Springer, ISBN-10: 3319050079, 2014. - p. 113. (SpringerBriefs in Computer Science) This work is the definitive guide for IT managers and agile practitioners. It elucidates the principles of agile risk management and how these relate to individual projects. Explained in clear and concise terms, this synthesis of project risk management and agile techniques is illustrated using...
2nd Edition. — Wiley-Blackwell, 2025. — 512 p. — ISBN-13: 978-1394263806. A comprehensive and highly practical overview of project risk management emphasizing pragmatic solutions and user-friendly methods without advanced mathematical techniques. Managing Project Risks provides a comprehensive treatment of project risk management, offering a systematic but easy-to-follow...
Springer, 2024. — 412 p. — ISBN: 978-3031525421. This book provides professionals and practitioners with a comprehensive guide on credit risk modeling, capital modeling, and validation for Current Expected Credit Loss (CECL), International Financial Reporting Standard 9 (IFRS9), Basel Capital, and Comprehensive Capital Analysis and Review (CCAR) procedures. It describes how...
Springer, 2024. — 412 p. — ISBN: 978-3031525421. This book provides professionals and practitioners with a comprehensive guide on credit risk modeling, capital modeling, and validation for Current Expected Credit Loss (CECL), International Financial Reporting Standard 9 (IFRS9), Basel Capital, and Comprehensive Capital Analysis and Review (CCAR) procedures. It describes how...
Simon & Schuster, 2003. — 320 p. — ISBN: 978-0-7432-5423-6 Draws on real-life examples and the studies of H.G. Wells and John Allen Paulos to explain how misunderstandings about numbers can compromise personal health and security. At the beginning of the twentieth century, H. G. Wells predicted that statistical thinking would be as necessary for citizenship in a technological...
Springer, 2020. - 266 p. - ISBN: 3030351203 This book provides an in-depth introduction to knowledge risk management (KRM) as well as methods, tools and cases to address knowledge risk management issues in both the public and private sector. It focuses on the integration of knowledge risks into the holistic risk management of organizations. In addition, this book is accompanied...
Wiley, 2020. — 300 p. — ISBN ISBN: 1119598869, 9781119598862. A practical and accessible guide that demystifies ForEx risk for managers in all areas of business Virtually any organisation active in the global economy is impacted by fluctuations in foreign exchange (FX or ForEx) markets. Managers need to understand this increasingly complex issue and measure their firm's...
Springer, 2019. — 286 p. — (Advanced Sciences and Technologies for Security Applications). — ISBN: 978-3-030-30599-4. This book provides the conceptual foundation of security risk assessment and thereby enables reasoning about risk from first principles. It presents the underlying theory that is the basis of a rigorous and universally applicable security risk assessment...
London: Routledge, 2009. — 145 p. An introductory guide to the concepts, quantification and mitigation of risk, that plainly explains risk perception, assessment and management and thereby forms a solid starting for students and policy professionals alike. Introduction: what is risk? Modeling risk. The systems approach. Managing risk. Risky information: the difference between...
Vernon Press, 2019. — 142 p. — ISBN: 1622734432. Currency Risk Management (CRM) is vital for any business engaging in international trade. Fluctuations and uncertainty within currency markets mean that businesses must seek to effectively manage and anticipate potential risks when striking international deals. In a rapidly changing and volatile global business environment, CRM...
Springer, 2014. — 392 p. — ISBN: 1447163044. This interdisciplinary book explores both actuarial methods and methods pertaining to classical internal control and classical risk management. The text offers insight on risk capital, capital allocation, performance measurement and value-oriented management.
Springer, 2014. — 126 p. — ISBN: 3319081284. This book presents a forecasting mechanism of the price intervals for deriving the SCR (solvency capital requirement) eradicating the risk during the exercise period on one hand and measuring the risk by computing the hedging exit time function associating with smaller investments the date until which the value of the portfolio...
Lund: Department of Fire Safety Engineering, Lund University, 2002. — 115 p. In Sweden, it is possible to discern a considerable increase in the use of quantitative risk analysis (QRA) as part of the foundation for decision making regarding safety-related issues in various areas, for instance land use planning, licensing procedures for hazardous activities, infrastructure...
European Mathematical Society, 2007. — 389 p. — (Zurich Lectures in Advanced Mathematics). — ISBN: 978-3-03719-035-7. Quantitative Risk Management (QRM) has become a field of research of considerable importance to numerous areas of application, including insurance, banking, energy, medicine, and reliability. Mainly motivated by examples from insurance and finance, the authors...
2nd ed. — CRC Press, 2010. — 384 p. — ISBN: 978-1584889922. The recent financial crisis has shown that credit risk in particular and finance in general remain important fields for the application of mathematical concepts to real-life situations. While continuing to focus on common mathematical approaches to model credit portfolios, Introduction to Credit Risk Modeling, Second...
World Scientific, 2019. — 340 p. — ISBN: 9813272732. The 2008 financial crisis shook the financial derivatives market to its core, revealing a failure to fully price the cost of doing business then. As a response to this, and to cope with regulatory demands for massively increased capital and other measures with funding cost, the pre-2008 concept of Credit Valuation Adjustment...
2nd Edition. — Wiley, 2019. — 565 p. — ISBN: 9781119483465. Since the first edition of the book was published there have been several changes in the types of risk individuals, businesses, and governments are being exposed to. Cyber-attacks are more frequent and costly and lone-wolf style terrorist attacks are more common; events not addressed in the first edition. The book...
Bentham Science Publishers, 2018. — 325 p. — ISBN: 1681086891, 9781681086897. This book is intended primarily for practitioners in financial institutions. Additionally, this book presents a new perspective on the study of interest rate models because real-world modeling is an emerging subject for the future. This book contains a number of substantial and advanced subjects...
Routledge, 2019. — 107 p. — ISBN: 0367226790, 9780367226794. This book offers a fresh method of assessing and managing risks in SMEs, by adopting a multidisciplinary approach. In small and medium companies, the risk management process cannot be often formalised and procedures are usually integrated unconsciously into the decision-making process. Therefore, to enhance the...
Academic Press, 2019. — 193 p. — ISBN: 978-0-12-812158-0. This book is a book about the future of risk and the future of value. It examines the indispensable role of economic modeling in the future of digitization, thus providing industry professionals with the tools they need to optimize the management of financial risks associated with this megatrend. The book addresses three...
Springer, 2019. - 334 p. - ISBN: 9811381402 This book proposes three normative frameworks pertaining to risk-measurement, disclosure and governance using expert opinion and data from the top 429 non-financial companies (of the NIFTY 500 index) over a 10-year period. The book offers a novel contribution to the global literature on disclosure quality by presenting a composite...
John Wiley & Sons, 2011. — 288 p. The essential risk assessment guide for civil engineering, design, and construction Risk management allows construction professionals to identify the risks inherent in all projects, and to provide the tools for evaluating the probabilities and impacts to minimize the risk potential. This book introduces risk as a central pillar of project...
Rothstein Associates Inc., 2012. — 335 p. — ISBN: 9781931332736. As an instructor, you have seen business continuity and risk management grow exponentially, offering an exciting array of career possibilities to your students. They need the tools needed to begin their careers -- and to be ready for industry changes and new career paths. You cannot afford to use limited and...
Wiley, 2019. — 320 p. — ISBN: 1119508509. Transform your approach to oprisk modeling with a proven, non-statistical methodology Operational Risk Modeling in Financial Services provides risk professionals with a forward-looking approach to risk modeling, based on structured management judgement over obsolete statistical methods. Proven over a decade’s use in significant banks...
9th ed. — McGraw-Hill Education, 2017. — 912 p. — ISBN: 9781259717772. Saunders and Cornett's Financial Institutions Management: A Risk Management Approach provides an innovative approach that focuses on managing return and risk in modern financial institutions. The central theme is that the risks faced by financial institutions managers and the methods and markets through...
Springer, 2019. — 232 p. — ISBN: 3030026795. This book combines theory and practice to analyze risk measurement from different points of view. The limitations of a model depend on the framework on which it has been built as well as specific assumptions, and risk managers need to be aware of these when assessing risks. The authors investigate the impact of these limitations,...
CRC Press, 2011. — 247 p. — ISBN: 1439857636, 9781439857632, 9781439857649. In every decision context there are things we know and things we do not know. Risk analysis uses science and the best available evidence to assess what we know — and it is intentional in the way it addresses the importance of the things we don’t know. Primer on Risk Analysis: Decision Making Under...
2nd Edition. — CRC Press, 2019. — 848 p. — ISBN: 978-1138478206. The field of risk science continues to expand and grow and the second edition of Principles of Risk Analysis: Decision Making Under Uncertainty responds to several significant changes in the market. The changes identified will be addressed through the addition of several new chapters. The language will be updated...
8th Edition. — McGraw-Hill, 2014. — 928 p. Saunders and Cornett's Financial Institutions Management: A Risk Management Approach provides an innovative approach that focuses on managing return and risk in modern financial institutions. The central theme is that the risks faced by financial institutions managers and the methods and markets through which these risks are managed...
