TY  - BOOK
AU  - Meissner,Gunter
TI  - Correlation risk modeling and management: an applied guide including the Basel III correlation framework-- with interactive models in Excel/VBA 
T2  - Wiley finance series
SN  - 9781118809204
AV  - HG106 
U1  - 658.15 23
PY  - 2014///
CY  - Singapore
PB  - Wiley
KW  - Financial risk
KW  - Mathematical models
KW  - Correlation (Statistics)
KW  - BUSINESS & ECONOMICS
KW  - Industrial Management
KW  - bisacsh
KW  - Management
KW  - Management Science
KW  - Organizational Behavior
KW  - Electronic books
N1  - Includes bibliographical references and index; fin
N2  - 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. --
UR  - http://dx.doi.org/10.1002/9781118809204
ER  -