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Author : 家田明
Publisher :
ISBN 13 :
Total Pages : 46 pages
Book Rating : 4.:/5 (318 download)
Download or read book Risk Management for Equity Portfolios of Japanese Banks written by 家田明 and published by . This book was released on 1998 with total page 46 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Charles Smithson
Publisher : John Wiley & Sons
ISBN 13 : 0471465429
Total Pages : 354 pages
Book Rating : 4.4/5 (714 download)
Download or read book Credit Portfolio Management written by Charles Smithson and published by John Wiley & Sons. This book was released on 2003-04-07 with total page 354 pages. Available in PDF, EPUB and Kindle. Book excerpt: A cutting-edge text on credit portfolio management Credit risk. A number of market factors are causing revolutionary changes in the way it is measured and managed at financial institutions. Charles Smithson, author of the bestselling Managing Financial Risk, introduces a portfolio management approach to credit in his latest book. Understanding how to manage the inherent risks of this market has become increasingly important over the years. Credit Portfolio Management provides readers with a complete understanding of the alternative approaches to credit risk measurement and portfolio management. This definitive guide discusses the pricing and managing of credit risks associated with a variety of off-balance-sheet products such as credit default swaps, total return swaps, first-to-default baskets, and credit spread options; as well as on-balance-sheet customized structured products such as credit-linked notes, repackage notes, and synthetic collateralized debt obligations (CDOs). Filled with expert insight and advice, this book is a must-read for all credit professionals. Charles W. Smithson, PhD (New York, NY), is the Managing Partner of Rutter Associates and Executive Director of the International Association of Credit Portfolio Managers (IACPM). He is the author of five books, including The Handbook of Financial Engineering and Managing Financial Risk (now in its Third Edition).
Author : International Monetary Fund. Monetary and Capital Markets Department
Publisher : International Monetary Fund
ISBN 13 : 1484319818
Total Pages : 126 pages
Book Rating : 4.4/5 (843 download)
Download or read book Japan written by International Monetary Fund. Monetary and Capital Markets Department and published by International Monetary Fund. This book was released on 2017-09-18 with total page 126 pages. Available in PDF, EPUB and Kindle. Book excerpt: This Technical Note discusses the results of stress testing of the financial sector in Japan. The Japanese financial system appears generally resilient to short-term risks, but pockets of vulnerability exist. Overall, banks appear to have sufficient capital and liquidity buffers to cope with a scenario of severe recession owing to disruptions in global trade, and accompanied by a sharp increase in interest rates and risk premiums, and a decline in equity prices. Spillovers within the system also appear to be limited. At the same time, resilience is not equal among all institutions included in the analysis. Some life insurance companies and regional banks may need to strengthen their capital buffers.
Author : Takehiko Nemoto
Publisher :
ISBN 13 :
Total Pages : 228 pages
Book Rating : 4.:/5 (493 download)
Download or read book Risk Management in Japanese Banks written by Takehiko Nemoto and published by . This book was released on 1991 with total page 228 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : International Monetary Fund. Monetary and Capital Markets Department
Publisher : International Monetary Fund
ISBN 13 : 1484319710
Total Pages : 229 pages
Book Rating : 4.4/5 (843 download)
Download or read book Japan written by International Monetary Fund. Monetary and Capital Markets Department and published by International Monetary Fund. This book was released on 2017-09-18 with total page 229 pages. Available in PDF, EPUB and Kindle. Book excerpt: This report assesses the observance of Basel Core Principles for Effective Banking Supervision in Japan. Banking regulations and supervisory processes have undergone significant improvements since the last Financial Sector Assessment Program. The Japan Financial Services Agency is in the process of reforming its supervisory practices and has been shifting its focus from assessing compliance with prudential requirements to a more sophisticated and forward-looking risk-based approach to supervising banks and bank holding companies. Although the supervisory framework is generally sound, some key priority areas need to be addressed. Corporate governance and risk management remains an area that needs further work to strengthen independence of boards.
