دانلود کتاب The Credit Risk of Financial Instruments

فهرست مطالب :

Front Matter....Pages i-ix
Front Matter....Pages 1-1
Risk in a Changing Environment....Pages 3-18
A General Risk Management Framework....Pages 19-24
Elements of the Credit Decision....Pages 25-51
Front Matter....Pages 53-53
Classification of Risk....Pages 55-66
Risk Equivalency....Pages 67-72
Quantifying the Risk Equivalency Process....Pages 73-81
Front Matter....Pages 83-83
Repurchase/Reverse Repurchase Agreements....Pages 85-97
Treasury Securities and Treasury Derivatives....Pages 98-114
Mortgage-backed Securities and Associated Derivatives....Pages 115-133
Money Market Instruments....Pages 134-154
Bonds....Pages 155-168
Foreign Exchange and Currency Derivatives....Pages 169-192
Swaps and Swap Derivatives....Pages 193-243
Back Matter....Pages 244-269