Finansiel Risikostyring (Financial Risk Management)
By Jørgen Just Andresen
Finansiel Risikostyring (the book is written in Danish) describes the range of methods for measuring and managing financial risks. The book uses Danish examples and legislation, but it also includes EU-legislation as well as recommendations from BIS.
The book analyses market risk, credit risk, liquidity risk and operational risk and how to manage and measures these risks in an effective way.
On the books web-page, you can download a handbook of formulas, Excel sheets and PowerPoint-presentations.
The book is widely used among practitioners and on universities.
Buy the book