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Understanding Financial Risk Management
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Book Synopsis Understanding Financial Risk Management by : Angelo Corelli
Download or read book Understanding Financial Risk Management written by Angelo Corelli and published by Emerald Group Publishing. This book was released on 2024-05-27 with total page 605 pages. Available in PDF, EPUB and Kindle. Book excerpt: Financial risk management is a topic of primary importance in financial markets. It is important to learn how to measure and control risk, how to be primed for the opportunity of compensative return, and how to avoid useless exposure.
Book Synopsis Understanding Risk by : David Murphy
Download or read book Understanding Risk written by David Murphy and published by CRC Press. This book was released on 2008-04-23 with total page 472 pages. Available in PDF, EPUB and Kindle. Book excerpt: Sound risk management often involves a combination of both mathematical and practical aspects. Taking this into account, Understanding Risk: The Theory and Practice of Financial Risk Management explains how to understand financial risk and how the severity and frequency of losses can be controlled. It combines a quantitative approach with a
Book Synopsis Understanding Financial Risk Management by : Angelo Corelli
Download or read book Understanding Financial Risk Management written by Angelo Corelli and published by Emerald Group Publishing. This book was released on 2024-05-27 with total page 579 pages. Available in PDF, EPUB and Kindle. Book excerpt: Financial risk management is a topic of primary importance in financial markets. It is important to learn how to measure and control risk, how to be primed for the opportunity of compensative return, and how to avoid useless exposure.
Book Synopsis Understanding Financial Risk Management by : Angelo Corelli
Download or read book Understanding Financial Risk Management written by Angelo Corelli and published by Emerald Group Publishing. This book was released on 2019-10-28 with total page 584 pages. Available in PDF, EPUB and Kindle. Book excerpt: Understanding Financial Risk Management provides an innovative approach to financial risk management. With a broad view of theory and the industry, it aims at being a friendly, but serious, starting point for those who encounter risk management for the first time, as well as for more advanced users.
Book Synopsis Financial Risk Management by : Allan M. Malz
Download or read book Financial Risk Management written by Allan M. Malz and published by John Wiley & Sons. This book was released on 2011-09-13 with total page 752 pages. Available in PDF, EPUB and Kindle. Book excerpt: Financial risk has become a focus of financial and nonfinancial firms, individuals, and policy makers. But the study of risk remains a relatively new discipline in finance and continues to be refined. The financial market crisis that began in 2007 has highlighted the challenges of managing financial risk. Now, in Financial Risk Management, author Allan Malz addresses the essential issues surrounding this discipline, sharing his extensive career experiences as a risk researcher, risk manager, and central banker. The book includes standard risk measurement models as well as alternative models that address options, structured credit risks, and the real-world complexities or risk modeling, and provides the institutional and historical background on financial innovation, liquidity, leverage, and financial crises that is crucial to practitioners and students of finance for understanding the world today. Financial Risk Management is equally suitable for firm risk managers, economists, and policy makers seeking grounding in the subject. This timely guide skillfully surveys the landscape of financial risk and the financial developments of recent decades that culminated in the crisis. The book provides a comprehensive overview of the different types of financial risk we face, as well as the techniques used to measure and manage them. Topics covered include: Market risk, from Value-at-Risk (VaR) to risk models for options Credit risk, from portfolio credit risk to structured credit products Model risk and validation Risk capital and stress testing Liquidity risk, leverage, systemic risk, and the forms they take Financial crises, historical and current, their causes and characteristics Financial regulation and its evolution in the wake of the global crisis And much more Combining the more model-oriented approach of risk management-as it has evolved over the past two decades-with an economist's approach to the same issues, Financial Risk Management is the essential guide to the subject for today's complex world.
