03386cam a2200625Ka 4500 ocn866737234 OCoLC 20171101093127.0 m o d cr ||||||||||| 131224s2014 si ob 001 0 eng d 9781118809204 (electronic bk.) 1118809203 (electronic bk.) 1118796896 (electronic bk.) 9781118796894 (electronic bk.) 111879687X (electronic bk.) 9781118796870 (electronic bk.) 9781118796900 111879690X AU@ 000053336554 CHNEW 000709860 DEBBG BV042743231 DEBBG BV043396442 (OCoLC)866737234 (OCoLC)866737572 YDXCP eng pn YDXCP DG1 N$T E7B OCLCQ CAUOI B24X7 OCLCQ COO OCLCO OCLCQ DEBBG OCLCQ MAIN HG106 BUS 082000 bisacsh BUS 041000 bisacsh BUS 042000 bisacsh BUS 085000 bisacsh 658.15 23 Meissner, Gunter, 1957- Correlation risk modeling and management : an applied guide including the Basel III correlation framework-- with interactive models in Excel/VBA / Gunter Meissner. [electronic resource] Singapore : Wiley, ©2014. 1 online resource. text txt rdacontent computer c rdamedia online resource cr rdacarrier Wiley finance series Includes bibliographical references and index. The first rigorous guide to cover the topic of correlation risk. A relatively overlooked type of risk until it caused major unexpected losses during the financial crisis of 2007 through 2009, correlation risk has become a major focus of the risk management departments in major financial institutions, particularly since Basel III specifically addressed correlation risk with new regulations. The book offers a rigorous explanation of the topic, revealing new and updated approaches to modelling and risk managing correlation risk. It features interactive models in Excel/VBA, an accompanying website with further materials, and problems and questions at the end of each chapter. The guide is ideal for anyone studying for CFA, PRMIA, CAIA, or other certifications. -- Edited summary from book. Online resource; title from PDF title page (Wiley, viewed Jan. 6, 2014). Financial risk Mathematical models. Correlation (Statistics) BUSINESS & ECONOMICS Industrial Management. bisacsh BUSINESS & ECONOMICS Management. bisacsh BUSINESS & ECONOMICS Management Science. bisacsh BUSINESS & ECONOMICS Organizational Behavior. bisacsh Electronic books. Print version: Meissner, Gunter. Correlation risk modeling and management : an applied guiincluding the basel III correlation framework-with interactive models in excel/vba. Singapore : John Wiley & Sons, ©2014 xix, 330 pages Wiley finance series. 9781118796900 Wiley finance series. http://onlinelibrary.wiley.com/book/10.1002/9781118809204 Wiley Online Library ddc BK 207168 207168