Oxford University Press, 2011. — 144 p. — (Very Short Introductions). We find risk everywhere--from genetically modified crops, medical malpractice, and stem-cell therapy to heartbreak, online predators, identity theft, inflation, and robbery. They arise from our own acts and they are imposed on us. In this Very Short Introduction, Baruch Fischhoff and John Kadvany draw on both...
Springer, 2018. — 684 p. — ISBN: 3030069001. The risk of counterparty default in banking, insurance, institutional, and pension-fund portfolios is an area of ongoing and increasing importance for finance practitioners. It is, unfortunately, a topic with a high degree of technical complexity. Addressing this challenge, this book provides a comprehensive and attainable...
New York: Routledge, 2017. — 207 p. The Gower Handbook of Extreme Events reviews approaches for assessing and managing the risk of extreme events: environmental catastrophe; engineering failure; financial or business meltdown; nuclear or other extreme terrorism. Extreme events are not only severe, but also outside the normal range of experience of the system in question. An...
Springer, 2016. — 168 p. — ISBN: 978-3658119072. In this book Simona Roccioletti reviews several valuable studies about risk measures and their properties; in particular she studies the new (and heavily discussed) property of "Elicitability" of a risk measure. More important, she investigates the issue related to the backtesting of Expected Shortfall. The main contribution of...
Apress, 2018. — 284 p. — ISBN: 978-1484241936. Understand critical cybersecurity and risk perspectives, insights, and tools for the leaders of complex financial systems and markets. This book offers guidance for decision makers and helps establish a framework for communication between cyber leaders and front-line professionals. Information is provided to help in the analysis of...
Wiley, 2019. — 430 p. — ISBN: 978-1-119-34563-3. Gain a holistic view of agricultural (re)insurance and capital market risk transfer Increasing agricultural production and food security remain key challenges for mankind. In order to meet global food demand, the Food and Agriculture Organisation estimates that production has to increase by 50% by 2050 and requires large...
Springer, 2018. — 116 p. — ISBN: 978-3030018238. This book provides an overview of the risk components of CoCo bonds. CoCos are hybrid financial instruments that convert into equity or suffer a write-down of the face value upon the appearance of a trigger event. The loss-absorption mechanism is automatically enforced either via the breaching of a particular accounting ratio,...
Springer, 2018. — 116 p. — ISBN: 978-3030018238. This book provides an overview of the risk components of CoCo bonds. CoCos are hybrid financial instruments that convert into equity or suffer a write-down of the face value upon the appearance of a trigger event. The loss-absorption mechanism is automatically enforced either via the breaching of a particular accounting ratio,...
Wiley, 2019. — 272 p. — ISBN: 1119549043. Praise for Operational Risk Management "Ariane Chapelle is one of the world's leading teachers, thinkers and writers about operational risk. The combination of her professional experience as a practitioner in the financial services industry and her role as an advisor to regulators makes this textbook a must-read at all levels of both...
Risk professional workshop. — Albania, 2012. — 182 p. The materials cover the following aspects: Operational Risk Management Setup including classification of risks, Identification Tools, Risk Measurement and Analysis and Management Actions and Framework.
Springer, 2018. — 115 p. — ISBN: 978-3319994109. This book provides a unique, focused introduction to the analytical skills, methods and techniques in the assessment of credit risk that are necessary to tackle and analyze complex credit problems. It employs models and techniques from operations research and management science to investigate more closely risk models for...
Springer, 2018. - 115 p. - ISBN: 978-3319994109 This book provides a unique, focused introduction to the analytical skills, methods and techniques in the assessment of credit risk that are necessary to tackle and analyze complex credit problems. It employs models and techniques from operations research and management science to investigate more closely risk models for...
Springer, 2018. - 115 p. - ISBN: 978-3319994109 This book provides a unique, focused introduction to the analytical skills, methods and techniques in the assessment of credit risk that are necessary to tackle and analyze complex credit problems. It employs models and techniques from operations research and management science to investigate more closely risk models for...
American Society of Civil Engineers, 2017. — 320 p. — ISBN: 978-0784414637. Quantitative Risk Management and Decision Making in Construction introduces valuable techniques for weighing and evaluating alternatives in decision making with a focus on risk analysis for identifying, quantifying, and mitigating risks associated with construction projects.Singh addresses such topics...
3rd ed. — Risk Books, 2015. — 362 p. — ISBN: 978-1782722229. As firms prepare for the imminent arrival of the Solvency II Directive in 2016, it is more crucial than ever to fully understand how to implement risk management best practice. This fully updated user-friendly third edition of will quickly help you get to grips with risk management terms and techniques, and how they...
3rd ed. — Risk Books, 2015. — 362 p. — ISBN: 978-1782722229. As firms prepare for the imminent arrival of the Solvency II Directive in 2016, it is more crucial than ever to fully understand how to implement risk management best practice. This fully updated user-friendly third edition of will quickly help you get to grips with risk management terms and techniques, and how they...
3rd ed. — Risk Books, 2015. — 362 p. — ISBN: 978-1782722229. As firms prepare for the imminent arrival of the Solvency II Directive in 2016, it is more crucial than ever to fully understand how to implement risk management best practice. This fully updated user-friendly third edition of will quickly help you get to grips with risk management terms and techniques, and how they...
Wiley, 2018. — 224 p. — ISBN: 978-1119490395. Well constructed bow ties make it very clear how risks are managed and major incidents avoided, and are increasingly used in high hazard industries. This book reviews the bow tie method and explains how to construct highly effective bow ties and avoid common pitfalls, with sound and practical treatment of human and organizational...
Kogan Page, 2018. - 480 p. - 978-0749483074 5th.ed. This fifth edition of Fundamentals of Risk Management is a comprehensive introduction to commercial and business risk for students and risk professionals. Providing extensive coverage of the core frameworks of business continuity planning, enterprise risk management and project risk management, this is the definitive guide to...
Wiley, 2002. — 334 p. This book describes the tools and techniques of value-at-risk and risk decomposition, which underlie risk budgeting. Most readers will never actually compute a value-at-risk (VaR) estimate. That is the role of risk measurement and portfolio management systems. Nonetheless, it is crucial that consumers of value-at-risk estimates and other risk measures...
Wiley, 2008. — 195 p. This book is about risk analysis – basic ideas, principles and methods. Both theory and practice are covered. A number of books exist presenting the many risk analysis methods and tools, such as fault tree analysis, event tree analysis and Bayesian networks. In this book we go one step back and discuss the role of the analyses in risk management. How such...
Springer, 2013. — 112 p. — ISBN: 978-3642297205. The book draws on current research on model risk and parameter sensitivity of securitisation ratings. It provides practical ideas and tools that can facilitate a more informed usage of securitisation ratings. We show how global sensitivity analysis techniques can be used to better analyze and to enhance the understanding of the...
Business Expert Press, 2018. — 159 p. — ISBN: 1947098489. Frontiers of Risk Management was developed as a text to look at how risk management would develop in the light of Basel II. With an objective of being 10 years ahead of its time, the contributors have actually had even greater foresight. What is clear is that risk management still faces the same challenges as it did ten...
Business Expert Press, 2018. — 195 p. — ISBN10: 1947098462, 13 978-1947098466. Frontiers of Risk Management was developed as a text to look at how risk management would develop in the light of Basel II. With an objective of being 10 years ahead of its time, the contributors have actually had even greater foresight. What is clear is that risk management still faces the same...
Palgrave Macmillan, 2019. — 367 p. — ISBN: 978-981-10-8988-6. This book is a capstone to the magisterial career of one of Japan's most senior scholars of risk, accounting, and management. How can companies and organizations navigate today's world, rife with unexpected challenges and opportunities? In this trenchant book, Nishimura offers case studies, theoretical models, and...
Global 13th Edition. — Pearson Education, 2017. — 720 p. — ISBN: 9781292151038. Redja’s Principles of Risk Management and Insurance provides an in-depth examination of major risk themes. Using rich and up-to-date content on the basic concepts of risk and insurance, and introductory and advanced topics in traditional and enterprise risk management, the text is relevant to a wide...
CRC Press, 2018. — 402 p. — ISBN: 978-1498742160. The quantitative modeling of complex systems of interacting risks is a fairly recent development in the financial and insurance industries. Over the past decades, there has been tremendous innovation and development in the actuarial field. In addition to undertaking mortality and longevity risks in traditional life and annuity...
Palgrave Macmillan, 2018. — 321 p. — ISBN: 3319704249. This book provides a concise and practical guidance on the implementation analysis of the new revised standards of the Basel Committee on Banking Supervision (BCBS) on the supervision of the international banking system. Based on publicly available data on default rates and realised loss-given-default rates, it provides an...