Author : Philippe Avril
Publisher : Financial Times/Prentice Hall
ISBN 13 :
Total Pages : 168 pages
Book Rating : 4.:/5 (318 download)
Download or read book Japanese Equity Derivatives written by Philippe Avril and published by Financial Times/Prentice Hall. This book was released on 2001 with total page 168 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Asian flu appears to have been cured. Foreign investment is rising again and Japanese equity derivatives are now in demand. With the growth in electronic trading and the deregulation of derivatives markets, the restrictions to global trading are being eroded and dealers predict that interest in global equity derivatives will continue to build. Although derivative instruments on Japanese stock indexes first became popular in the 1980s the market has developed in a peculiar way, contrasting sharply with the general evolution of equity derivatives in the West. The Japanese financial 'big bang' has fostered a spectacular surge in transactions and a dramatic increase in the number of local participants, competing with all leading European and US investment banks. Aimed at both Japanese and Western readers familiar with the basic concepts of financial derivatives, Japanese Equity Derivatives analyzes the Japanese equity derivatives market successively from the point of view of end-users and professional players. It highlights the stark differences between Eastern and Western markets and reviews the key aspects of Japanese equity derivatives, including risk management and deregulation. It investigates what has actually happened in Japanese equity derivatives, the local regulations, the abnormal profitability of derivatives trading activities, the various products available and the differences in market psychological behaviour. Philippe Avril has accumulated ten years of experience in this market, working both for top foreign players and a major domestic institution in arbitrage, trading and structuring activities. This has allowed him to provide an insider's point of view of past developments in the market as well as current and future trends. Japanese Equity Derivatives is an invaluable read for personal investors looking for alternative savings strategies, fund and portfolio managers, traders, active managers, risk managers, and heads of equity derivatives desks.
Author : Takehiko Nemoto
Publisher :
ISBN 13 :
Total Pages : 274 pages
Book Rating : 4.:/5 (228 download)
Download or read book Risk Management in Japanese Bank written by Takehiko Nemoto and published by . This book was released on 1990 with total page 274 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Michael Frenkel
Publisher : Springer Science & Business Media
ISBN 13 : 3662040085
Total Pages : 427 pages
Book Rating : 4.6/5 (62 download)
Download or read book Risk Management written by Michael Frenkel and published by Springer Science & Business Media. This book was released on 2013-06-29 with total page 427 pages. Available in PDF, EPUB and Kindle. Book excerpt: Dealing with all aspects of risk management that have undergone significant innovation in recent years, this book has been written for academics as well as practitioners, in particular finance specialists. It is unique in bringing together such a wide array of experts and correspondingly offers a complete coverage of recent developments. The emphasis is placed on highlighting the link between the academic literature and practical issues related to the organization of the risk management function.
Author :
Publisher :
ISBN 13 :
Total Pages : 48 pages
Book Rating : 4.:/5 (318 download)
Download or read book Risk-averting Portfolio Trends of Japanese Households written by and published by . This book was released on 2001 with total page 48 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author :
Publisher :
ISBN 13 :
Total Pages : 130 pages
Book Rating : 4.:/5 (321 download)
Download or read book Bank of Japan Monetary and Economic Studies written by and published by . This book was released on 1999 with total page 130 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : M. Rasmussen
Publisher : Springer
ISBN 13 : 0230512852
Total Pages : 453 pages
Book Rating : 4.2/5 (35 download)
Download or read book Quantitative Portfolio Optimisation, Asset Allocation and Risk Management written by M. Rasmussen and published by Springer. This book was released on 2002-12-13 with total page 453 pages. Available in PDF, EPUB and Kindle. Book excerpt: Targeted towards institutional asset managers in general and chief investment officers, portfolio managers and risk managers in particular, this practical book serves as a comprehensive guide to quantitative portfolio optimization, asset allocation and risk management. Providing an accessible yet rigorous approach to investment management, it gradually introduces ever more advanced quantitative tools for these areas. Using extensive examples, this book guides the reader from basic return and risk analysis, all the way through to portfolio optimization and risk characterization, and finally on to fully fledged quantitative asset allocation and risk management. It employs such tools as enhanced modern portfolio theory using Monte Carlo simulation and advanced return distribution analysis, analysis of marginal contributions to absolute and active portfolio risk, Value-at-Risk and Extreme Value Theory. All this is performed within the same conceptual, theoretical and empirical framework, providing a self-contained, comprehensive reading experience with a strongly practical aim.
