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— BEyYon D VALUE AL RISK The new science of risk management KEVIN DOWD. JOHN WILEY & SONS ‘War ues OID LUD, Een tye at ng ook 2k Niotmemmsaton lr ed ane 198 aya get 99 ‘Age RepredNo ptf pty ay bpd sri eee ‘Reet ney omy of men cer: mene poneping ra ‘Shr some fs nny ha Copy Lng gps. 90 one ‘Sead Aa Leary Cone Cain Pon Date ie ier Canin aici a ‘Nelo ttc oie he th ay “ype in 1919 Tay Wi Contents CHAPTER “THE RISK MANAGEMENT REVOLUTION 5. Deetopment ie Rik Magee 4 Oat Book Aopendt to Chapter: A Quick ries on Deirates ‘pend to Cher Verihng VaR Spt PARTTWO; DIFFERENT APPROACHESTO MEASURING Va 2 ThedetacNomal Agena Valor Seas Pokins 5 1 er eset gp cnr corres 7 Sr: ewan Ven otis x 1 Go ern eg = . 5 Sea Mee ‘ Cqurrene ‘arvrroncaL soutamio arrankc : Sis SU nok a | Advantages of the Historical Sieslation Approach 9 om 3 Concions tos 1 Liga Risk fa CaAPTERS MONTE CARLO SIMULATION AND RELATED Open is bt Sears 7 a toy JRE rr, anocamecarmat = ioencaeeee m i Moeraemeaeteteton 7 £Stesen ne 5. Dealing with Reasory Capa Regents Fi CHAPTER & STRESS TESTING a CHAPTER 12; FIRM-WIDE RISK MANAGEMENT 28 Se ete Tag a 1 Sel Mama 2 sect 3 Hance em EB Belpiiecaper entice itches | ies = PART THREE: RISK MANAGEMENT 1 JovossARY OF MAIN TERMS co caren, mscaoiismNcRrTUsANDEVAWvATNG | emaocRAry ™ ee oo = Append to Chapter Dili Risk Adjusent Res GHUAPTERS: DECISION MAKING tiodition Ung the Geert Sharpe Ret Make sions “4 Holse Besse Conn

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