Palgrave Macmillan, 2018. — 321 p. — ISBN: 3319704249. This book provides a concise and practical guidance on the implementation analysis of the new revised standards of the Basel Committee on Banking Supervision (BCBS) on the supervision of the international banking system. Based on publicly available data on default rates and realised loss-given-default rates, it provides an...
New York: Springer, 2018. — 593 p. Causal analytics methods can revolutionize the use of data to make effective decisions by revealing how different choices affect probabilities of various outcomes. This book presents and illustrates models, algorithms, principles, and software for deriving causal models from data and for using them to optimize decisions with uncertain...
KIT Scientific Publishing, 2008. — 154 p. An important tool in risk management is the implementation of risk measures. We study dynamic models where risk measures and dynamic risk measures can be applied. In particular, we solve various portfolio optimization problems and introduce a class of dynamic risk measures via the notion of Markov decision processes. Using Bayesian...
The Open University , 2016. — 42 p. Risk and the financial crisis (Risk management. The financial crisis – the cost of risk management failures. Audiovisual activity. Case study) A helicopter overview of risk (Defining risk. The risk management process) Operational risk. (The implications of operational risk. Operational risk management. IFRS and operational risk Summary...
2nd Edition. — Wiley, 2018. — 358 p. — ISBN: 978-1-118-23385-6. The definitive guide to risk arbitrage, fully updated with new laws, cases, and techniques Risk Arbitrage is the definitive guide to the field and features a comprehensive overview of the theory, techniques, and tools that traders and risk managers need to be effective. This new edition is completely updated and...
10th ed. — South-Western College Pub, 2015. — 640 p. — ISBN: 978-1305104969. One book gives you a solid understanding of how derivatives are used to manage the risks of financial decisions. Extremely reader friendly, market-leading Introduction to Derivatives and Risk Management (with stock-train coupon), 10e is packed with real-world examples while keeping technical...
Wiley – AICPA, 2018. — 129 p. — ISBN: 978-1-119-50908-0. Recognizing fraud risks in governmental and not-for-profit organizations is often challenging due. Their public nature, limited support staff, and staff with limited accounting experience can result ineffective fraud prevention and detection programs and increased opportunities for fraud. This CPE course uses a...
Academic Press, 2017. — 514 p. — ISBN: 978-0-12-811252-6. The Handbook of Investors' Behavior during Financial Crises provides fundamental information about investor behavior during turbulent periods, such the 2000 dot com crash and the 2008 global financial crisis. Contributors share the same behavioral finance tools and techniques while analyzing behaviors across a variety of...
Academic Press, 2017. — 514 p. — ISBN: 978-0-12-811252-6. The Handbook of Investors' Behavior during Financial Crises provides fundamental information about investor behavior during turbulent periods, such the 2000 dot com crash and the 2008 global financial crisis. Contributors share the same behavioral finance tools and techniques while analyzing behaviors across a variety of...
Springer, 2017. — 242 p. — ISBN: 978-3319720043. This book provides an overview of classical actuarial techniques, including material that is not readily accessible elsewhere such as the Ammeter risk model and the Markov-modulated risk model. Other topics covered include utility theory, credibility theory, claims reserving and ruin theory. The author treats both theoretical and...
Springer, 2017. — 242 p. — ISBN: 978-3319720043. This book provides an overview of classical actuarial techniques, including material that is not readily accessible elsewhere such as the Ammeter risk model and the Markov-modulated risk model. Other topics covered include utility theory, credibility theory, claims reserving and ruin theory. The author treats both theoretical and...
Springer, 2018. — 387 p. — (Supply Chain Management). — ISBN: 9783658199173, 9783658199180. With her work, Irène Kilubi builds a bridge between two areas of business research, on the one hand the supply chain management, and on the other hand innovation and technology management. In the context of her work, she proposes to expand the usual instruments of supply chain risk...
Springer, 2017. — 285 p. — (Strategies for Sustainability). — ISBN: 9783319662329, 9783319662336. Wilderer P.A., Renn O., Grambow M., Molls M., Mainzer K. (eds.) Here, expert authors delineate approaches that can support both decision makers as well as their concerned populations in overcoming unwarranted fears and in elaborating policies based on scientific evidence. Four...
Productivity Press, 2012. — 308 p. — ISBN13: 978-1466500471; ISBN10: 1466500476. What would you do if a law that enabled your investment to operate successfully abroad suddenly changed, and your business could no longer operate profitably there? Imagine exporting goods to a government buyer only to discover after the fact that your home country, or the United Nations, has just...
Cambridge University Press, 2016. — 374 p. — ISBN: 978-1107146471. Credit risk is the risk resulting from the uncertainty that a borrower or a group of borrowers may be unwilling or unable to meet their contractual obligations as per the agreed terms. It is the largest element of risk faced by most banks and financial institutions. Potential losses due to high credit risk can...
Springer, 2018. — 169 p. — ISBN: 3319723197. This book describes a maximally simple market risk model that is still practical and main risk measures like the value-at-risk and the expected shortfall. It outlines the model's (i) underlying math, (ii) daily operation, and (iii) implementation, while stripping away statistical overhead to keep the concepts accessible. The author...
Palgrave Macmillan, 2017. — 226 p. — (Palgrave Macmillan Studies in Banking and Financial Institutions). — ISBN: 978-1-137-59451-8. This book focuses on several topical issues related to the operational risk management in bank: regulation, organisation and strategy. It analyses the connections between the different key-players involved in the operational risk process and the...
Palgrave Macmillan, 2017. — 226 p. — (Palgrave Macmillan Studies in Banking and Financial Institutions). — ISBN: 978-1-137-59451-8. This book focuses on several topical issues related to the operational risk management in bank: regulation, organisation and strategy. It analyses the connections between the different key-players involved in the operational risk process and the...
Springer, 2014. — 70 p. — ISBN: 978-3319089874. The public debt crisis that Eurozone countries have experienced since 2010 has been accompanied by a resurgence of sovereign risk. Greece was obliged to restructure its debt in 2012. The credit position of even the wealthy countries is shakier than at any time since the Great Depression. Now more than ever it is essential to...
ISTE–Wiley, 2018. — 182 p. — (Big Data, Artificial Intelligence and Data Analysis Set: Volume 1). — ISBN: 978-1-78630-073-7. This book will be a “must” for people who want good knowledge of big data concepts and their applications in the real world, particularly in the field of insurance. It will be useful to people working in finance and to masters students using big data...
Springer, 2018. — 335 p. — ISBN: 978-981-10-4106-8, 9811041067, 978-981-10-4105-1. This book covers important issues related to managing supply chain risks from various perspectives. Supply chains today are vulnerable to disruptions with a significant impact on firms’ business and performance. The aim of supply chain risk management is to identify the potential sources of risks...
CRC Press, 2018. — 355 p. — (The Global Warrior Series). — ISBN: 1482226219, 9781482226218, 9781315118161, 1315118165, 9781482226225, 1482226227. There is a younger generation who has lost the ability to communicate effectively. And there is a host of corporate personnel that could do a much better job at communications. Every country, every culture has it's own unique branding...
Cambridge University Press, 2017. — 202 p. — ISBN: 978-1-107-18559-3. In the years since the subprime financial crisis of 2007–2011, we have learned a number of important lessons about the crisis, and have subsequently applied appropriate legislation, such as increased capital ratios and systematic stress testing, in order to combat it. However, it would be naive to suggest...
Wiley, 2017. — 376 p. — ISBN: 978-1118939819. Improve financial product control operations with this comprehensive reference Effective Product Control provides detailed "how-to" guidance for the product control function, serving as a control standards primary reference for both internal and external stakeholders. Coverage includes tasks, roles, and functions, presented in an...
Palgrave Macmillan, 2017. — 448 p. — ISBN ISBN 978-3-319-30876-0. This book draws on financial, economic, and management theory in its exploration of the theory underlying risk and risk management at both micro- and macroeconomic levels. It has a particular reference to the public financial sector. Chapters investigate the elimination of currency risk in the Transatlantic Trade...
Wiley–ISTE, 2018. — 295 p. — ISBN: 978-1-119-47501-9. Risk management practices are growing both in number and complexity in businesses, notably driven by new regulatory standards that feature risk management at their core. Although large businesses are more likely to adopt a formal, holistic approach to risk management, the stakes are just as high for SMEs. Risk management in...
Wiley, 2018. — 346 p. — ISBN: 9781119317890. Exciting new developments in risk assessment and management Risk assessment and management is fundamentally founded on the knowledge available on the system or process under consideration. While this may be self-evident to the laymen, thought leaders within the risk community have come to recognize and emphasize the need to...
Palgrave Macmillan, 2018. — 211 p. — ISBN: 978-3319694092. This book covers Operational Risk Management (ORM), in the current context, and its new role in the risk management field. The concept of operational risk is subject to a wide discussion also in the field of ORM’s literature, which has increased throughout the years. By analyzing different methodologies that try to...
