Risk Management: The Swaps & Financial Derivatives Library, 3rd Edition Revised
RISK MANAGEMENT PRINCIPLES.
1. Framework For Risk Management.
2. Market Risk Measurement—Value at Risk Models.
3. Stress Testing.
4. Portfolio Valuation/Mark-To-Market.
5. Derivative Credit Risk: Measurement.
6. Derivative Credit Exposure: Management & Credit Enhancement.
7. Derivative Product Companies.
8. Liquidity Risk.
9. Model Risk.
10. Operational Risk.
ORGANISATION OF RISK MANAGEMENT.
11. Risk Management Function.
12. Risk Adjusted Performance Management.
13. Operational, Systems & Technology Issues.
14. Legal Issues and Documentation.
15. Accounting Issues.
16. Taxation Aspects of Swaps and Financial Derivatives.
REGULATORY ASPECTS OF DERIVATIVES.
17. Credit Risk: Regulatory Framework.
Appendix: Basle II.
18. Market Risk: Regulatory Framework.
Appendix: Basle 1996.
Between 1988 and 1994, Das was the Treasurer of the TNT Group, an Australian based international transport and logistics company with responsibility for the Global Treasury function, including liquidity management, corporate finance, funding/ capital markets and financial risk management. Between 1977 and 1987, he worked in banking with the Commonwealth Bank of Australia, Citicorp Investment Bank and Merrill Lynch Capital Markets specializing in capital markets and risk management / derivative products.
Das holds Bachelors’ degrees in Commerce (Accounting, Finance and Systems) and Law from the University of New South Wales and a Masters Degree in Business Administration from the Australian Graduate School of Management.
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