TY - BOOK AU - Hull,John C. TI - Risk management and financial institutions SN - 9780136102953 (pasta dura) U1 - 332.1 21 ed. PY - 2010/// CY - Boston PB - Prentice Hall KW - Instituciones Financieras KW - Administración KW - Gestión de Riesgos Financieros KW - Valores KW - Administración Financiera N1 - Incluye referencias bibliográficas, índice, etc; Cap. 1. Introduction -- 2. Banks -- 3. Insurance companies and pension plan -- 4. Mutual funds and hedge founds -- 5. Financial instruments -- 6. How traders manage their exposures -- 7. Interest rate risk -- 8. Value at risk -- 9. Volatility -- 10. Correlations and copulas -- 11. Regulation, basel II and solvency II -- 12. Market risk VaR: historical simulation approach -- 13. Market risk VaR: model-building approach -- 14. Credit risk: estimating default probabilities -- 15. Credit risk losses and credit VaR -- 16. ABSs, CDPs and the credit crunch of 2007 -- 17. Scenario analysis and stress testing -- 18. Operational risk -- 19. Liquidity risk -- 20. Model risk -- 21. Economic capital and RAROC -- 22. Risk management mistakes to avoid ER -