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The Practice of Risk Management
The first book of its kind to describe the firmwide risk management landscape in two leading financial institutions - SBC Warburg Dillon Read and Goldmans Sachs. In 20 chapters is the context of risk management, risk management in the real world, and the changing world of risk management. It risk reports, risk capital management, stress test reports, hot spots reports, best replicating portfolio reports and implied view reports. It also examines capital allocation and capital investment and a general framework of measuring risk adjusted performance is presented. With a preface by Gerald E. Corrigan.
264 pages, Hardcover
First published February 1, 1998
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