Risk Management and Financial Institutions (1)

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1、StudyNotes:RiskManagementandFinancialInstitutionsByZhipengYanRiskManagementandFinancialInstitutionsByJohnC.HullChapter3HowTradersmanageTheirExposures........................................................................2Chapter4InterestRateRisk...............

2、..........................................................................................3Chapter5Volatility.......................................................................................................................5Chapter6CorrelationsandCopulas..

3、...........................................................................................7Chapter7BankRegulationandBaselII......................................................................................9Chapter8TheVaRMeasure.............................

4、..........................................................................11Chapter9MarketRiskVaR:HistoricalSimulationApproach...................................................14Chapter10MarketRiskVaR:Model-BuildingApproach.....................................

5、....................16Chapter11CreditRisk:EstimatingDefaultProbabilities.........................................................17Chapter12CreditRiskLossesandCreditVaR.........................................................................20Chapter13CreditDer

6、ivatives...................................................................................................22Chapter14OperationalRisk......................................................................................................24Chapter15ModelRiskandLiq

7、uidityRisk...............................................................................25Chapter17Weather,Energy,andInsuranceDerivatives...........................................................27Chapter18BigLossesandWhatWeCanLearnFromThem...................

8、................................28T1Bootstrap.............................................................................................................................30T