Palgrave Macmillan, 2018. — 211 p. — ISBN: 978-3319694092. This book covers Operational Risk Management (ORM), in the current context, and its new role in the risk management field. The concept of operational risk is subject to a wide discussion also in the field of ORM’s literature, which has increased throughout the years. By analyzing different methodologies that try to...
Wiley, 2018. — 474 p. — ISBN: 978-1-119-25265-8. An in-depth guide to global and risk finance based on financial models and data-based issues that confront global financial managers. This book offers perspectives on global risk finance in a world with economies in transition. Developed from lectures and research projects investigating the consequences of globalization and...
Wiley-Blackwell, 2017. — 529 p. — ISBN: 978-1-118-90604-0. This book covers both the practical and theoretical aspects of catastrophe modeling for insurance industry practitioners and public policymakers. Written by authors with both academic and industry experience it also functions as an excellent graduate-level text and overview of the field. Ours is a time of unprecedented...
Wiley, 2017. — 376 p. — ISBN: 978-1118939819. Improve financial product control operations with this comprehensive reference Effective Product Control provides detailed "how-to" guidance for the product control function, serving as a control standards primary reference for both internal and external stakeholders. Coverage includes tasks, roles, and functions, presented in an...
Butterworth-Heinemann, 2008. — 354 p. Events of all types are produced every day for all manner of purposes, attracting all sorts of people. Creating and managing the environment in which these people will gather carries with it awesome responsibilities — legal, ethical, and financial.
Jossey-Bass, 2003. — 288 p. Managing Risk in Organizations offers a proven framework for handling risks across all types of organizations. In this comprehensive resource, David Frame — a leading expert in risk management — examines the risks routinely encountered in business, offers prescriptions to assess the effects of various risks, and shows how to develop effective...
Wiley, 2016. — 512 p. — ISBN: 978-1119143987. The long-awaited, comprehensive guide to practical credit risk modeling Credit Risk Analytics provides a targeted training guide for risk managers looking to efficiently build or validate in-house models for credit risk management. Combining theory with practice, this book walks you through the fundamentals of credit risk management...
ISTE Press – Elsevier, 2016. — 266 p. — ISBN: 978-1-78548-218-2. This book deals with continuous-time risk models and covers several aspects of risk theory. The first of them is the smoothness of the survival probabilities. In particular, the book provides a detailed investigation of the continuity and differentiability of the infinite-horizon and finite-horizon survival...
Palgrave Macmillan, 2017. — 585 p. — ISBN10: 3319592963, 13 978-331959296. This handbook examines the latest techniques and strategies that are used to unlock the risk transfer capacity of global financial and capital markets. Taking the financial crisis and global recession into account, it frames and contextualises non-traditional risk transfer tools created over the last 20...
Academic Press, 2017. — 306 p. — ISBN: 978-0-12-803590-0. This book provides a comprehensive view of the risk management activity by means of the stress testing process. An introduction to multivariate time series modeling paves the way to scenario analysis in order to assess a bank resilience against adverse macroeconomic conditions. Assets and liabilities are jointly studied...
World Scientific Publishing, 2017. — 207 p. — ISBN: 9789813149960. This book presents the theory, the practice, and applies this knowledge to provide a forensic analysis of some well-known risk management failures. By doing so, this book introduces a unified framework for understanding how to manage the risk of an individual's or corporation's or financial institution's assets...
Palgrave Macmillan, 2017. — 174 p. — ISBN: 978-3-319-57974-0. This Palgrave Pivot assesses the impact of the regulatory framework for derivatives built post-crisis and examines its ambition to centralize and minimize credit risk, enhance transparency, and regain control. Zelenko delves into the powerful destabilizing forces exerted by derivatives markets in the global financial...
Wiley, 2012. — 236 p. — ISNM 978-1118369746. A practitioner's guide to ex-post performance measurement techniques Risk within asset management firms has an undeserved reputation for being an overly complex, mathematical subject. This book simplifies the subject and demonstrates with practical examples that risk is perfectly straightforward and not as complicated as it might...
Academic Press, 2016. — 609 p. — ISBN: 978-0-12-805479-6. This book provides an up-to-date resource on how domestically-based banks in emerging economies can provide financial services for all economic sectors while also contributing to national economic development policies. Because these types of bank are often exposed to risky sectors, they are usually set apart from foreign...
Oxford Press, 2016. — 348 p. — ISBN B01N1N5IED. Following the recent financial crisis, regulators have been preoccupied with the concept of systemic risk in financial markets, believing that such risk could cause the markets that they oversee to implode. At the same time, they have demonstrated a certain inability to develop and implement comprehensive policies to address...
Oxford: Oxford University Press, 2016. — 280 p. — ISBN: 978-0198753223. This collection of essays deals with the situated management of risk in a wide variety of organizational settings - aviation, mental health, railway project management, energy, toy manufacture, financial services, chemicals regulation, and NGOs. Each chapter connects the analysis of risk studies with...
Wiley, 2017. — 272 p. — ISBN: 978-1119348504 An accessible and detailed overview of the risks posed by financial institutions. Understanding Systemic Risk in Global Financial Markets offers an accessible yet detailed overview of the risks to financial stability posed by financial institutions designated as systemically important. The types of firms covered are primarily...
Chapman and Hall, 2017. — 204 p. — ASIN B0714LWJP6. Model-free Hedging: A Martingale Optimal Transport Viewpoint focuses on the computation of model-independent bounds for exotic options consistent with market prices of liquid instruments such as Vanilla options. The author gives an overview of Martingale Optimal Transport, highlighting the differences between the optimal...
Wiley, 2017. — 316 p. — ISBN: 978-1848219052. Credit risk is one of the most important contemporary problems for banks and insurance companies. Indeed, for banks, more than forty percent of the equities are necessary to cover this risk. Though this problem is studied by large rating agencies with substantial economic, social and financial tools, building stochastic models is...
2nd ed. — Cambridge University Press, 2016. — 324 p. — ISBN: 978-1107154605. The focus of this book is on the two major areas of risk theory: aggregate claims distributions and ruin theory. For aggregate claims distributions, detailed descriptions are given of recursive techniques that can be used in the individual and collective risk models. For the collective model, the book...
Momentum Press, 2015. — 148 p. — ISBN: 978-1606505304. Businesspersons-including engineers, managers, and technoprenuers-are trained and drilled to make things happen. Part of their practice is to guide others on building monuments of success, and to make difficult decisions along the way. However, they will all realize that decisions they make eventually determine the chances...
Wiley, 2011. — 242 p. — ISBN: 978-0-470-82719-2. Ideas on how to reform the financial services industry, from experts on the inside In the wake of the financial crisis of 2008 the practices of the entire global financial services industry have been called into question. From the government, to the media, to the general public, everyone is rethinking the way forward for the...
Wiley, 2010. — 272 p. — ISBN: 978-1848212107. Risk Management under UCITS III/IV shows how asset managers, fund administrators, management companies and risk departments can satisfy the various financial regulators, which govern European markets, that they have adequate risk monitoring procedures in place for the funds they manage or administer. The book explains all the...
Springer, 2017. — 176 p. — (Integrated Disaster Risk Management). — ISBN: 978-981-10-2566-2. This study develops a methodology for rapidly obtaining approximate estimates of the economic consequences from numerous natural, man-made and technological threats. This software tool is intended for use by various decision makers and analysts to obtain estimates rapidly. It is...
Wiley, 2014. — 256 p. — ISBN: 978-1118796801. A comprehensive guide to one of the key risk management issues in the expanding field of Islamic finance For Islamic financial institutions, Sharia non-compliance is a growing and key risk that must be carefully managed. This book offers a thorough look at non-compliance risk and explains the legal documentation necessary to ensure...
Edinburgh University Press, 2013. — 232 p. — ISBN: 978-0748670086. An integrated risk-management framework for Islamic banks. This guide shows students and professions how to identify, measure and mitigate risk in Sharia'h-compliant banks. Using simulated Islamic bank financial statements, it demonstrates the integrated risk management process, and investigates how risk...
Wiley, 2015. — 256 p. — ISBN: 978-1118734421. Gain insight into the unique risk management challenges within the Islamic banking system Risk Management for Islamic Banks: Recent Developments from Asia and the Middle East analyzes risk management strategies in Islamic banking, presented from the perspectives of different banking institutions. Using comprehensive global case...
Wiley, 2017. — 448 p. — ISBN: 978-1119308805. Actionable guidance and expert perspective for real-world cybersecurity. The Cyber Risk Handbook is the practitioner's guide to implementing, measuring and improving the counter-cyber capabilities of the modern enterprise. The first resource of its kind, this book provides authoritative guidance for real-world situations, and...
Wiley, 2008. — 300 p. — ASIN: B000SF4VDY. While operational risk has long been regarded as a mere part of "other" risks--outside the realm of credit and market risk--it has quickly made its way to the forefront of finance. In fact, with implementation of the Basel II Capital Accord already underway, many financial professionals--as well as those preparing to enter this...
