The Essentials of Risk Management: Risk Capital Attribution and Risk-Adjusted Performance Measurement

Here is a chapter from The Essentials of Risk Management , a practical, non-ivory tower approach that is necessary to effectively implement a superior risk management program. Written by three of the leading figures with extensive practical and theoretical experience in the global risk management and corporate governance arena, this straightforward guidebook features such topics as governance, compliance and risk management; how to implement integrated risk management; measuring, managing and hedging market, and more.