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| Satyajit Das is an international specialist in the area of financial derivatives, risk management and capital markets. Since 1994, he has been a consultant to financial institutions and corporations on derivatives and financial products and risk management issues. He presents seminars on financial derivatives/ risk management and capital markets in Europe, North America, Asia and Australia. |
| Introduction RISK MANAGEMENT PRINCIPLES 1 Framework For Risk Management MARKET RISK 2 Market Risk Measurement—Value at Risk Models 3 Stress Testing 4 Portfolio Valuation/Mark-To-Market CREDIT RISK 5 Derivative Credit Risk: Measurement 6 Derivative Credit Exposure: Management & Credit Enhancement 7 Derivative Product Companies OTHER RISKS 8 Liquidity Risk 9 Model Risk 10 Operational Risk ORGANISATION OF RISK MANAGEMENT 11 Risk Management Function 12 Risk Adjusted Performance Management OPERATIONAL ASPECTS 13 Operational, Systems & Technology Issues 14 Legal Issues and Documentation 15 Accounting Issues 16 Taxation Aspects of Swaps and Financial Derivatives REGULATORY ASPECTS OF DERIVATIVES 17 Credit Risk: Regulatory Framework Appendix: Basle II 18 Market Risk: Regulatory Framework Appendix: Basle 1996 Index |
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