Book Synopsis Financial Risk Management by : Steve L. Allen
Download or read book Financial Risk Management written by Steve L. Allen and published by John Wiley & Sons. This book was released on 2012-12-19 with total page 608 pages. Available in PDF, EPUB and Kindle. Book excerpt: A top risk management practitioner addresses the essentialaspects of modern financial risk management In the Second Edition of Financial Risk Management +Website, market risk expert Steve Allen offers an insider'sview of this discipline and covers the strategies, principles, andmeasurement techniques necessary to manage and measure financialrisk. Fully revised to reflect today's dynamic environment and thelessons to be learned from the 2008 global financial crisis, thisreliable resource provides a comprehensive overview of the entirefield of risk management. Allen explores real-world issues such as proper mark-to-marketvaluation of trading positions and determination of needed reservesagainst valuation uncertainty, the structuring of limits to controlrisk taking, and a review of mathematical models and how they cancontribute to risk control. Along the way, he shares valuablelessons that will help to develop an intuitive feel for market riskmeasurement and reporting. Presents key insights on how risks can be isolated, quantified,and managed from a top risk management practitioner Offers up-to-date examples of managing market and creditrisk Provides an overview and comparison of the various derivativeinstruments and their use in risk hedging Companion Website contains supplementary materials that allowyou to continue to learn in a hands-on fashion long after closingthe book Focusing on the management of those risks that can besuccessfully quantified, the Second Edition of FinancialRisk Management + Websiteis the definitive source for managingmarket and credit risk.
Book Synopsis Hidden Financial Risk by : J. Edward Ketz
Download or read book Hidden Financial Risk written by J. Edward Ketz and published by John Wiley & Sons. This book was released on 2003-08-08 with total page 314 pages. Available in PDF, EPUB and Kindle. Book excerpt: An insider's guide to understanding and eliminating accounting fraud How do these high-profile accounting scandals occur and what could have been done to prevent them. Hidden Financial Risk fills that void by examining methods for off balance sheet accounting, with a particular emphasis on special purpose entities (SPE), the accounting ruse of choice at Enron and other beleaguered companies. J. Edward Ketz identifies the incentives for managers to deceive investors and creditors about financial risk and also shows investors how to protect their investments in a world filled with accounting and auditing frauds. J. Edward Ketz, PhD (State College, PA) is MBA Faculty Director and Associate Professor of Accounting at Penn State's Smeal College of Business. He has been cited in the press nearly 300 times since Enron's bankruptcy, including The New York Times, The Wall Street Journal, and The Washington Post.. He has a regular column in Accounting Today.
Book Synopsis Financial Risk Forecasting by : Jon Danielsson
Download or read book Financial Risk Forecasting written by Jon Danielsson and published by John Wiley & Sons. This book was released on 2011-04-20 with total page 307 pages. Available in PDF, EPUB and Kindle. Book excerpt: Financial Risk Forecasting is a complete introduction to practical quantitative risk management, with a focus on market risk. Derived from the authors teaching notes and years spent training practitioners in risk management techniques, it brings together the three key disciplines of finance, statistics and modeling (programming), to provide a thorough grounding in risk management techniques. Written by renowned risk expert Jon Danielsson, the book begins with an introduction to financial markets and market prices, volatility clusters, fat tails and nonlinear dependence. It then goes on to present volatility forecasting with both univatiate and multivatiate methods, discussing the various methods used by industry, with a special focus on the GARCH family of models. The evaluation of the quality of forecasts is discussed in detail. Next, the main concepts in risk and models to forecast risk are discussed, especially volatility, value-at-risk and expected shortfall. The focus is both on risk in basic assets such as stocks and foreign exchange, but also calculations of risk in bonds and options, with analytical methods such as delta-normal VaR and duration-normal VaR and Monte Carlo simulation. The book then moves on to the evaluation of risk models with methods like backtesting, followed by a discussion on stress testing. The book concludes by focussing on the forecasting of risk in very large and uncommon events with extreme value theory and considering the underlying assumptions behind almost every risk model in practical use – that risk is exogenous – and what happens when those assumptions are violated. Every method presented brings together theoretical discussion and derivation of key equations and a discussion of issues in practical implementation. Each method is implemented in both MATLAB and R, two of the most commonly used mathematical programming languages for risk forecasting with which the reader can implement the models illustrated in the book. The book includes four appendices. The first introduces basic concepts in statistics and financial time series referred to throughout the book. The second and third introduce R and MATLAB, providing a discussion of the basic implementation of the software packages. And the final looks at the concept of maximum likelihood, especially issues in implementation and testing. The book is accompanied by a website - www.financialriskforecasting.com – which features downloadable code as used in the book.
Book Synopsis Financial Risk Management and Modeling by : Constantin Zopounidis
Download or read book Financial Risk Management and Modeling written by Constantin Zopounidis and published by Springer Nature. This book was released on 2021-09-13 with total page 480 pages. Available in PDF, EPUB and Kindle. Book excerpt: Risk is the main source of uncertainty for investors, debtholders, corporate managers and other stakeholders. For all these actors, it is vital to focus on identifying and managing risk before making decisions. The success of their businesses depends on the relevance of their decisions and consequently, on their ability to manage and deal with the different types of risk. Accordingly, the main objective of this book is to promote scientific research in the different areas of risk management, aiming at being transversal and dealing with different aspects of risk management related to corporate finance as well as market finance. Thus, this book should provide useful insights for academics as well as professionals to better understand and assess the different types of risk.