Wiley, 2012. — 352 p. — ISBN: 978-1118300206. A comprehensive guide to credit risk management. The Handbook of Credit Risk Management presents a comprehensive overview of the practice of credit risk management for a large institution. It is a guide for professionals and students wanting a deeper understanding of how to manage credit exposures. The Handbook provides a detailed...
3rd ed. — FT Press, 2010. — 816 p. — ISBN: 978-0273725206. Published by the International Swaps and Derivatives Association, the 1992 and 2002 ISDA Master Agreements are the main contracts used in the over the counter global derivatives market. Mastering the ISDA Master Agreements provides a practical, clear and useful guide to help understand and negotiate these Master...
Cambridge University Press, 2012. — 292 p. — ISBN: 978-0521139656. This book presents the theory and evidence on the effect of market liquidity and liquidity risk on asset prices and on overall securities market performance. Illiquidity means incurring a high transaction cost, which includes a large price impact when trading and facing a long time to unload a large position....
Wiley, 2015. — 240 p. — ISBN: 978-1118708606. A risk measurement and management framework that takes model risk seriously. Most financial risk models assume the future will look like the past, but effective risk management depends on identifying fundamental changes in the marketplace as they occur. Bayesian Risk Management details a more flexible approach to risk management,...
Palgrave Macmillan, 2016. — 518 p. — ISBN: 978-1137445605. The psychological dimension of managing risk is of crucial importance, and its study has led to the identification of specific do's and don'ts. Those with an understanding of the psychology underlying risk and the skills to recognize its manifestation in practice, have the opportunity to develop frameworks that embody...
Springer, 2017. — 380 p. — (Contributions to Management Science). — ISBN: 9783319471716 This book presents a broad overview of risk management in the banking industry, with a special focus on strategic thinking and decision-making. It reveals the broader context behind decision models and approaches to risk management in the financial industry, linking the regulatory landscape...
John Wiley & Sons, 2017. — 259 p. Banking Risk Simulation Models Real Economy, Sovereign Risk, and Banking Systems Linkages Applications Software References and Tools
Chapman and Hall, 2014. — 388 p. Counterparty Risk and Funding: A Tale of Two Puzzles explains how to study risk embedded in financial transactions between the bank and its counterparty. The authors provide an analytical basis for the quantitative methodology of dynamic valuation, mitigation, and hedging of bilateral counterparty risk on over-the-counter (OTC) derivative...
Bloomberg Press, 2011. — 754 p. — ISBN: 978-1576603581. A timely guide to understanding and implementing credit derivatives Credit derivatives are here to stay and will continue to play a role in finance in the future. But what will that role be? What issues and challenges should be addressed? And what lessons can be learned from the credit mess? Credit Risk Frontiers offers...
Wiley, 2017. — 262 p. — ISBN10: 1119049296. For many adults under 40, 'debt' is a four-letter word-something that should be avoided but is all too often unavoidable. In The Value of Debt in Building Wealth, bestselling author Thomas J. Anderson encourages you to rethink that. You'll walk away from this book with an understanding of how you can use debt wisely to secure the...
Palgrave Macmillan, 2014. — 613 p. — ISBN: 978-1137371638 This book provides a much needed 'middle ground' for risk practitioners who need an in-depth understanding of risk management without excessive formulae or theory. Written to appeal to a broad but financially-minded audience, it provides coverage of risk management and the frameworks commonly applied in the financial...
Wiley, 2013. — 364 p. — ISBN: 978-1118409336. The dramatic and well chronicled crisis of 2007/8 marked a watershed moment for all stakeholders in global capital markets. In the aftermath, financial markets have become even more tightly coupled as correlations in returns across multiple asset classes have been at historically elevated levels. Investors and fund managers are, to...
Risk Books, 2014. — 174 p. — ISBN: 1782720952. The changes in financial markets and regulatory environment following the financial crisis created many new analytics requirements. These requirements include those for computing CVA. In addition, advanced limit management based on potential future exposure (PFE) has taken an increased role following the crisis. Calculation of...
Springer, 2006. — 251 p. — ISBN: 978-3540374480. Past cycles of sovereign lending and default suggest that debt crises will recur at some point. This book shows why investors should reckon with similar credit events in the future. Surveying the sovereign bond market, the author provides investors with a useful toolkit for analyzing sovereign bonds and foreseeing trends in the...
Risk Books, 2012. — 382 p. — ISBN: 978-1906348465. Liquidity risk is hard to understand. It needs to be broken down into its components and drivers in order to manage and model it successfully. The market turmoil that began in mid-2007 re-emphasised the importance of liquidity to the functioning of financial markets and the banking sector. In advance of the turmoil, asset...
Wiley, 2013. — 598 p. — ISBN: 978-1119990246. A fully up-to-date, cutting-edge guide to the measurement and management of liquidity risk Written for front and middle office risk management and quantitative practitioners, this book provides the ground-level knowledge, tools, and techniques for effective liquidity risk management. Highly practical, though thoroughly grounded in...
Palgrave Macmillan, 2016. — 305 p. — ISBN: 978-3-319-30819-7. This book provides insight into current research topics in finance and banking in the aftermath of the financial crisis. In this volume, authors present empirical research on liquidity risk discussed in the context of Basel III and its implications. Chapters also investigate topics such as bank efficiency and new...
Palgrave Macmillan, 2013. — 321 p. Liquidity Management is now a core consideration for banks and other financial institutions following the collapse of numerous well-known banks in 2007-8. This timely new edition will provide practical guidance on liquidity risk and its management – now mandatory under new regulation.
Palgrave Macmillan, 2015. — 298 p. — ISBN: 978-1137450654. Emerging Markets and Sovereign Risk provides case studies, commentary and analysis on the financial risk management and measurement in the context of frontier and developing counties from international experts covering three key areas of emerging market investments, the rating sovereign risk and managing sovereign risk.
Gabler, 2011. — 112 p. — ISBN: 978-3834928443. The finance literature looks at a number of factors to explain risk premia in corporate debt, such as liquidity effects, jump-to-default risk, and contagion risk. Stochastic recovery rates as a source of systematic risk have not received much attention so far, most likely due to the difficulties around decomposing the expected...
Cambridge University Press, 2014. — 516 p. Portfolio Management under Stress offers a novel way to apply the well-established Bayesian-net methodology to the important problem of asset allocation under conditions of market distress or, more generally, when an investor believes that a particular scenario (such as the break-up of the Euro) may occur. Employing a coherent and...
Wiley, 2010. — 240 p. — ISBN: 978-0470666012. In Coherent Stress Testing: A Bayesian Approach, industry expert Riccardo Rebonato presents a groundbreaking new approach to this important but often undervalued part of the risk management toolkit. Based on the author's extensive work, research and presentations in the area, the book fills a gap in quantitative risk management by...
Wiley, 2011. — 295 p. — ISBN: 978-0470535066. dentify and understand the risks facing your portfolio, how to quantify them, and the best tools to hedge them This book scrutinizes the various risks confronting a portfolio, equips the reader with the tools necessary to identify and understand these risks, and discusses the best ways to hedge them. The book does not require a...
Cambridge University Press, 2016. — 201 p. — ISBN: 978-0521175753. Modeling credit risk accurately is central to the practice of mathematical finance. The majority of available texts are aimed at an advanced level, and are more suitable for Ph.D. students and researchers. This volume of the Mastering Mathematical Finance series addresses the need for a course intended for...
Wiley-ISTE, 2017. — 164 p. — ISBN: 978-1786300089. The author investigates the Cramer –Lundberg model, collecting the most interesting theorems and methods, which estimate probability of default for a company of insurance business. These offer different kinds of approximate values for probability of default on the base of normal and diffusion approach and some special asymptotic.
Springer, 2017. — 250 p. — ISBN: 978-3319497990. This book introduces to basic and advanced methods for credit risk management. It covers classical debt instruments and modern financial markets products. The author describes not only standard rating and scoring methods like Classification Trees or Logistic Regression, but also less known models that are subject of ongoing...
W.E. Upjohn Institute for Employment Research, 2003. — 192 p. This collection offers an economics-based overview of the various facets of risk. It contains six papers that examine a broad array of research relating to risk. Two papers examine risk management and its application to decision making as well as what researchers have learned over the past few decades in their...
Wiley, 2002. — 307 p. The Risk Measurement Revolution Measures of Financial Risk Basic Issues in Measuring Market Risk Non-parametric VaR and ETL Parametric VaR and ETL Simulation Approaches to VaR and ETL Estimation Incremental and Component Risks Estimating Liquidity Risks Backtesting Market Risk Models Stress Testing Model Risk
Gower Publishing Company, 2015. — 272 p. Risk management and contingency planning has really come to the fore since the first edition of this book was originally published. Computer failure, fire, fraud, robbery, accident, environmental damage, new regulations - business is constantly under threat. But how do you determine which are the most important dangers for your business?...
