Financial Risk Manager Handbook + Test Bank - Financial Risk Management

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The essential reference for financial risk management
Filled with in-depth insights and practical advice, the Financial Risk Manager Handbook is the core text for risk management training programs worldwide. Presented in a clear and consistent fashion, this completely updated Sixth Edition, mirrors recent updates to the new two-level Financial Risk Manager (FRM) exam, and is fully supported by GARP as the trusted way to prepare for the rigorous and renowned FRM certification. This valuable new edition includes an exclusive collection of interactive multiple-choice questions from recent FRM exams.

Financial Risk Manager Handbook, Sixth Edition supports candidates studying for the Global Association of Risk Professional's (GARP) annual FRM exam and prepares you to assess and control risk in today's rapidly changing financial world. Authored by renowned risk management expert Philippe Jorion, with the full support of GARP, this definitive guide summarizes the core body of knowledge for financial risk managers.
- Offers valuable insights on managing market, credit, operational, and liquidity risk
- Examines the importance of structured products, futures, options, and other derivative instruments
- Contains new material on extreme value theory, techniques in operational risk management, and corporate risk management
Financial Risk Manager Handbook is the most comprehensive guide on this subject, and will help you stay current on best practices in this evolving field. The FRM Handbook is the official reference book for GARP's FRM certification program.
Preface.

About the Author.

About GARP.

Introduction.

PART ONE Foundations of Risk Management.

CHAPTER 1 Risk Management.

PART TWO Quantitative Analysis.

CHAPTER 2 Fundamentals of Probability.

CHAPTER 3 Fundamentals of Statistics.

CHAPTER 4 Monte Carlo Methods.

CHAPTER 5 Modeling Risk Factors.

PART THREE Financial Markets and Products.

CHAPTER 6 Bond Fundamentals.

CHAPTER 7 Introduction to Derivatives.

CHAPTER 8 Option Markets.

CHAPTER 9 Fixed-Income Securities.

CHAPTER 10 Fixed-Income Derivatives.

CHAPTER 11 Equity, Currency, and Commodity Markets.

PART FOUR Valuation and Risk Models.

CHAPTER 12 Introduction to Risk Models.

CHAPTER 13 Managing Linear Risk.

CHAPTER 14 Nonlinear (Option) Risk Models.

PART FIVE Market Risk Management.

CHAPTER 15 Advanced Risk Models: Univariate.

CHAPTER 16 Advanced Risk Models: Multivariate.

CHAPTER 17 Managing Volatility Risk.

CHAPTER 18 Mortgage-Backed Securities Risk.

PART SIX Credit Risk Management.

CHAPTER 19 Introduction to Credit Risk.

CHAPTER 20 Measuring Actuarial Default Risk.

CHAPTER 21 Measuring Default Risk from Market Prices.

CHAPTER 22 Credit Exposure.

CHAPTER 23 Credit Derivatives and Structured Products.

CHAPTER 24 Managing Credit Risk.

PART SEVEN Operational and Integrated Risk Management.

CHAPTER 25 Operational Risk.

CHAPTER 26 Liquidity Risk.

CHAPTER 27 Firmwide Risk Management.

CHAPTER 28 The Basel Accord.

PART EIGHT Investment Risk Management.

CHAPTER 29 Portfolio Risk Management.

CHAPTER 30 Hedge Fund Risk Management.

Index.
PHILIPPE JORION is Professor of Finance at the School of Business at the University of California at Irvine. He was also a professor at Columbia, Northwestern, the University of Chicago, and the University of British Columbia. He holds an MBA and a PhD from the University of Chicago and a degree in engineering from the University of Brussels. Dr. Jorion has authored more than a hundred publications—directed towards academics and practitioners—on the topic of risk management and international finance. His work has received several prizes for research. Dr. Jorion has written the first five editions of Financial Risk Manager Handbook (Wiley), as well as Financial Risk Management: Domestic and International Dimensions; Big Bets Gone Bad: Derivatives and Bankruptcy in Orange County; and Value at Risk: The New Benchmark for Managing Financial Risk. He is also a Managing Director in the Risk Management Group at Pacific Alternative Asset Management Company (PAAMCO), a global fund of hedge funds.