{"product_id":"9781118796894","title":"Correlation Risk Modeling and Management: An Applied Guide including the Basel III Correlation Framework - With Interactive Models in Excel \/ VBA","description":"\u003cb\u003eA thorough guide to correlation risk and its growing importance in global financial markets\u003c\/b\u003e \u003cp\u003eIdeal for anyone studying for CFA, PRMIA, CAIA, or other certifications, \u003ci\u003eCorrelation Risk Modeling and Management\u003c\/i\u003e is the first rigorous guide to 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. This offers a rigorous explanation of the topic, revealing new and updated approaches to modelling and risk managing correlation risk.\u003c\/p\u003e \u003cul\u003e \u003cli\u003eOffers comprehensive coverage of a topic of increasing importance in the financial world\u003c\/li\u003e \u003cli\u003eIncludes the Basel III correlation framework\u003c\/li\u003e \u003cli\u003eFeatures interactive models in Excel\/VBA, an accompanying website with further materials, and problems and questions at the end of each chapter\u003c\/li\u003e \u003c\/ul\u003e","brand":"Wiley","offers":[{"title":"Default Title","offer_id":47130246873328,"sku":"9781118796894","price":151.0,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0737\/7593\/9824\/files\/9781118796894_p0.jpg?v=1763695340","url":"https:\/\/shop-qa.barnesandnoble.com\/products\/9781118796894","provider":"Barnes \u0026 Noble (DEV)","version":"1.0","type":"link"}