PoC
Collection
8 items • Updated
text stringlengths 1 47.7k | topic stringclasses 1
value | title stringlengths 0 204 | input_ids sequencelengths 1 8k | attention_mask sequencelengths 1 8k | special_tokens_mask sequencelengths 1 8k | chunk int64 0 407 |
|---|---|---|---|---|---|---|
<s> Page i
Risk ManagementMichel CrouhyDan GalaiRobert Mark
Page v
ContentsForewordBy Robert C. Merton
xiii
IntroductionBy John Hunkin
xvii
Preface
xix
Chapter 1The Need for Risk Management Systems
1
1. Introduction
1
2. Historical Evolution
4
3. The Regulatory Environment
19
4. The Academic Background and Technologica... | management | Risk Management | [
1,
9305,
474,
13,
29934,
3873,
15057,
14916,
295,
6781,
283,
5819,
18529,
5208,
1794,
9588,
2151,
4485,
13,
5074,
325,
13,
21002,
29943,
487,
1742,
2059,
4755,
315,
29889,
341,
28634,
13,
29916,
25609,
13,
25898,
2059,
2259,
379,
2960,
... | [
1,
1,
1,
1,
1,
1,
1,
1,
1,
1,
1,
1,
1,
1,
1,
1,
1,
1,
1,
1,
1,
1,
1,
1,
1,
1,
1,
1,
1,
1,
1,
1,
1,
1,
1,
1,
1,
1,
1,
1,
1,
1,
1,
1,
1,
1,
1,
1,
1,
1,
1,
1,
1,
1,
1,
1,
1,
1,
1,
1,
1,
1,
1,
1... | [
1,
0,
0,
0,
0,
0,
0,
0,
0,
0,
0,
0,
0,
0,
0,
0,
0,
0,
0,
0,
0,
0,
0,
0,
0,
0,
0,
0,
0,
0,
0,
0,
0,
0,
0,
0,
0,
0,
0,
0,
0,
0,
0,
0,
0,
0,
0,
0,
0,
0,
0,
0,
0,
0,
0,
0,
0,
0,
0,
0,
0,
0,
0,
0... | 0 |
"that a formalized universalapproach to credit risk in banks was first set out. Based on the 1988 Ba(...TRUNCATED) | management | Risk Management | [393,263,11595,1891,15968,9961,496,304,16200,12045,297,24388,471,937,731,714,29889,16564,373,278,298(...TRUNCATED) | [1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1(...TRUNCATED) | [0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0(...TRUNCATED) | 1 |
"2\n19953\n19963\nGRV\nNotional\nGRV\nNotional\nGRV\nNotional\nGRV\n4834\nng5\n5712\nng\nChase Manha(...TRUNCATED) | management | Risk Management | [29906,13,29896,29929,29929,29945,29941,13,29896,29929,29929,29953,29941,13,14345,29963,13,3664,1848(...TRUNCATED) | [1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1(...TRUNCATED) | [0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0(...TRUNCATED) | 2 |
"first principle of risk control that the assessmentof risk, and control over tracking transactions,(...TRUNCATED) | management | Risk Management | [937,12502,310,12045,2761,393,278,24809,358,974,12045,29892,322,2761,975,23110,22160,29892,1818,367,(...TRUNCATED) | [1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1(...TRUNCATED) | [0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0(...TRUNCATED) | 3 |
"settlement of the underlying exposure (see Chapter 12).2.5—Operational Risk PoliciesThe G-30 emph(...TRUNCATED) | management | Risk Management | [16493,310,278,14407,14060,545,313,4149,23040,29871,29896,29906,467,29906,29889,29945,30003,7094,128(...TRUNCATED) | [1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1(...TRUNCATED) | [0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0(...TRUNCATED) | 4 |
"financial institutions to take on toomuch risk. The problem is that as the definition of regulatory(...TRUNCATED) | management | Risk Management | [18161,21561,304,2125,373,304,290,987,12045,29889,450,1108,338,393,408,278,5023,310,24378,7606,7483,(...TRUNCATED) | [1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1(...TRUNCATED) | [0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0(...TRUNCATED) | 5 |
"ated bonds and whether the market for these bonds be liquidenough for the spreads to be informative(...TRUNCATED) | management | Risk Management | [630,289,13788,322,3692,278,9999,363,1438,289,13788,367,15617,3615,820,363,278,9677,29879,304,367,18(...TRUNCATED) | [1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1(...TRUNCATED) | [0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0(...TRUNCATED) | 6 |
"one firm, one view\" approach, which also recognizes the specific risk dynamics ofeach business.\nF(...TRUNCATED) | management | Risk Management | [650,9226,29892,697,1776,29908,2948,29892,607,884,5936,7093,278,2702,12045,19753,310,4204,5381,29889(...TRUNCATED) | [1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1(...TRUNCATED) | [0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0(...TRUNCATED) | 7 |
"spectrum of funding sources and indicates that a bank mightassign a higher liquidity credit for \"s(...TRUNCATED) | management | Risk Management | [18272,310,5220,292,8974,322,14088,393,263,9124,1795,16645,263,6133,23904,537,16200,363,376,13844,29(...TRUNCATED) | [1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1(...TRUNCATED) | [0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0(...TRUNCATED) | 8 |
"ent in the trading of derivatives. Indeed, the ability of a tradinginstitution to remain profitable(...TRUNCATED) | management | Risk Management | [296,297,278,3534,292,310,25748,29889,14598,29892,278,11509,310,263,3534,292,2611,5008,304,3933,2600(...TRUNCATED) | [1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1(...TRUNCATED) | [0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0(...TRUNCATED) | 9 |
End of preview. Expand in Data Studio
README.md exists but content is empty.
- Downloads last month
- 16