Financial Risk Manager Handbook Wiley Finance 5th Edition by Philippe Jorion ISBN 0470479612 9780470479612

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ISBN 10: 0470479612 
ISBN 13: 9780470479612
Author: Philippe Jorion

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 Fifth Edition-which comes with an interactive CD-ROM containing hundreds of multiple-choice questions from previous FRM exams-is one of the best ways to prepare for the Financial Risk Manager (FRM) exam.

Financial Risk Manager Handbook, Fifth 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
• Identifies regulatory and legal issues
• Addresses investment management and hedge fund risk

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.

Financial Risk Manager Handbook Wiley Finance 5th Table of contents:

• Quantitative Analysis for Risk Management

  • Probability and Statistics in Risk Management
  • Statistical Models and Their Application
  • Value at Risk (VaR) and Other Risk Metrics
  • Stress Testing and Scenario Analysis

• Financial Markets and Products

  • Structure and Functioning of Financial Markets
  • Types of Financial Products: Equities, Bonds, Derivatives, Commodities
  • Understanding Financial Instruments and Contracts

• Market Risk Management

  • Risk Exposure and Measurement in Markets
  • Hedging Techniques and Strategies
  • The Role of Derivatives in Managing Market Risk
  • Value at Risk (VaR) Models and Limitations

• Credit Risk Management

  • Understanding Credit Risk and Its Measurement
  • Credit Derivatives and Securitization
  • Credit Ratings, Credit Spreads, and Default Probabilities
  • Managing Counterparty and Settlement Risk

• Operational and Liquidity Risk

  • Assessing and Managing Operational Risk
  • Operational Risk Models and Tools
  • Liquidity Risk and Its Measurement
  • Stress Testing and Contingency Planning

• Risk and Portfolio Management

  • Portfolio Theory and Risk Diversification
  • Asset Allocation Models
  • Performance Measurement and Risk-adjusted Return
  • The Role of Correlation and Diversification in Managing Portfolio Risk

• Risk Governance and Regulation

  • Risk Governance Frameworks
  • Regulatory Bodies and Risk Regulations (e.g., Basel III, Dodd-Frank Act)
  • The Role of the FRM in Compliance and Regulation
  • Risk Reporting and Disclosure

• Financial Risk Modeling

  • Advanced Risk Modeling Techniques
  • Credit Risk Models: Credit VaR, Credit Portfolio Models
  • Market Risk Models: Monte Carlo Simulation, GARCH Models
  • Integrating Risk Models into Decision-Making

• Risk Management in Financial Institutions

  • Managing Risk at Banks and Investment Firms
  • Risk and Capital Adequacy in Financial Institutions
  • Stress Testing and Capital Planning
  • Risk Reporting and Internal Audit in Financial Institutions

• Emerging Trends in Risk Management

  • Technology and Big Data in Risk Management
  • The Rise of Machine Learning and AI in Risk Models
  • Cybersecurity Risks and Financial Systems
  • Global Risk Trends and the Role of FRMs in New Markets

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