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Setting Limits for Market Risk

Setting Limits for Market Risk Implementing the Precommitment Solution

Paperback (01 Jan 1999)

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Publisher's Synopsis

Focuses on setting limits for market risk within a comprehensive system of internal controls, including the necessary management policies. Detailed analysis covers interest rate, currency and mismatch risk, country risk and limits, equity and derivatives markets and new capital adequacy solutions.

Book information

ISBN: 9781855646964
Publisher: Euromoney Books
Imprint: Euromoney Books
Pub date:
DEWEY: 332.645
DEWEY edition: 21
Number of pages: 171
Weight: -1g
Height: 230mm