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Managing Extreme Financial Risk

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Managing Extreme Financial Risk

Managing Extreme Financial Risk Book
Author : Karamjeet Paul
Publisher : Unknown
Release : 2013-09-25
ISBN : 9780124172210
Language : En, Es, Fr & De

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Book Description :

Managing Extreme Financial Risk addresses the need for better management strategies in light of increased market risk and volatility in financial institutions' revenue models. Top officials from the financial and regulatory industries point to real corporate issues, showing how institutions react to financial crises. From first-hand experiences, they explain how effective sustainability management does not just prevent being blindsided; it also leads to proactive solutions that enhance an institution's strength to weather a sudden financial crisis, add significant shareholder value, and reduce systemic risk. Readable, coherent, and logical, Managing Extreme Financial Risk shows how extreme risk needs to be handled when the cost of being wrong means the difference between life and death of the institution. Based on the firsthand experiences and perspectives of senior-level executives Concentrates on extreme risk, when the cost of being wrong is not the loss of profits, but the death of the institution Written to be easily understood without algorithms, models, and quants

Extreme Financial Risks

Extreme Financial Risks Book
Author : Yannick Malevergne,Didier Sornette
Publisher : Springer Science & Business Media
Release : 2006-01-16
ISBN : 3540272666
Language : En, Es, Fr & De

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Book Description :

"Clearly elucidates extreme financial risks associated with rare events such as financial crashes. The highlight of the book is the delineation of various copulas in conjunction with financial dependences among different assets of a portfolio. In particular, the insightful discussion on quadrant and orthant dependences casts new light on the connection between marginal models and financial dependence...brings a vivid portrayal of the subject." -- MATHEMATICAL REVIEWS

Financial Risk Management For Dummies

Financial Risk Management For Dummies Book
Author : Aaron Brown
Publisher : John Wiley & Sons
Release : 2015-12-14
ISBN : 111908220X
Language : En, Es, Fr & De

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Book Description :

Take the risk out of financial risk management Written by bestselling author and past winner of the GARP Award's Risk Manager of the Year, Aaron Brown, Financial Risk Management For Dummies offers thorough and accessible guidance on successfully managing and controlling financial risk within your company. Through easy-to-follow instruction, you'll find out how to manage risk, firstly by understanding it, and then by taking control of it. Plus, you'll discover how to measure and value financial risk, set limits, stop losses, control drawdowns and hedge bets. Financial risk management uses financial instruments to manage exposure to risk within firms, large and small—particularly credit risk and market risk. From managing and measuring risk to working in financial institutions and knowing how to communicate risk to your company and clients, Financial Risk Management For Dummies makes it easy to make sense of the management of risk when working in various different financial institutions and concludes by covering the topic of how to communicate risk — how to report it properly and how to deal with and comply with all of the regulations. Covers managing risk and working as a financial risk manager Provides everything you need to know about measuring financial risk Walks you through working in financial institutions Demonstrates how to communicate risk If you work in the financial sector and want to make financial risk management your mission, you've come to the right place!

Extreme Events in Financial Risk Management

Extreme Events in Financial Risk Management Book
Author : Thorsten Lehnert
Publisher : Unknown
Release : 2002
ISBN : 9789090165103
Language : En, Es, Fr & De

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Book Description :

Download Extreme Events in Financial Risk Management book written by Thorsten Lehnert, available in PDF, EPUB, and Kindle, or read full book online anywhere and anytime. Compatible with any devices.

Managing Extreme Financial Risk

Managing Extreme Financial Risk Book
Author : Karamjeet Paul
Publisher : Elsevier
Release : 2013-09-16
ISBN : 0124172229
Language : En, Es, Fr & De

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Book Description :

Managing Extreme Financial Risk addresses the need for better management strategies in light of increased market risk and volatility in financial institutions' revenue models. Top officials from the financial and regulatory industries point to real corporate issues, showing how institutions react to financial crises. From first-hand experiences, they explain how effective sustainability management does not just prevent being blindsided; it also leads to proactive solutions that enhance an institution's strength to weather a sudden financial crisis, add significant shareholder value, and reduce systemic risk. Readable, coherent, and logical, Managing Extreme Financial Risk shows how extreme risk needs to be handled when the cost of being wrong means the difference between life and death of the institution. Based on the firsthand experiences and perspectives of senior-level executives Concentrates on extreme risk, when the cost of being wrong is not the loss of profits, but the death of the institution Written to be easily understood without algorithms, models, and quants

