Central Bank of Nigeria Library

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The fundamentals of risk measurement /

By: Material type: TextTextPublication details: New York : McGraw-Hill, c2002.Description: xi, 415 pISBN:
  • 0071386270
Subject(s): DDC classification:
  • 332.1'068'1 MAR
LOC classification:
  • HD61 .M267 2002
Online resources: Summary: The book discusses the meaning of capital and how the risks that a bank faces are related to the amount of capital that the bank should hold. This book describes two building blocks of integrated risk measurement. It reviews statistical relationships used in risk measurement and provides reference material. It describes ways to measure market risks.
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Holdings
Item type Current library Collection Call number Status Date due Barcode
Monograph & others Monograph & others CBN HQ Library General Stacks Non-fiction 332.1'068'1 MAR (Browse shelf(Opens below)) Available 31008100000526

Includes bibliographical references and index.

The book discusses the meaning of capital and how the risks that a bank faces are related to the amount of capital that the bank should hold. This book describes two building blocks of integrated risk measurement. It reviews statistical relationships used in risk measurement and provides reference material. It describes ways to measure market risks.

lje 02/05/13

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