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Elements Of Financial Risk Management

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Elements of Financial Risk Management

Elements of Financial Risk Management Book
Author : Peter F. Christoffersen
Publisher : Academic Press
Release : 2012
ISBN : 0123744482
Language : En, Es, Fr & De

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Book Description :

The Second Edition of this best-selling book expands its advanced approach to financial risk models by covering market, credit, and integrated risk. With new data that cover the recent financial crisis, it combines Excel-based empirical exercises at the end of each chapter with online exercises so readers can use their own data. Its unified GARCH modeling approach, empirically sophisticated and relevant yet easy to implement, sets this book apart from others. Four new chapters and updated end-of-chapter questions and exercises, as well as Excel-solutions manual and PowerPoint slides, support its step-by-step approach to choosing tools and solving problems. Examines market risk, credit risk, and operational risk Provides exceptional coverage of GARCH models Features online Excel-based empirical exercises

Elements of Financial Risk Management 2nd Edition

Elements of Financial Risk Management  2nd Edition Book
Author : Peter Christoffersen
Publisher : Unknown
Release : 2011
ISBN : 0987650XXX
Language : En, Es, Fr & De

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Book Description :

The Second Edition of this best-selling book expands its advanced approach to financial risk models by covering market, credit, and integrated risk. With new data that cover the recent financial crisis, it combines Excel-based empirical exercises at the end of each chapter with online exercises so readers can use their own data. Its unified GARCH modeling approach, empirically sophisticated and relevant yet easy to implement, sets this book apart from others. Five new chapters and updated end-of-chapter questions and exercises, as well as Excel-solutions manual, support its step-by-step approach to choosing tools and solving problems. Examines market risk, credit risk, and operational risk Provides exceptional coverage of GARCH models Features online Excel-based empirical exercises.

Exam Prep for Elements of Financial Risk Management

Exam Prep for  Elements of Financial Risk Management Book
Author : Anonim
Publisher : Unknown
Release : 2021-04-22
ISBN : 0987650XXX
Language : En, Es, Fr & De

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Book Description :

Download Exam Prep for Elements of Financial Risk Management book written by , available in PDF, EPUB, and Kindle, or read full book online anywhere and anytime. Compatible with any devices.

Financial Risk Management

Financial Risk Management Book
Author : Frank J. Fabozzi
Publisher : John Wiley and Sons
Release : 2010-12-16
ISBN : 0470944803
Language : En, Es, Fr & De

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Book Description :

Created by the experienced author team of Frank Fabozzi and Pamela Peterson Drake, Financial Risk Management examines the essential elements of this discipline and makes them accessible to a wide array of readers-from seasoned veterans looking for a review to newcomers needing to get their footing in finance. Financial risk is the exposure of a corporation to an event that can cause a shortfall in a targeted financial measure or value and includes market risk, credit risk, market liquidity risk, operational risk, and legal risk. This material discusses the four key processes in financial risk management: risk identification, risk assessment, risk mitigation, and risk transferring. The process of risk management involves determining which risks to accept, which to neutralize, and which to transfer.

Capital Markets

Capital Markets Book
Author : Frank J. Fabozzi
Publisher : MIT Press
Release : 2015-10-23
ISBN : 0262029480
Language : En, Es, Fr & De

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Book Description :

The substantially revised fifth edition of a textbook covering the wide range of instruments available in financial markets, with a new emphasis on risk management. Over the last fifty years, an extensive array of instruments for financing, investing, and controlling risk has become available in financial markets, with demand for these innovations driven by the needs of investors and borrowers. The recent financial crisis offered painful lessons on the consequences of ignoring the risks associated with new financial products and strategies. This substantially revised fifth edition of a widely used text covers financial product innovation with a new emphasis on risk management and regulatory reform. Chapters from the previous edition have been updated, and new chapters cover material that reflects recent developments in financial markets. The book begins with an introduction to financial markets, offering a new chapter that provides an overview of risk—including the key elements of financial risk management and the identification and quantification of risk. The book then covers market participants, including a new chapter on collective investment products managed by asset management firms; the basics of cash and derivatives markets, with new coverage of financial derivatives and securitization; theories of risk and return, with a new chapter on return distributions and risk measures; the structure of interest rates and the pricing of debt obligations; equity markets; debt markets, including chapters on money market instruments, municipal securities, and credit sensitive securitized products; and advanced coverage of derivative markets. Each chapter ends with a review of key points and questions based on the material covered.

