Hull:

Risk Management and Financial Institutions, + Web Site, 3rd Edition

Instructor Companion Site

Table Of Contents

Chapter 1: Introduction 1

Chapter 2: Banks 21

Chapter 3: Insurance Companies and Pension Plans 41

Chapter 4: Mutual Funds and Hedge Funds 67

Chapter 5: Trading in Financial Markets 89

Chapter 6: The Credit Crisis of 2007 121

Chapter 7: How Traders Manage Their Risks 137

Chapter 8: Interest Rate Risk 159

Chapter 9: Value at Risk 183

Chapter 10: Volatility 205

Chapter 11: Correlations and Copulas 233

Chapter 12: Basel I, Basel II, and Solvency II 257

Chapter 13: Basel 2.5, Basel III, and Dodd–Frank 285

Chapter 14: Market Risk VaR: The Historical Simulation Approach 303

Chapter 15: Market Risk VaR: The Model-Building Approach 323

Chapter 16: Credit Risk: Estimating Default Probabilities 347

Chapter 17: Counterparty Credit Risk in Derivatives 375

Chapter 18: Credit Value at Risk 399

Chapter 19: Scenario Analysis and Stress Testing 413

Chapter 20: Operational Risk 429

Chapter 21: Liquidity Risk 447

Chapter 22: Model Risk 473

Chapter 23: Economic Capital and RAROC 491

Chapter 24: Risk Management Mistakes to Avoid 509

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