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| 书名： | Risk Management under UCITS III/IV | |
|---|---|---|
| 作者： | Christian Szylar | |
| 出版时间： | 2013-03-07 | |
| ISBN： | 9781848212107(P-ISBN) ，9781118557709(O-ISBN) | |
| 摘要： | ||
| 摘要： | ||
书目详情：
Front Matter (pages i–XVI)
Chapter 1
UCITS to UCITS III (pages 1–32)Chapter 2
Risk Management History (pages 33–62)Chapter 3
Definition of the Value-at-Risk (pages 63–94)Chapter 4
UCITS III Risk Management Process and Taxonomy of Risks (pages 95–102)Chapter 5
Risk Management Organization (pages 103–126)Chapter 6
Financial Derivative Instruments and UCITS (pages 127–144)Chapter 7
Global Exposure and Leverage (pages 145–162)Chapter 8
Stress Testing (pages 163–176)Chapter 9
Backtesting (pages 177–190)Chapter 10
Counterparty and Issuer Risk, Concentration Limits and Appropriate Cover (pages 191–197)Chapter 11
Liquidity Risk (pages 199–208)Chapter 12
Other Risk Indicators that can be used in the Risk Management Process (pages 209–223)Conclusion (pages 225–234)Risk Glossary (pages 235–262)PMS Risk Engine (pages 263–264)Bibliography (pages 265–270)Index (pages 271–272)
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