Financial Risks. Scientific-practical guide

In modern economic and banking practice, a variety of financial risks are used. The focus of the book is paid to the disclosure of their content and the formulation of the principles based on which they are developed, determining the factors on which these meters depend. Numerous examples demonstrate practical methods of calculations and use. The review presented in the book covers both the simplest risk measures, including statistical and modern and complex meters, such as indicators of price sensitivity for fixed income tools and sensitivity measures for various types of options. Much attention is paid to cost indicators at risk (var) The brief content of Basel agreements on the adequacy of banks" incidence of banks is given, including the latest addition to this Agreement (Basel 3).
The book is addressed to a wide range of economists, employees of banks, primarily analysts, students of financial and banking faculties