Palgrave Macmillan, 2015. — 200 p. — ISBN: 978-1137390448. Andria van der Merwe provides a thorough guide to the critical tools needed to navigate liquidity markets and value security pricing in the presence of market frictions and information asymmetries. This is essential reading for anyone with a current or future interest in liquidity models, market structures, and trading...
Kogan Page, 2016. — 321 p. — ISBN: 978-0-7494-7758-5. Risk management maturity measures how effectively an organization can identify and tackle the risks it faces. Without measuring or tracking this maturity, board members/leaders do not have the confidence that the risk management processes they are overseeing can deliver adequate protection from risk. Author Domenic Antonucci...
Wiley, 2017. — 255 p. — ISBN: 978-1119318965. Risk management solutions for today's high-speed investing environment Real-Time Risk is the first book to show regular, institutional, and quantitative investors how to navigate intraday threats and stay on-course. The FinTech revolution has brought massive changes to the way investing is done. Trading happens in microsecond time...
Wiley, 2017. — 224 p. — ISBN: 978-1119318965. Risk management solutions for today's high-speed investing environment Real-Time Risk is the first book to show regular, institutional, and quantitative investors how to navigate intraday threats and stay on-course. The FinTech revolution has brought massive changes to the way investing is done. Trading happens in microsecond time...
2nd Edition. — Springer, 2005. — 217 p. — (Grundlehren der mathematischen Wissenschaften 172). — ISBN10: 3540051171. Actuarial mathematics originated toward the end of the 17th century, when E. Halley's famous mortality table permitted the mathematical treatment and calculation of annuity values for the first time. The underlying model expressed in mathematical language at this...
Third Edition. — CRC Press, 2017. — 445 p. — (Ergonomics Design and Management: Theory and Applications). — ISBN: 978-1498736626. This book covers the application of the OCRA (Occupational Repetitive Actions) method. The methods make up a system dedicated to the analysis and management of the risk of biomechanical overload of the upper limbs. The book focuses on the OCRA...
CRC Press, 2016. — 528 p. — ASIN B01N6XYNBF. This book presents several original theories for risk, including Theory of Risk Monitoring, and Theory of Risk Acceptance, in addition to several analytical models for computing relative and absolute risk. The book discusses risk limit, states of risk, and the emerging concept of risk monitoring. The interrelationships between risk...
3rd Edition. — Kogan Page, 2014. — 411 p. — ISBN: 9978-0-7494-7245 0. It is increasingly important that organizations recognize, assess and respond to all forms of risk that they face. Fundamentals of Risk Management, now in its third edition, provides a comprehensive introduction to the subject of commercial and business risk. Completely aligned to ISO 31000, it examines the...
Palgrave Macmillan, 2017. — 234 p. — ISBN: 978-1137524065. Modern Credit Risk Management: From Theory to Practice is a practical guide to the latest risk management tools and techniques applied in the market to assess and manage credit risks at bank, sovereign, corporate and structured finance level. It strongly advocates the importance of sound credit risk management and how...
Springer, 2015. — 412 p. — ASIN B00XWDQPVK. This book covers the latest results in the field of risk analysis. Presented topics include probabilistic models in cancer research, models and methods in longevity, epidemiology of cancer risk, engineering reliability and economical risk problems. The contributions of this volume originate from the 5th International Conference on...
Springer, 2016. — 162 p. — ISBN: 978-3319250540. This book focuses on identifying and explaining the key determinants of scenario analysis in the context of operational risk, stress testing and systemic risk, as well as management and planning. Each chapter presents alternative solutions to perform reliable scenario analysis. The author also provides technical notes and...
2nd ed. — Wiley, 2017. — 464 p. — ISBN: 978-1119279150. A better development and implementation framework for credit risk scorecards. Intelligent Credit Scoring presents a business-oriented process for the development and implementation of risk prediction scorecards. The credit scorecard is a powerful tool for measuring the risk of individual borrowers, gauging overall risk...
Wiley, 2013. — 352 p. — ISBN: 978-0470824290. Introducing a fresh perspective on wealth management, with proven solutions to the challenges of preserving wealth and investing well in turbulent times Family Wealth Management is coauthored by two experts in the field of private wealth - one, a former director of Bain & Company and the chairman of two of the world's largest family...
Wiley, 2016. — 304 p. — ASIN: B01CWLC9XU. The most up-to-date, comprehensive guide on liquidity risk management — from the professionals Written by a team of industry leaders from the Price Waterhouse Coopers Financial Services Regulatory Practice, Liquidity Risk Management is the first book of its kind to pull back the curtain on a global approach to liquidity risk management...
Wiley, 2010. — 176 p. — ASIN: B0041G6SFU. The recent financial crisis has highlighted the need for better valuation models and risk management procedures, better understanding of structured products, and has called into question the actions of many financial institutions. It has become commonplace to blame the inadequacy of credit risk models, claiming that the crisis was due...
Springer, 2011 — 268 p. — ISIN: 978-3642156083. This book considers the one-factor copula model for credit portfolios that are used for pricing synthetic CDO structures as well as for risk management and measurement applications involving the generation of scenarios for the complete universe of risk factors and the inclusion of CDO structures in a portfolio context. For this...
Reston: ASCE, 2007. — 800 p. When it comes to the planning, design, construction, and management of engineering systems, risk and uncertainty are unavoidable. The consideration of the risk involved in any situation, project, or plan becomes an integral part of the decision-making process.
Wiley, 2016. — 314 p. — (The Wiley Finance Series). — ISBN: 1119026725, 9781119026723 A hands-on guide to navigating the new fuel markets Fuel Hedging and Risk Management: Strategies for Airlines, Shippers and Other Consumers provides a clear and practical understanding of commodity price dynamics, key fuel hedging techniques, and risk management strategies for the corporate...
Springer, 2016. — 193 p. — (Contributions to Economics). — ISBN: 9783319174129, 9783319174136 This book explores some relevant distortions and market failures in financial and banking markets caused by the recent financial crisis and offers important insights to policymakers as well. After having introduced the reader to the economic background behind the origin of the present...
2nd ed. — Wiley, 2012. — 480 p. — ISBN: 9781118316672 A practical guide to counterparty risk management and credit value adjustment from a leading credit practitioner Please note that this second edition of Counterparty Credit Risk and Credit Value Adjustment has now been superseded by an updated version entitled The XVA Challenge: Counterparty Credit Risk, Funding, Collateral...
Springer, Gabler Verlag, 2016. — 159 p. — ISBN: 9783658124595, 9783658124601 This publication links information asymmetries and decision processes of financial investors through quantitative models. The aim is to analyze empirical observations and synthesize outputs in order to add new academic insights with practical pertinence. Multivariate scoring models and statistical...
Palgrave Macmillan, 2016. — 242 p. The practice of quantitative risk management has reached unprecedented levels of refinement. The pricing, the assessment of risk as well as the computation of the capital requirements for highly complex transactions are performed through equally complex mathematical models, running on advanced computer systems, developed and operated by...
Hoboken: Wiley, 2012. — 416 p. Risk analysis is the method of analyzing the dangers to individuals, businesses, and government agencies posed by potential natural and man–made hazards. Designed as a practical, in–the–field toolkit, this book details every aspect of how a risk assessment is performed, showing the proper tool to be used at various steps in the process, as well as...
Butterworth-Heinemann, 2015. — 146 p. — ISBN: 0128022248, 9780128022245 Threat Assessment and Risk Analysis: An Applied Approach details the entire risk analysis process in accessible language, providing the tools and insight needed to effectively analyze risk and secure facilities in a broad range of industries and organizations. The book explores physical vulnerabilities in...
Springer, 2015. — 273 p. — ISBN: 1447167856, 9781447167853 Maximizing reader insights into project management and handling complexity-driven risks, this book explores propagation effects, non-linear consequences, loops, and the emergence of positive properties that may occur over the course of a project. This book presents an introduction to project management and analysis of...
New Jersey.: Wiley, 2015. — 1 edition. — 272 p. — Wiley Finance. — ISBN10: 1118995902. Editorial Reviews From the Inside Flap If individual investors do not have a target asset or strategy allocation that is designed to meet their goals over time, what are the odds they will, in fact, meet them? Goals-Based Wealth Management offers a hands-on guide for protecting and growing...
New York: Springer, 2011. - 230 p. Bayesian Inference for Probabilistic Risk Assessment provides a Bayesian foundation for framing probabilistic problems and performing inference on these problems. Inference in the book employs a modern computational approach known as Markov chain Monte Carlo (MCMC). The MCMC approach may be implemented using custom-written routines or existing...
2nd ed. — Palgrave Macmillan UK, 2013. — 482 p. — (Global Financial Markets Series). — ISBN: 1137346396, 9781137346391 A practitioner's account of how investment risk affects the decisions of professional investment managers. Jargon-free, with a broad coverage of investment types and asset classes, the non-investment professional will find this book readable and accessible....
