Chorafas, D.N. Managing Credit Risk / D.N. Chorafas. — London : Euromoney Books, 2000. — 224 p.. — . Управление кредитными рисками. Т.2: Уроки несостоятельности математических моделей стоимостей под риском и подверженность рискам по причине непредусмотрительности.. Содержание : Foreword ; Acknowledgments ; Preface ; Part One - Background reasons for failures in the banking industry ; Chapter 1: Lust, greed and imprudent exposure to risk ; Chapter 2: Overexposure is always a sign of internal control deficiencies ; Chapter 3: Fallen idols, Long-Term Capital Management and VAR ; Part Two - Capitalising on technology without going overboard ; Chapter 4: Managing credit risk through the demodulation of notional principal amount ; Chapter 5: Managing market risk through the demodulation of notional principal amount ; Chapter 6: What can and cannot be done through mathematical analysis and modelling ; Chapter 7: The financial industry expects from credit risk models more than they can deliver ; Chapter 8: The role of models and the decline of NatWest Markets ; Part Three - Evaluating strengths and weaknesses of better known mathematical models ; Chapter 9: Credit risk models: Risk-Adjusted Return On Capital and its competitors ; Chapter 10 - The use of VAR models for credit risk ; Chapter 11: Why some bankers have become sceptical about VAR ; Chapter 12: The control of eigenmodels by banking supervisors ; Part Four - Mismanagement in the financial industry and its consequences ; Chapter 13: Lloyd's of London: the aftermath of deficient control ; Chapter 14: Brokers' risk, penny stocks, junk bonds and Ponzi schemes ; Chapter 15: Credit Lyonnais: the role of governments in financial responsibility. — 5912.00 р.