Book Synopsis The AMA Handbook of Financial Risk Management by : John J. Hampton
Download or read book The AMA Handbook of Financial Risk Management written by John J. Hampton and published by AMACOM Div American Mgmt Assn. This book was released on 2011 with total page 320 pages. Available in PDF, EPUB and Kindle. Book excerpt: Business Insurance Magazine Innovation Award 2012 American Library Association Outstanding Business Reference Source 2012 Managing financial risk boils down to understanding how to reduce a complex business environment into workable concepts and models. The AMA Handbook of Financial Risk Management provides readers with the tools they need for dealing with the most important areas of financial decision making. Filled with strategies, principles, and measurement techniques, the book shows readers how to: * Categorize financial risks * Reduce risks from cash flow and budget exposures * Analyze operating risks * Understand the interrelationship of risk and return * Manage risks in capital investment decisions * Determine the value of common stock * Optimize debt in the capital structure Providing both explanations and practical applications, the book clarifies the key decision areas in financial risk management. This indispensable guide enables anyone involved in the financial management of an organization to know what factors are at stake and how to protect the bottom line.
Book Synopsis Handbook of Financial Risk Management by : Thierry Roncalli
Download or read book Handbook of Financial Risk Management written by Thierry Roncalli and published by CRC Press. This book was released on 2020-04-23 with total page 987 pages. Available in PDF, EPUB and Kindle. Book excerpt: Developed over 20 years of teaching academic courses, the Handbook of Financial Risk Management can be divided into two main parts: risk management in the financial sector; and a discussion of the mathematical and statistical tools used in risk management. This comprehensive text offers readers the chance to develop a sound understanding of financial products and the mathematical models that drive them, exploring in detail where the risks are and how to manage them. Key Features: Written by an author with both theoretical and applied experience Ideal resource for students pursuing a master’s degree in finance who want to learn risk management Comprehensive coverage of the key topics in financial risk management Contains 114 exercises, with solutions provided online at www.crcpress.com/9781138501874
Author :GARP (Global Association of Risk Professionals) Publisher :John Wiley & Sons ISBN 13 :1119106397 Total Pages :368 pages Book Rating :4.1/5 (191 download)
Book Synopsis Foundations of Financial Risk by : GARP (Global Association of Risk Professionals)
Download or read book Foundations of Financial Risk written by GARP (Global Association of Risk Professionals) and published by John Wiley & Sons. This book was released on 2015-05-27 with total page 368 pages. Available in PDF, EPUB and Kindle. Book excerpt: Gain a deeper understanding of the issues surrounding financial risk and regulation Foundations of Financial Risk details the various risks, regulations, and supervisory requirements institutions face in today's economic and regulatory environment. Written by the experts at the Global Association of Risk Professionals (GARP), this book represents an update to GARP's original publication, Foundations of Banking Risk. You'll learn the terminology and basic concepts surrounding global financial risk and regulation, and develop an understanding of the methods used to measure and manage market, credit, and operational risk. Coverage includes traded market risk and regulation, treasury risk and regulation, and much more, including brand new coverage of risk management for insurance companies. Clear explanations, focused discussion, and comprehensive relevancy make this book an ideal resource for an introduction to risk management. The textbook provides an understanding of risk management methodologies, governance structures for risk management in financial institutions and the regulatory requirements dictated by the Basel Committee on Banking Supervision. It provides thorough coverage of the issues surrounding financial risk, giving you a solid knowledgebase and a practical, applicable understanding. Understand risk measurement and management Learn how minimum capital requirements are regulated Explore all aspects of financial institution regulation and disclosure Master the terminology of global risk and regulation Financial institutions and supervisors around the world are increasingly recognizing how vital sound risk management practices are to both individual firms and the capital markets system as a whole. Savvy professionals recognize the need for authoritative and comprehensive training, and Foundations of Financial Risk delivers with expert-led education for those new to risk management.
