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The Fundamentals of Risk Measurement
by Christopher Marrison
from McGraw-Hill
Customer Reviews:
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Avg. Customer Rating: 4.0 / 5.0 
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Excellent overview of bank risk management 
I really can't say enough about this book. From the perspective of a banker who wants to understand the fundamentals it is comprehensive, well organized and presented in a style that makes understanding the materials easy (or as easy as can be expected given the topic).
I recently took a copy to an Fx class I presented to the central bank staff in Azerbaijan. They liked the book so much that I was forced (not literally - maybe 'encouraged' would be a better word) to leave my copy behind. I promptly... more info
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Nice Overview 
It was a nice overview of some existing models but it lacked the drill down needed for the next step. I did not find that it allowed you to handle actual data.
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Fantastic book
Moving from academia to the real world is made much smoother with this great text by Dr. Marrison. This book integrates interest rate, liquidity and credit risk with bank management perfectly. Anyone interested in gaining a strong economic background with a quantitative degree like myself will find this book extremely useful.
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One of the Best Books for Risk Management
Marrison has written an outstanding book on risk management. What is attractive about the treatment is the fact that it covers all aspects of risk management for financial institutions. Lots of books focus only on "new" techniques (VaR, portfolio credit risk models) or only on "traditional" techniques (credit analysis, ALM). Marrison treats them all, and uses capital allocation as a unifying theme.Two previous reviews that suggest Marrison is too basic or merely repeats other authors are, in my humble... more info
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