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| LEADER |
02271nam a2200253 a 4500 |
| 001 |
551054 |
| 005 |
20171111230015.0 |
| 008 |
080825s2009 enka b 001 0 eng |
| 020 |
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|a 9780521518567 (hbk.)
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| 040 |
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|a DLC
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| 050 |
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|a HG1811
|b .R57 2009
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| 082 |
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|2 22
|a 332.1/10681
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| 245 |
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|a Risk management for central banks and other public investors /
|c edited by Ulrich Bindseil, Fernando González and Evangelos Tabakis.
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| 260 |
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|a Cambridge, England :
|b Cambridge University Press,
|c 2009.
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| 300 |
|
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|a xxvi, 514 p. :
|b ill. ;
|c 26 cm.
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| 504 |
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|a Includes bibliographical references (p. 490-506) and index.
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| 505 |
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|a 1. Central banks and other public institutions as financial investors / Ulrich Bindseil -- 2. Strategic asset allocation for fixed-income investors / Matti Koivu, Fernando Monar Lora, and Ken Nyholm -- 3. Credit risk modelling for public institutions' investment portfolios / Han van der Hoorn -- 4. Risk control, compliance monitoring and reporting / Andres Manzanares and Henrik Schwartzlose -- 5. Performance measurement / Hervé Bourquin and Roman Marton -- 6. Performance attribution / Roman Marton and Hervé Bourquin -- 7. Risk management and market impact of central bank credit operations / Ulrich Bindseil and Francesco Papadia -- 8. Risk mitigation measures and credit risk assessment in central bank policy operations / Fernando González and Phillipe Molitor -- 9. Collateral and risk mitigation frameworks of central bank policy operations : a comparison across central banks / Evangelos Tabakis and Benedict Weller -- 10. Risk measurement for a repo portfolio : an application to the Eurosystem's collateralized lending operations / Elke Heinle and Marti Koivu -- 11. Central bank financial crisis management from a risk management perspective / Ulrich Bindseil -- 12. Organizational issues in the risk management function of central banks / Evangelos Tabakis -- 13. Operational risk management in central banks / Jean-Charles Sevet.
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| 650 |
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|a Banks and banking, Central
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| 650 |
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|a Risk management
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| 650 |
|
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|a Portfolio management
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| 700 |
1 |
|
|a Bindseil, Ulrich,
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| 700 |
1 |
|
|a González, Fernando,
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| 700 |
1 |
|
|a Tabakis, Evangelos.
|
| 952 |
|
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|a GrThPMO
|b 59b013556c5ad17d7e5acefa
|c 952a
|d 9528
|e HG1811.R57 2009
|t 7
|x m
|z Books
|
