Risk Management the State of the Art
- List Price: $209.00
- Binding: Hardcover
- Publisher: Kluwer Academic Pub
- Publish date: 11/01/2001
Description:
I. Identifying, Modeling and Hedging Risks.- 1. Modeling Liquidity Risk.- 2. Credit Risk Capital: More Than One Way to Guard a Guarantee.- 3. Qualitative and Quantitative Derivatives Risk Management.- 4. Remarks on the Legal Risks of Derivatives.- 5. The Evolving Market for Catastrophic Event Risk.- 6. Industrial Risk Management with Weather Derivatives.- 7. Designing and Pricing New Instruments for Insurance and Weather Risks.- 8. Measuring Credit Risk: The Credit Migration Approach Extended for Credit Derivatives.- 9. The Y2K Enigma.- II. Managing Risk in Financial Institutions.- 10. Payment and Settlement Risks in International Financial Markets.- 11. Risks, Regimes and Overconfidence.- 12. The Bi-Currency Balance Sheet Model of Latent Currency Risk.- 13. Does Contagion Exist?.- 14. An Analysis and Critique of the BIS Proposal on Capital Adequacy and Ratings.- 15. Hedge Fund Transparency is no Silver Bullet!.- 16. Capital Adequacy in Financial Institutions: Basel Proposals.- 17. Risk Management: Where Are We Heading? Where Have We Been?.- Author Index.
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Returnable at the third party seller's discretion and may come without consumable supplements like access codes, CD's, or workbooks.
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