Quantitative Financial Risk Management

Quantitative Financial Risk Management Book
Author : Michael B. Miller
Publisher : Wiley
Release : 2018-11-13
ISBN : 111952220X
Language : En, Es, Fr & De

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Book Description :

A mathematical guide to measuring and managing financial risk. Our modern economy depends on financial markets. Yet financial markets continue to grow in size and complexity. As a result, the management of financial risk has never been more important. Quantitative Financial Risk Management introduces students and risk professionals to financial risk management with an emphasis on financial models and mathematical techniques. Each chapter provides numerous sample problems and end of chapter questions. The book provides clear examples of how these models are used in practice and encourages readers to think about the limits and appropriate use of financial models. Topics include: • Value at risk • Stress testing • Credit risk • Liquidity risk • Factor analysis • Expected shortfall • Copulas • Extreme value theory • Risk model backtesting • Bayesian analysis • . . . and much more

The analysis of extreme events with applications to financial risk management

The analysis of extreme events with applications to financial risk management Book
Author : Matthias Degen
Publisher : Unknown
Release : 2009
ISBN : 0987650XXX
Language : En, Es, Fr & De

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Book Description :

Download The analysis of extreme events with applications to financial risk management book written by Matthias Degen, available in PDF, EPUB, and Kindle, or read full book online anywhere and anytime. Compatible with any devices.

Risk Management and Financial Institutions

Risk Management and Financial Institutions Book
Author : Hull
Publisher : John Wiley & Sons
Release : 2015-03-02
ISBN : 1118955943
Language : En, Es, Fr & De

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Book Description :

The dangers inherent in the financial system make understanding risk management essential for anyone working in, or planning to work in, the financial sector. A practical resource for financial professionals and students alike, Risk Management and Financial Institutions, Fourth Edition explains all aspects of financial risk as well as the way financial institutions are regulated, to help readers better understand financial markets and potential dangers. Fully revised and updated, this new edition features coverage of new regulatory issues, liquidity risk, and stress testing. In addition, end-of-chapter practice problems and a website featuring supplemental materials designed to provide a more comprehensive learning experience make this the ultimate learning resource. Written by acclaimed risk management expert, John Hull, Risk Management and Financial Institutions is the only book you need to understand—and respond to—financial risk. The new edition of the financial risk management bestseller Describes the activities of different types of financial institutions, explains how they are regulated, and covers market risk, credit risk, operational risk, liquidity risk, and model risk Features new coverage of new regulatory issues, liquidity risk, and stress testing Provides readers with access to a supplementary website offering software and unique learning aids Author John Hull is one of the most respected authorities on financial risk management A timely update to the definitive resource on risk in the financial system, Risk Management and Financial Institutions + Website, Fourth Edition is an indispensable resource from internationally renowned expert John Hull.

Managing Risk in Extreme Environments

Managing Risk in Extreme Environments Book
Author : Duncan Martin
Publisher : Kogan Page Publishers
Release : 2008
ISBN : 0749449454
Language : En, Es, Fr & De

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Book Description :

Managing Risk in Extreme Environments takes readers through sophisticated risk management concepts and tools by way of insightful anecdotes and authoritative case studies. Offering an informative discourse on how risk management works in extreme situations, it gives readers an assessment of risk management strategies which is quite different from the highly abstract and mathematical versions practiced by businesses around the world every day. Duncan Martin discusses risk management across nine extreme environments, from epidemics to nuclear meltdown, featuring international interviews with front-line personnel. The final chapters outline the author's "seven laws" of extreme risk management, drawing out the implications for risk management in general and suggesting ways to transfer these lessons into the less extreme operational environments more applicable to other companies.

Extreme Value Theory

Extreme Value Theory Book
Author : Sheena Lianne Baldwin
Publisher : Unknown
Release : 2004
ISBN : 0987650XXX
Language : En, Es, Fr & De

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Book Description :

Download Extreme Value Theory book written by Sheena Lianne Baldwin, available in PDF, EPUB, and Kindle, or read full book online anywhere and anytime. Compatible with any devices.