Counterparty Credit Risk

Counterparty Credit Risk Book
Author : Jon Gregory
Publisher : John Wiley & Sons
Release : 2010-01-26
ISBN : 047068576X
Language : En, Es, Fr & De

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Book Description :

The first decade of the 21st Century has been disastrous for financial institutions, derivatives and risk management. Counterparty credit risk has become the key element of financial risk management, highlighted by the bankruptcy of the investment bank Lehman Brothers and failure of other high profile institutions such as Bear Sterns, AIG, Fannie Mae and Freddie Mac. The sudden realisation of extensive counterparty risks has severely compromised the health of global financial markets. Counterparty risk is now a key problem for all financial institutions. This book explains the emergence of counterparty risk during the recent credit crisis. The quantification of firm-wide credit exposure for trading desks and businesses is discussed alongside risk mitigation methods such as netting and collateral management (margining). Banks and other financial institutions have been recently developing their capabilities for pricing counterparty risk and these elements are considered in detail via a characterisation of credit value adjustment (CVA). The implications of an institution valuing their own default via debt value adjustment (DVA) are also considered at length. Hedging aspects, together with the associated instruments such as credit defaults swaps (CDSs) and contingent CDS (CCDS) are described in full. A key feature of the credit crisis has been the realisation of wrong-way risks illustrated by the failure of monoline insurance companies. Wrong-way counterparty risks are addressed in detail in relation to interest rate, foreign exchange, commodity and, in particular, credit derivative products. Portfolio counterparty risk is covered, together with the regulatory aspects as defined by the Basel II capital requirements. The management of counterparty risk within an institution is also discussed in detail. Finally, the design and benefits of central clearing, a recent development to attempt to control the rapid growth of counterparty risk, is considered. This book is unique in being practically focused but also covering the more technical aspects. It is an invaluable complete reference guide for any market practitioner with any responsibility or interest within the area of counterparty credit risk.

Financial Risk Management in Banking

Financial Risk Management in Banking Book
Author : Dennis G. Uyemura,Donald R. Van Deventer
Publisher : Probus Publishing Company
Release : 1993
ISBN : 9781557383532
Language : En, Es, Fr & De

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Book Description :

Presents an in-depth review of the tremendous risk and volatility in bank financial management. This book provides a comprehensive overview of aggressive asset and liability management (ALM) and demonstrates how ALM can strengthen the capital position of a financial institution.

Journal of international money and finance

Journal of international money and finance Book
Author : ScienceDirect (Service en ligne)
Publisher : Unknown
Release : 2004
ISBN : 0987650XXX
Language : En, Es, Fr & De

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Book Description :

Download Journal of international money and finance book written by ScienceDirect (Service en ligne), available in PDF, EPUB, and Kindle, or read full book online anywhere and anytime. Compatible with any devices.

journal of economic theroy

journal of economic theroy Book
Author : Anonim
Publisher : Unknown
Release : 2003
ISBN : 0987650XXX
Language : En, Es, Fr & De

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Book Description :

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Shipping Derivatives and Risk Management

Shipping Derivatives and Risk Management Book
Author : A. Alizadeh,N. Nomikos
Publisher : Palgrave Macmillan
Release : 2009-04-28
ISBN : 9780230215917
Language : En, Es, Fr & De

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Book Description :

A comprehensive book on shipping derivatives and risk management which covers the theoretical and practical aspects of financial risk in shipping. The book provides a thorough overview of the practice of risk management in shipping with the use of theoretical examples and real-life applications.

Journal of Economic Theory

Journal of Economic Theory Book
Author : Karl Shell,Jess Benhabib
Publisher : Unknown
Release : 2004
ISBN : 0987650XXX
Language : En, Es, Fr & De

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Book Description :

Download Journal of Economic Theory book written by Karl Shell,Jess Benhabib, available in PDF, EPUB, and Kindle, or read full book online anywhere and anytime. Compatible with any devices.

Journal of ECONOMICS BUSINESS

Journal of ECONOMICS   BUSINESS Book
Author : Anonim
Publisher : Unknown
Release : 2004
ISBN : 0987650XXX
Language : En, Es, Fr & De

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Book Description :

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Journal of Urban Economics

Journal of Urban Economics Book
Author : Anonim
Publisher : Unknown
Release : 2004
ISBN : 0987650XXX
Language : En, Es, Fr & De

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Book Description :

Contains abstracts only, 1993-1994; articles, 1995-

Journal of Econometrics Volume 122 Issue 1

Journal of Econometrics  Volume 122  Issue 1 Book
Author : Anonim
Publisher : Unknown
Release : 2004
ISBN : 0987650XXX
Language : En, Es, Fr & De

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Book Description :

Download Journal of Econometrics Volume 122 Issue 1 book written by , available in PDF, EPUB, and Kindle, or read full book online anywhere and anytime. Compatible with any devices.

Annual Report and Financial Statements

Annual Report and Financial Statements Book
Author : South African Reserve Bank
Publisher : Unknown
Release : 2006
ISBN : 0987650XXX
Language : En, Es, Fr & De

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Book Description :

Download Annual Report and Financial Statements book written by South African Reserve Bank, available in PDF, EPUB, and Kindle, or read full book online anywhere and anytime. Compatible with any devices.

