The Impacts Of Financial Crises, Especially The Recent One Starting In 2007, Are Much Greater Than Forecasters Anticipate. To Study Crises And To Investigate The Methods For Preventing Reoccurrences, One Must Understand Market Risk. In This Volume, Hedge Fund Specialist, Christian Szylar, Provides A Comprehensive Treatment. He Starts With The Definition And Classification Of Market Risk. Then, He Introduces Various Methods To Measure Them. Finally, He Addresses The Importance Of Dependence Between Them. Throughout The Book, The Emphasis Is Placed On Stress Testing, Liquidity And Interest Rate Implications. All Of The Necessary Theory, Applications, And Models That Are Inherent In Any Discussion Of The Subject Matter Are Covered. The Style, Format And Organization Provide For Fast And Convenient Delivery Of Content. Real Examples Are Employed So As To Underscore The Applicability Of The Material, This In Agreement With The Objective Of Making The Handbook A One - Source For Market Risk. Governance And State - Of - The - Art Methods Are Discussed Where And When Appropriate. An Editor - Maintained Web Site Includes Data Sets, Excel Spreadsheets, And Text Commentaries On A Chapter - By - Chapter Basis. Knowledgeable About Banking Regulations And The Basel Accords, The Author Makes Every Effort To Attract The Attention Of Researchers, Financial Managers, Investors, Regulators, And General Practitioners By Incorporating Discussion Of The Latest Developments In The Field (Such As Volatility, Correlations, Asset Management)