Mathematics and Statistics for Financial Risk Management

Mathematics and Statistics for Financial Risk Management Book
Author : Michael B. Miller
Publisher : John Wiley & Sons
Release : 2013-12-31
ISBN : 1118750292
Language : En, Es, Fr & De

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Book Description :

Mathematics and Statistics for Financial Risk Management is a practical guide to modern financial risk management for both practitioners and academics. Now in its second edition with more topics, more sample problems and more real world examples, this popular guide to financial risk management introduces readers to practical quantitative techniques for analyzing and managing financial risk. In a concise and easy-to-read style, each chapter introduces a different topic in mathematics or statistics. As different techniques are introduced, sample problems and application sections demonstrate how these techniques can be applied to actual risk management problems. Exercises at the end of each chapter and the accompanying solutions at the end of the book allow readers to practice the techniques they are learning and monitor their progress. A companion Web site includes interactive Excel spreadsheet examples and templates. Mathematics and Statistics for Financial Risk Management is an indispensable reference for today’s financial risk professional.

Financial Risk Manager Handbook

Financial Risk Manager Handbook Book
Author : Philippe Jorion,GARP (Global Association of Risk Professionals)
Publisher : John Wiley & Sons
Release : 2010-12-28
ISBN : 1118017919
Language : En, Es, Fr & De

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Book Description :

The essential reference for financial risk management Filled with in-depth insights and practical advice, the Financial Risk Manager Handbook is the core text for risk management training programs worldwide. Presented in a clear and consistent fashion, this completely updated Sixth Edition, mirrors recent updates to the new two-level Financial Risk Manager (FRM) exam, and is fully supported by GARP as the trusted way to prepare for the rigorous and renowned FRM certification. This valuable new edition includes an exclusive collection of interactive multiple-choice questions from recent FRM exams. Financial Risk Manager Handbook, Sixth Edition supports candidates studying for the Global Association of Risk Professional's (GARP) annual FRM exam and prepares you to assess and control risk in today's rapidly changing financial world. Authored by renowned risk management expert Philippe Jorion, with the full support of GARP, this definitive guide summarizes the core body of knowledge for financial risk managers. Offers valuable insights on managing market, credit, operational, and liquidity risk Examines the importance of structured products, futures, options, and other derivative instruments Contains new material on extreme value theory, techniques in operational risk management, and corporate risk management Financial Risk Manager Handbook is the most comprehensive guide on this subject, and will help you stay current on best practices in this evolving field. The FRM Handbook is the official reference book for GARP's FRM certification program.

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

Financial Risk Management and Portfolio Optimization Using Artificial Neural Networks and Extreme Value Theory

Financial Risk Management and Portfolio Optimization Using Artificial Neural Networks and Extreme Value Theory Book
Author : Diagne Mabouba
Publisher : Unknown
Release : 2002
ISBN : 0987650XXX
Language : En, Es, Fr & De

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Book Description :

Download Financial Risk Management and Portfolio Optimization Using Artificial Neural Networks and Extreme Value Theory book written by Diagne Mabouba, available in PDF, EPUB, and Kindle, or read full book online anywhere and anytime. Compatible with any devices.

Value at Risk 3rd Ed

Value at Risk  3rd Ed  Book
Author : Philippe Jorion
Publisher : McGraw Hill Professional
Release : 2006-11-09
ISBN : 0071736921
Language : En, Es, Fr & De

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Book Description :

Since its original publication, Value at Risk has become the industry standard in risk management. Now in its Third Edition, this international bestseller addresses the fundamental changes in the field that have occurred across the globe in recent years. Philippe Jorion provides the most current information needed to understand and implement VAR-as well as manage newer dimensions of financial risk. Featured updates include: An increased emphasis on operational risk Using VAR for integrated risk management and to measure economic capital Applications of VAR to risk budgeting in investment management Discussion of new risk-management techniques, including extreme value theory, principal components, and copulas Extensive coverage of the recently finalized Basel II capital adequacy rules for commercial banks, integrated throughout the book A major new feature of the Third Edition is the addition of short questions and exercises at the end of each chapter, making it even easier to check progress. Detailed answers are posted on the companion web site www.pjorion.com/var/. The web site contains other materials, including additional questions that course instructors can assign to their students. Jorion leaves no stone unturned, addressing the building blocks of VAR from computing and backtesting models to forecasting risk and correlations. He outlines the use of VAR to measure and control risk for trading, for investment management, and for enterprise-wide risk management. He also points out key pitfalls to watch out for in risk-management systems. The value-at-risk approach continues to improve worldwide standards for managing numerous types of risk. Now more than ever, professionals can depend on Value at Risk for comprehensive, authoritative counsel on VAR, its application, and its results-and to keep ahead of the curve.