Long Range Planning

Long Range Planning Book
Author : Society for Long Range Planning
Publisher : Unknown
Release : 2004
ISBN : 0987650XXX
Language : En, Es, Fr & De

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Book Description :

Download Long Range Planning book written by Society for Long Range Planning, available in PDF, EPUB, and Kindle, or read full book online anywhere and anytime. Compatible with any devices.

Annual Report

Annual Report Book
Author : South African Reserve Bank
Publisher : Unknown
Release : 2006
ISBN : 0987650XXX
Language : En, Es, Fr & De

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Book Description :

Download Annual Report book written by South African Reserve Bank, available in PDF, EPUB, and Kindle, or read full book online anywhere and anytime. Compatible with any devices.

The Risk of Trading

The Risk of Trading Book
Author : Michael Toma
Publisher : John Wiley & Sons
Release : 2012-04-17
ISBN : 1118100832
Language : En, Es, Fr & De

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Book Description :

Develop the skills to manage risk in the high-stakes world of financial speculation The Risk of Trading is a practical resource that takes an in-depth look at one of the most challenging factors of trading—risk management. The book puts a magnifying glass on the issue of risk, something that every trader needs to understand in order to be successful. Most traders look at risk in terms of a "stop-loss" that enables them to exit a losing trade quickly. In The Risk of Trading, Michael Toma explains that risk is ever-present in every aspect of trading and advocates that traders adopt a more comprehensive view of risk that encompasses the strategic trading plan, account size, drawdowns, maximum possible losses, psychological capital, and crisis management. Shows how to conduct a detailed statistical analysis of an individual's trading methodology through back-testing and real-time results so as to identify when the methodology may be breaking down in actual trading Reveals why traders should think of themselves as project managers who are strategically managing risk The book is based on the author's unique 'focus on the risk' approach to trading using data-driven risk statistical analytics Using this book as a guide, traders can operate more as business managers and learn how to avoid market-busting losses while achieving consistently good results.

Financial Risk Management in Banking

Financial Risk Management in Banking Book
Author : Shahsuzan Zakaria,Sardar Islam
Publisher : Routledge
Release : 2019-08-08
ISBN : 0429758650
Language : En, Es, Fr & De

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Book Description :

As risk-taking is an essential part of the banking industry, banks must practise efficient risk management to ensure survival in uncertain financial climates. Banking operations are specifically affected by fluctuations in interest rates which cause financial imbalance; thus banks are now required to put in place an effective management structure that incorporates risk management efficiency measures that help mitigate the wide range of risks they face. In this book, the authors have developed a new modelling approach to determine banks’ financial risk management by offering detailed insights into the integrated approach of dollar-offset ratio and Data Envelopment Analysis (DEA), based on derivatives usage. It further analyses the efficiency measurement under stochastic DEA approaches, namely (i) Bootstrap DEA (BDEA), (ii) Sensitivity Analysis and (iii) Chance-Constrained DEA (CCDEA). As demonstrated in the modelling exercise, this integrated approach can be applied to other cases that require risk management efficiency measurement strategies. Additionally, this is the first book to comprehensively review the derivative markets of both the developed and developing countries in the Asia-Pacific region, by examining the differences of risk management efficiency of the banking institutions in these countries. Based on this measurement approach, strategies are provided for banks to improve their strategic risk management practices, as well as to reduce the impacts from external risks, such as changes in interest rates and exchange rates. Furthermore, this book will help banks to keep abreast of recent developments in the field of efficiency studies in management accounting, specifically in relation to hedge accounting, used by banks in the Asia-Pacific region.

Handbook of Integrated Risk Management for E Business

Handbook of Integrated Risk Management for E Business Book
Author : Abderrahim Labbi
Publisher : J. Ross Publishing
Release : 2005-11-09
ISBN : 193215907X
Language : En, Es, Fr & De

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Book Description :

“This book provides a recipe for the practical application of technology and is one of the first instances where the tools and technologies that allow for the implementation of solutions to solve specific problems are actually outlined.” --Dr. Krishna Nathan, Vice President, IBM Research This ground-breaking book integrates converging views of e-business processes and offers ways to manage their inherent risks with advanced modeling techniques. Contributors from leading academic and business organizations explore state-of-the-art adaptive risk analysis systems that support business processes in project portfolio management, operations management, supply chain management, inventory control, data mining for customer relationship management, information technology security, finance, e-banking, and more. Today’s new business environments are characterized by increasing sources of uncertainty and variability which challenge current decision-making processes.Handbook of Integrated Risk Management for E-Business: Measuring, Modeling, and Managing Risk provides a roadmap for identifying and mitigating the primary risks associated with each critical e-business process. It also shows you how to transform your processes by empowering your decision-making systems and how to design appropriate risk management systems for decision support.