000			02127nam a2200313Ia 4500
001			343731
003			0000000000
005			20211104091511.0
008			130918s2014 si a b 001 0 eng d
020			_a9781118796900;111879690X
035			_a(OCoLC)858362053
040			_aBTCTA _cBTCTA _erda
050			_aHG 106 _b.M45 2014
100			_aMeissner, Gunter, _d-1957 _9127360
245		0	_aCorrelation Risk Modeling and Management : _bAn Applied Guide Including the Basel III Correlation Framework - With Interactive Correlation Models in ExcelΓäù╩╛ / Vba / _cGunter Meissner.
264			_aSingapore : _bJohn Wiley & Sons, _c2014
300			_axix, 330 pages : _billustrations _c24 cm.
336			_atext _2rdacontent
337			_aunmediated _2rdamedia
338			_avolume _2rdacarrier
504			_aIncludes bibliographical references and index
520			_a ΓÇóFeatures interactive models in Excel/VBA, an accompanying website with further materials, and problems and questions at the end of each chapter. --Amazon.co.uk
520			_a ΓÇóIncludes the Basel III correlation framework
520			_aA thorough guide to correlation risk and its growing importance in global financial markets. Ideal for anyone studying for CFA, PRMIA, CAIA, or other certifications, Correlation Risk Modeling and Management is the first rigorous guide to the topic of correlation risk. A relatively overlooked type of risk until it caused major unexpected losses during the financial crisis of 2007 through 2009, correlation risk has become a major focus of the risk management departments in major financial institutions, particularly since Basel III specifically addressed correlation risk with new regulations. This offers a rigorous explanation of the topic, revealing new and updated approaches to modelling and risk managing correlation risk. ΓÇóOffers comprehensive coverage of a topic of increasing importance in the financial world
650			_aCorrelation (Statistics) _988623
650			_aFinancial risk _993665
942			_cCIR
999			_c91005 _d91005