· 분류 : 외국도서 > 경제경영 > 보험 > 위험요소 평가/관리
· ISBN : 9781107403567
· 쪽수 : 542쪽
목차
Foreword; Introduction; Part I. Investment Operations of Central Banks and Other Public Investors: 1. Central banks and other public institutions as financial investors U. Bindseil; 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. Bindseil 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; Index.