Book Synopsis Essentials of Financial Risk Management by : Karen A. Horcher
Download or read book Essentials of Financial Risk Management written by Karen A. Horcher and published by John Wiley & Sons. This book was released on 2011-08-02 with total page 155 pages. Available in PDF, EPUB and Kindle. Book excerpt: A concise introduction to financial risk management strategies, policies, and techniques This ideal guide for business professionals focuses on strategic and management issues associated with financial risk. Essentials of Financial Risk Management identifies risk-mitigation policies and strategies; suggestions for determining an organization's risk tolerance; and sources of risk associated with currency exchange rates, interest rates, credit exposure, commodity prices, and other related events. Examples illustrate risk scenarios and offer tips on an array of management alternatives, including changes in the way business is conducted and hedging strategies involving derivatives.
Book Synopsis Practical Risk Management by : Erik Banks
Download or read book Practical Risk Management written by Erik Banks and published by John Wiley & Sons. This book was released on 2004-02-04 with total page 176 pages. Available in PDF, EPUB and Kindle. Book excerpt: A proven way to manage risk in today's business world Understanding how the risk process works is a critical concept that business professionals must come to learn. For those who must understand the fundamentals of risk management quickly, without getting caught up in jargon, theory, mathematics, and formulas, Practical Risk Management is the perfect read. Written in a clear, fast-paced and easily digestible style, this book explains the practical challenges associated with risk management and how-by focusing on accountability, governance, risk appetite, liquidity, client risks, automated and manual processes, tools and diagnostics-they can be overcome. After finishing this book, readers will have a solid understanding of the risk process, know which issues/questions are of critical importance, and be able to determine how their specific risk problems can be minimized or avoided. Erik Banks (Redding, CT) is currently Chief Risk Officer for Element Re. Prior to that he spent several years at Merrill Lynch in market/credit risk management roles in London, Tokyo, Hong Kong, and the United States. He is also adjunct Professor of Finance at the University of Connecticut, where he teaches MBA students. Richard Dunn (London, UK) works for Merrill Lynch. He single-handedly restructured Merrill Lynch's risk function post in 1998 into its current form.
Book Synopsis Financial Risk Management by : Francisco Javier Población García
Download or read book Financial Risk Management written by Francisco Javier Población García and published by Springer. This book was released on 2017-02-16 with total page 417 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides a quantitative overview of corporate risk management for both financial and non-financial organisations. It systematically explores a range of important risks, including interest rate risk, equity risk, commodity price risk, credit risk management, counterparty risk, operational risk, liquidity risk, market risk, derivative credit risk and country risk. Chapters also provide comprehensive and accessible analysis of risk-related phenomena and the corporate strategies employed to minimise the impacts of risk in each case. Chapters begin with an explanation of basic concepts and terminology, before going on to present quantitative examples and qualitative discussion sections. The author leverages his lifetime’s experience of working in risk management to offer this clear and empirical guide for scholars and practitioners researching financial stability.
Book Synopsis Elements of Financial Risk Management by : Peter Christoffersen
Download or read book Elements of Financial Risk Management written by Peter Christoffersen and published by Academic Press. This book was released on 2011-11-22 with total page 346 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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
Book Synopsis Quantitative Risk Management by : Thomas S. Coleman
Download or read book Quantitative Risk Management written by Thomas S. Coleman and published by John Wiley & Sons. This book was released on 2012-03-20 with total page 581 pages. Available in PDF, EPUB and Kindle. Book excerpt: State of the art risk management techniques and practices—supplemented with interactive analytics All too often risk management books focus on risk measurement details without taking a broader view. Quantitative Risk Management delivers a synthesis of common sense management together with the cutting-edge tools of modern theory. This book presents a road map for tactical and strategic decision making designed to control risk and capitalize on opportunities. Most provocatively it challenges the conventional wisdom that "risk management" is or ever should be delegated to a separate department. Good managers have always known that managing risk is central to a financial firm and must be the responsibility of anyone who contributes to the profit of the firm. A guide to risk management for financial firms and managers in the post-crisis world, Quantitative Risk Management updates the techniques and tools used to measure and monitor risk. These are often mathematical and specialized, but the ideas are simple. The book starts with how we think about risk and uncertainty, then turns to a practical explanation of how risk is measured in today's complex financial markets. Covers everything from risk measures, probability, and regulatory issues to portfolio risk analytics and reporting Includes interactive graphs and computer code for portfolio risk and analytics Explains why tactical and strategic decisions must be made at every level of the firm and portfolio Providing the models, tools, and techniques firms need to build the best risk management practices, Quantitative Risk Management is an essential volume from an experienced manager and quantitative analyst.