CRC Press, 2009. — 419 p. — ISBN: 1439809739, 9781439809730 Defining the fundamentals of building a risk management plan, Applied Risk Management in Agriculture uses strategic management to organize the process of risk management. A time-tested procedure inside and outside the business community, this technique provides an ideal platform for organizing risk. Making complex...
Palgrave Macmillan, 2016. — 378 p. — ISBN: 9781349556595, EISBN: 9781137478788 We live in world increasingly shaped by risk and the communication of risk has become a crucial part of professional work. Communicating Risk is the first book to bring together leading researchers and practitioners to explore key issues of risk communication across diverse professional domains.
John Wiley & Sons, 2015. — 454 p. — (Wiley finance). — ISBN: 9781118904022, 1118904028, 9781118904039, 1118904036, 9781118904046, 1118904044, 1118904052, 9781118904053 The complete guide to the principles and practice of risk quantification for business applications. The assessment and quantification of risk provide an indispensable part of robust decision-making; to be...
2nd edition. — New York: CRC Press, 2015. — 424 p. The purpose of this book is to give engineers and managers, working in companies and governments around the world, a pragmatic and reasonable approach to system safety and risk assessment techniques and to design viable safety management systems. Plants are so complex today that we cannot identify the hazards and operating...
3rd ed. — CABI, 2015. — 296 p. — ISBN: 1780645740, 9781780645742 Risk and uncertainty are inescapable factors in agriculture which require careful management. Farmers face production risks from the weather, crop and livestock performance, and pests and diseases, as well as institutional, personal and business risks. This revised third edition of this popular textbook includes...
Wiley, 2014. — 336 p. — ISBN: 9781118497425, 9781118497432, 9781118497456 With over 30 years’ experience of risk management in banks, Mark Laycock provides a comprehensive but succinct non-technical overview of risk and its governance in financial institutions. Bridging the gap between texts on governance and the increasingly technical aspects of risk management the book covers...
Hoboken: Wiley-ISTE, 2015. - 198 p. Presents recent developments of probabilistic assessment of systems dependability based on stochastic models, including graph theory, finite state automaton and language theory, for both dynamic and hybrid contexts. Presents recent developments of probabilistic assessment of systems dependability based on stochastic models, including graph...
Berlin: Springer, 2001. - 276 p. Risk and Risk Measures Modeling the Dynamics of the Risk Factors Valuation of Financial Instruments Approximation of the Portfolio Distribution Sample Estimation of Risk Measures Conclusion and Outlook
Berlin: Springer, 1996. — 223 p. Incredible and excellent book for actuarial siences, i need it to prepare my thesis in risk theory and give some applications i have some good learnings about this book, is like the bible for the Actuarial Maths. From the reviews: "The huge literature in risk theory has been carefully selected and supplemented by personal contributions of the...
Springer, 2008. — 244 p. Credit risk evaluation is one of the most important topics in the field of financial risk management. Due to recent financial crises and regulatory concern of Basel II, credit risk analysis and assessment have been a major focus of financial and banking industry. Especially for many creditgranting institutions such as commercial banks and credit...
New York: Springer, 2015. — XXXVI, 368 p. This is the first English-language atlas to systematically introduce the environment, hazard, vulnerability and risk mapping for 11 natural disasters, i.e. earthquake, volcano, landslide, flood, storm surge, sand-dust storm, tropical cyclone, heat wave, cold wave, drought and wildfire, and risk mapping for multi-hazard disaster in the...
3rd ed. — Wiley, 2015. — 496 p. — ISBN: 1119109418, 9781119109419 A detailed, expert-driven guide to today's major financial point of interest The xVA Challenge: Counterparty Credit Risk, Funding, Collateral, and Capital is a practical guide from one of the leading and most influential credit practitioners, Jon Gregory. Focusing on practical methods, this informative guide...
Palgrave Macmillan, 2015. — 432 p. — (Applied Quantitative Finance). — ISBN: 1137448199, 9781137448194 XVA Desks: A New Era for Risk Management is a comprehensive guide to the fundamentals and latest developments in this rapidly expanding field. Written by a seasoned practitioner, it begins with an overview of the role of OTC derivatives in the current banking industry. The...
John Wiley & Sons, 1998. — 383 p. With the stock market breaking records almost daily, leaving longtime market analysts shaking their heads and revising their forecasts, a study of the concept of risk seems quite timely. Peter Bernstein has written a comprehensive history of man's efforts to understand risk and probability, beginning with early gamblers in ancient Greece,...
New York: Columbia University Press, 2008. — 481 p. — ISBN: 9780231513005 More than 30 leading scholars and finance practitioners discuss the theory and practice of using enterprise-risk management (ERM) to increase corporate values. While typically working to stabilize cash flows, the primary aim of a well-designed risk management program is not to smooth corporate earnings,...
Springer, 2015. — 476 p. — (Management for Professionals). — ISBN: 9783642554438, 9783642554445 This book is a guide to asset and risk management from a practical point of view. It is centered around two questions triggered by the global events on the stock markets since the middle of the last decade: Why do crashes happen when in theory they should not? How do investors deal...
Butterworth-Heinemann, Elsevier Inc., 2015. — 390 p. — ISBN: 0127999329, 0124202314, 9780124202313, 9780127999326 Using the factor analysis of information risk (FAIR) methodology developed over ten years and adopted by corporations worldwide, Measuring and Managing Information Risk provides a proven and credible framework for understanding, measuring, and analyzing information...
CRC Press, 2015. — 219 p. — ISBN: 1498712401, 9781498712408, 9781498712392 Flexible Models to Analyze Opponent Behavior A relatively new area of research, adversarial risk analysis (ARA) informs decision making when there are intelligent opponents and uncertain outcomes. Adversarial Risk Analysis develops methods for allocating defensive or offensive resources against...
Oxford University Press, 2013. — 146 p. — ISBN: 0199544492, 9780199544493 This book opens new ground in the study of financial crises. It treats the financial system as a complex adaptive system and shows how lessons from network disciplines - such as ecology, epidemiology, and statistical mechanics - shed light on our understanding of financial stability. Using tools from...
Consortium, 1997-2003. — 1194 p. Throughout history, the weather has determined the fate of nations, businesses, and individuals. Nations have gone to war to take over lands with a better climate. Individuals have starved because their crops were made worthless by poor weather. Businesses faltered because the goods they produced were not in demand as a result of unexpected...
N.-Y.: Springer, 2015. - 69 p. This compact reference makes the case for a middle ground between clinical and actuarial methods in predicting future violence, domestic violence, and sexual offending. It critiques widely used measures such as the PCL-R, VRAG, SORAG, and Static-99 in terms of clarity of scoring, need for clinical interpretation, and potential weight in assessing...
Wiley, 2012. — 374 p. — (Theory and Decision Library B). — ISBN: 9401043345, 9789401043342 Most of the writings of Maurice Allais, 1988 Nobel Laureate in Economics have only been published in French. Thus to date, economists, management scientists and operations researchers have been severely restricted in gaining access to his work. Markets, Risk and Money presents, for the...
Simon & Schuster, 2003. — 320 p. — ISBN: 0743254236, 9780743254236 At the beginning of the twentieth century, H. G. Wells predicted that statistical thinking would be as necessary for citizenship in a technological world as the ability to read and write. But in the twenty-first century, we are often overwhelmed by a baffling array of percentages and probabilities as we try to...
Wiley, 2013. — 173 p. — (FOCUS Series). — ISBN: 1848214642, 9781848214644 With the impact of the recent financial crises, more attention must be given to new models in finance rejecting Black-Scholes-Samuelson assumptions leading to what is called non-Gaussian finance. With the growing importance of Solvency II, Basel II and III regulatory rules for insurance companies and...
Hoboken: CRC Press, 2012. - 233 p. Unreason Is the Even Eviler Twin Brother of Greed. The Maleficent Hand of the Men in Gray Suits. The Unpalatable Truth about Risk Management. What the Textbooks Will Not Tell You about Corporate Governance. The Most Important Lesson a Risk Manager Must Know. A Powerful Secret from Henry Fayol. The Incredible Advantage of a Monocle on Risk....
Wiley, October 14, 2013. — 352 p. While many organizations know how important operational risks are, they still continue to struggle with the best ways to identify and manage them. Organizations of all sizes and in all industries need best practices for identifying and managing key operational risks, if they intend on exceling in today's dynamic environment. Operational Risk...
Springer, 2015. — 198 p. — ISBN: 9783319031033, 9783319031040 The recent world economic crisis showed very clearly that financial crises and sovereign defaults are severe threats to economic and social prosperity. In addition, it became apparent that currency crises and banking crises often occur together and are closely related to sovereign debt crises and defaults. The...
N.-Y.: Wiley, 2015. - 376 p. The seminal guide to risk management, streamlined and updated Risk Management in Banking is a comprehensive reference for the risk management industry, covering all aspects of the field. Now in its fourth edition, this useful guide has been updated with the latest information on ALM, Basel 3, derivatives, liquidity analysis, market risk, structured...
