The Need for Risk Management Systems.
The New Regulatory and Corporate Environment.
Structuring and Managing the Risk Management Function in a Bank.
The New BIS Capital Requirements for Financial Risks.
Measuring Market Risk: The VaR Approach.
Measuring Market Risk: Extensions of the VaR Approach and Testing the Models.
Credit Rating Systems.
Credit Migration Approach to Measuring Credit Risk.
The Contingent Claim Approach to Measuring Credit Risk.
Other Approaches: The Actuarial and Reduced-form Approaches to Measuring Credit Risk.
Comparison of Industry-sponsored Credit Models and Associated Back-Testing Issues.
Hedging Credit Risk.
Managing Operational Risk.
Capital Allocation and Performance Measurement.
Risk Management in Nonbank Corporations.
Risk Management in the Future.