Author : International Monetary Fund
Publisher : International Monetary Fund
ISBN 13 : 1475506457
Total Pages : 104 pages
Book Rating : 4.4/5 (755 download)
Download or read book Japan written by International Monetary Fund and published by International Monetary Fund. This book was released on 2012-08-10 with total page 104 pages. Available in PDF, EPUB and Kindle. Book excerpt: This report focuses on the effectiveness of the Japanese Financial Supervisory Authority (FSA) and the Bank of Japan in supervising and regulating the Japanese financial system during the March 2011 earthquake. The report also highlights Japan’s compliance with the Basel Core Principles (BCPs) for Effective Banking Supervision. Japan has introduced various improvement measures to its regulatory framework and has an operational set-up that largely complies with the norms of the BCP's. In general, the mandates for supervision are structured and FSA given a free hand on supervisory responsibilities.
Author :
Publisher : Lulu.com
ISBN 13 : 9291316695
Total Pages : 294 pages
Book Rating : 4.2/5 (913 download)
Download or read book International Convergence of Capital Measurement and Capital Standards written by and published by Lulu.com. This book was released on 2004 with total page 294 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : William H. Beaver
Publisher : McGraw-Hill Companies
ISBN 13 :
Total Pages : 388 pages
Book Rating : 4.F/5 ( download)
Download or read book Risk Management written by William H. Beaver and published by McGraw-Hill Companies. This book was released on 1995 with total page 388 pages. Available in PDF, EPUB and Kindle. Book excerpt: Collects essays on the multidimensional aspects of risk management.
Author : Tokiko Shimizu
Publisher :
ISBN 13 :
Total Pages : 30 pages
Book Rating : 4.:/5 (318 download)
Download or read book The Credit Risk of Japanese Banks During the Bubble Period written by Tokiko Shimizu and published by . This book was released on 2000 with total page 30 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Tetsuo Shimizu
Publisher :
ISBN 13 :
Total Pages : 184 pages
Book Rating : 4.:/5 (287 download)
Download or read book Research of Risk Management System of Japanese Bank written by Tetsuo Shimizu and published by . This book was released on 1993 with total page 184 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Alfred Lehar
Publisher :
ISBN 13 :
Total Pages : 37 pages
Book Rating : 4.:/5 (129 download)
Download or read book Measuring Systemic Risk written by Alfred Lehar and published by . This book was released on 2011 with total page 37 pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper proposes a new method to measure and monitor the systemic risk in a banking system. Standard tools that regulators require banks to use for their internal risk management are applied at the level of the banking system to measure the risk of the regulator's portfolio. Using a sample of international banks from 1988 until 1999, I estimate correlations between bank asset portfolios and compute different measures of systemic risk. The portfolio aspect of the regulator's deposit insurance liability is explicitly considered and the methodology allows a comparison of sub-samples from different countries. Correlations, bank asset volatility, and bank capitalization increase for North American and somewhat for European banks, while Japanese banks face deteriorating capital levels and increasing volatility of their asset portfolios. In the sample period, the North American banking system gains stability while the Japanese banking sector becomes more fragile. The expected future liability of the regulator varies substantially over time and is especially high during the Asian crisis starting in 1997. Further analysis shows that the Japanese banks contribute most to the volatility of the regulator's liability at that time. Larger and more profitable banks have lower systemic risk and additional equity capital reduces systemic risk only for banks that are constrained by regulatory capital requirements.