Forecasting Extreme Financial Risk

Forecasting Extreme Financial Risk Book
Author : Jón Daníelsson,Yuji Morimoto
Publisher : Unknown
Release : 2000
ISBN : 0987650XXX
Language : En, Es, Fr & De

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Book Description :

Download Forecasting Extreme Financial Risk book written by Jón Daníelsson,Yuji Morimoto, available in PDF, EPUB, and Kindle, or read full book online anywhere and anytime. Compatible with any devices.

Professional s Handbook of Financial Risk Management

Professional s Handbook of Financial Risk Management Book
Author : Lev Borodovsky,Marc Lore
Publisher : Elsevier
Release : 2000-02-25
ISBN : 0080480446
Language : En, Es, Fr & De

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Book Description :

Professional's Handbook of Financial Risk Management is a major reference work in finance. A complete practical reference book covering all aspects of financial risk management including an in-depth look at operational risk management, regulation, risk-based capital, and risk adjusted performance measurement. The book focuses on practical financial risk management techniques and solutions, and is designed to guide the risk professional step-by-step through the implementation of a firm-wide risk management framework. This book covers the various roles of the risk management function. Rather than describing every possible role in exhaustive detail, the authors have provided a story line for each of the discussed topics, including practical issues that a risk manager needs to consider when tackling the subject, possible solutions to difficulties that might be encountered, background knowledge that is essential to know, and more intricate practices and techniques that are being used. By providing these fundamentals, the novice risk professional can gain a thorough understanding of the topic in question while the more experienced professional can use some of the more advanced concepts within the book. Thus the book can be used to broaden your own knowledge of the risk world, both by familiarizing yourself with areas in which you lack experience and by enhancing your knowledge in areas that you already have expertise. All authors are leaders in their field who between them have the expertise and knowledge, both practical and theoretical, to produce this definitive risk management guide. The editors of this book, Marc Lore and Lev Borodovsky, are senior financial risk managers at Sanwa Bank (International) London, and Credit Suisse First Boston, USA respectively. They also run The Global Association of Risk Professionals (GARP), the industry association for financial risk management practitioners and researchers. Endorsed by GARP - Global Association of Risk Professionals Authored and edited by leading financial markets risk professionals International in coverage; the concepts and methods covered are not specific to any country or institution, but rather to the risk management profession as a whole

Managing Extreme Climate Change Risks Through Insurance

Managing Extreme Climate Change Risks Through Insurance Book
Author : W. J. Wouter Botzen
Publisher : Cambridge University Press
Release : 2013-03-28
ISBN : 1107033276
Language : En, Es, Fr & De

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Book Description :

Examination of how insurance arrangements can contribute to societies' management of the risks of natural disasters in a changing climate.

Managing Uncertainty Mitigating Risk

Managing Uncertainty  Mitigating Risk Book
Author : Nick Firoozye,Fauziah Ariff
Publisher : Springer
Release : 2016-04-20
ISBN : 1137334541
Language : En, Es, Fr & De

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Book Description :

Managing Uncertainty, Mitigating Risk proposes that financial risk management broaden its approach, maintaining quantification where possible, but incorporating uncertainty. The author shows that by using broad quantification techniques, and using reason as the guiding principle, practitioners can see a more holistic and complete picture.

New Ways for Managing Global Financial Risks

New Ways for Managing Global Financial Risks Book
Author : Michael H. Hyman
Publisher : John Wiley & Sons
Release : 2006-02-03
ISBN : 0470030488
Language : En, Es, Fr & De

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Book Description :

Looks at the present state-of-the-art in global financial risk management, and then at the innovations and solutions that are being developed to solve the problems with current methodologies. The author presents a closely reasoned explanation of why the traditional quantitative methods are no longer adequate and argues the case for the hybrid instrument that will arise from the merging of the capital and insurance markets. New Ways for Managing Global Financial Risks will allow readers to think differently about how global financial risk is managed, and how to simplify the process.