Risk management / 3rd ed. revised.

introduction
risk management principles
　1 framework for risk management
market risk
　2 market risk measurement—value at risk models
　3 stress testing
　4 portfolio valuation/mark-to-market
credit risk
　5 derivative credit risk: measurement
　6 derivative credit exposure: management & credit enhancement
　7 derivative product companies
other risks
　8 liquidity risk
　9 model risk
　10 operational risk
organisation of risk management
　11 risk management function
　12 risk adjusted performance management
operational aspects
　13 operational, systems & technology issues
.　14 legal issues and documentation
　15 accounting issues
　16 taxation aspects of swaps and financial derivatives
regulatory aspects of derivatives
　17 credit risk: regulatory framework
appendix: basle ii
　18 market risk: regulatory framework
appendix: basle 1996
index