includes index

"Contents: Part 1: Foundation of risk management -- derivatives basics -- measuring volatility -- the yield curve -- choosing appropriate VaR model parameters and risk measurement methods -- Part 2: Market risk, credit risk and operational risk -- yield curve risk factors: domestic and global contexts -- implementation of a value-at-risk system -- additional risks in fixed-income markets -- backtesting -- credit risk management models -- risk management of credit derivatives -- operational risk -- Part 3: Additional risk types -- coping with model risk -- liquidity risk -- accounting risk -- external reporting: compliance and documentation risk -- energy risk management -- implementation of price testing -- Part 4: Capital management, technology and regulation -- implementing a firm-wide risk management framework -- selecting and implementing enterprise risk management technologies -- establishing a capital-based limit structure -- a framework for attributing economic capital and enhancing shareholder value -- international regulatory requirements for risk management (1988-1998) -- risk transparency."