McGraw-Hill, 2000. — 752 p. This is the all-in-one banker's and financial manager's guide for implementing and using an effective risk management program. In today's world of multibillion-dollar credit losses and bailouts, it has become increasingly imperative for corporate and banking leaders to monitor and manage risk on all fronts. "Risk Management" introduces and explores...
2nd edition. — Hoboken: Wiley, 2006. — 912 p. More and more each year, the modern corporation must decide what risks to keep and what risks to shed to remain competitive and to maximize its value for the capital employed. Culp explains the theory and practice of risk transfer through either balance sheet mechanism such as structured finance, derivative transactions, or...
McGraw-Hill, 2004. — 388 p. Measuring and Managing Credit Risk takes you far beyond the Basel guidelines to detail a powerful, proven program for understanding and controlling your firm’s credit risk. Providing hands-on answers on practical topics from capital management to correlations, and supporting its theories with up-to-the-minute data and insights, this authoritative...
Productivity Press, 2012. — 308 p. — ISBN13: 978-1466500471; ISBN10: 1466500476. What would you do if a law that enabled your investment to operate successfully abroad suddenly changed, and your business could no longer operate profitably there? Imagine exporting goods to a government buyer only to discover after the fact that your home country, or the United Nations, has just...
N.-Y.: Chapman and Hall/CRC, 2014. - 616 p. Risk Analysis in Engineering and Economics is required reading for decision making under conditions of uncertainty. The author describes the fundamental concepts, techniques, and applications of the subject in a style tailored to meet the needs of students and practitioners of engineering, science, economics, and finance. Drawing on...
McGraw-Hill, 2010. — 256 p. — ISBN: 0071638296, 9780071638296, 0071749047, 9780071749046 How Excessive Risk Destroyed Lehman and Nearly Brought Down the Financial Industry Uncontrolled Risk will ruffle feathers — and for good reason — as voters and legislators learn the difficult lessons of Lehman’s collapse and demand that we never forget them. Dr. David C. Shimko, Board of...
N.-Y.: Chapman and Hall/CRC, 2010. — 413 p. Taking into account the standards of the Basel Accord, Operational Risk Modeling and Management presents a simulation model for generating the loss distribution of operational risk. It also examines a multitude of management issues that must be considered when adjusting the quantitative results of a comprehensive model. The book...
McGraw-Hill, 2007. — 896 p. — 6th ed. — ISBN: 0073405140, 9780073405148 This book focuses on managing return and risk in modern financial institutions. The central theme is that the risks faced by managers and the methods and markets through which these risks are managed are becoming increasingly similar, whether an institution is chartered as a commercial bank, a savings bank,...
Springer, 2014. — 128 p. — ISBN: 9812872833 This book discusses the risks and opportunities that arise in Emerging Asia given the context of a new environment in global liquidity and capital flows. It elaborates on the need to ensure financial and overall economic stability in the region through improved financial regulation and other policy measures to minimize the emergent...
Springer, 2015. — 315 p. — ISBN: 9783319142555, 9783319142562 This book is about the formulations, theoretical investigations, and practical applications of new stochastic models for fundamental concepts and operations of the discipline of risk management. It also examines how these models can be useful in the descriptions, measurements, evaluations, and treatments of risks...
Springer, 2015. — 438 p. — ISBN: 3319091131 Quantitative models are omnipresent –but often controversially discussed– in todays risk management practice. New regulations, innovative financial products, and advances in valuation techniques provide a continuous flow of challenging problems for financial engineers and risk managers alike. Designing a sound stochastic model requires...
Springer, 2015. — 438 p. Quantitative models are omnipresent – but often controversially discussed – in todays risk management practice. New regulations, innovative financial products, and advances in valuation techniques provide a continuous flow of challenging problems for financial engineers and risk managers alike. Designing a sound stochastic model requires finding a careful...
FT Press, 2002. — 320 p. — ISBN: 0273656988 Alternative Investment Strategies, such as hedge funds, can enhance returns and reduce risk of a global investment portfolio. However, managing their "risk dimension" is critical to success. Managing Risk in Alternative Investment Strategies provides insight into the latest thinking about hedge funds and hedge fund risk management,...
Oxford University Press, 2015. — 712 p. All investments carry with them some degree of risk. In the financial world, individuals, professional money managers, financial institutions, and many others encounter and must deal with risk. Risk management is a process of determining what risks exist in an investment and then handling those risks in the best-suited way. This is...
N.-Y.: Auerbach Publications, 2014. - 474 p. This new edition of Risk Management: Concepts and Guidance supplies a look at risk in light of current information, yet remains grounded in the history of risk practice. Taking a holistic approach, it examines risk as a blend of environmental, programmatic, and situational concerns. Supplying comprehensive coverage of risk management...
Springer, 2015. — 315 p. — (International Series in Operations Research & Management Science, Vol. 211). — ISBN13: 000-3319075233; ISBN10: 3319075233. This book provides a perspective on a number of approaches to financial modeling and risk management. It examines both theoretical and practical issues. Theoretically, financial risks models are models of a real and a financial...
McGraw-Hill, 2005. — 432 p. — ISBN: 0071429662, 9780071429665 Learn powerful corporate governance and risk strategies to control both financial and non financial risks .Risk is an integral component of every forward looking transaction. Now more than ever before, it is essential to understand the multiple dimensions of risk as well as how to best manage risk to gain a...
Wiley, 2014. — 528 p. — ISBN: 1118045955¸9781118045954 Balanced, practical risk management for post – financial crisis institutions Fundamentals of Risk Management fills a critical gap left by existing risk management texts. Instead of focusing only on quantitative risk analysis or only on institutional risk management, this book takes a comprehensive approach. The disasters of...
Wiley - ISTE, 2014. — 420 p. — ISBN: 1848214804 Risk management deals with prevention, decision-making, action taking, crisis management and recovery, taking into account consequences of unexpected events. The authors of this book are interested in ecological processes, human behavior, as well as the control and management of life-critical systems, which are potentially highly...
Palgrave Macmillan, 2011. — 282 p. — ISBN: 0230281133, 9780230281134 Economics, psychology, and neuroscience have converged into a single field under the label of neuroeconomics, aimed to employ recent neuroscientific methods in order to analyze economically relevant brain processes. This innovative field has repeatedly revealed deviations from the classical theory of...
McGraw-Hill, 2003. — 576 p. — ISBN: 0071407634, 9780071407632 Under the new Basle Guidelines, all financial institutions subject to local banking laws will soon be required to operate under dramatically different risk exposure rules. Risk Management and Capital Adequacy provides details on the key risk approaches under these new guidelines and is the first book to analyze if...
Springer, Apress, 2014. — 388 p. — ISBN: 1430261331, 9781430261339 Risk control, capital allocation, and realistic derivative pricing and hedging are critical concerns for major financial institutions and individual traders alike. Events from the collapse of Lehman Brothers to the Greek sovereign debt crisis demonstrate the urgent and abiding need for statistical tools adequate...
KIT Scientific Publishing, 2006. — 175 p. — ISBN: 3866440057, 9783866440050 These case studies complement the earlier groundbreaking work of Natural Disaster Hotspots: A Global Risk Analysis published in April 2005. Three case studies address specific hazards: landslides, storm surges and drought. An additional, three case studies address regional multi-hazard situations in Sri...
World Scientific Publishing Co. Pte. Ltd., 2009. — 966 p. — ISBN: 9812838627. This book covers fundamental concepts in financial markets and asset pricing such as hedging, arbitrage, speculation in different markets, classical models for pricing of simple and complex derivatives, mathematical foundations, managing and monitoring portfolios of derivatives in real time, etc. It...
Springer, 2011. — 476 p. — ISBN: 3642123228, 9783642123238 The term 'risk' is known from many fields, and we are used to references to contractual risk, economic risk, operational risk, legal risk, security risk, and so forth. We conduct risk analysis, using either offensive or defensive approaches to identify and assess risk. Offensive approaches are concerned with balancing...
Risk Books, 2009. — 381 p. — ISBN: 1906348340, 9781906348342 This book is a collection of analyses of methods and practices used to manage OTC derivative counterparty risk and their performance during the 2007-8 financial crisis. It covers the areas of counterparty risk measurement, pricing (CVA), hedging, collateralization, stress testing, back testing and integration into...
Risk Books, 2010. — 537 p. — ISBN: 1906348251, 9781906348250 Over the past decade the financial service industry has spent tremendous resources on building models to measure financial risks. Generally, these models predictions were used without acknowledging that reality may or may not reflect the assumptions made and thus the predictions. The book aims to provide solutions on...
Risk Books, 2013. — 340 p. — ISBN: 1782720146, 9781782720140. The global financial crisis uncovered an important gap in the risk assessment of institutions operating in the supervised and shadow financial systems. Namely, risk assessments, either in private or policy making institutions, centered on the risk of a financial institution in isolation, abstracting from its risks to...
Wiley, 2014. — 352 p. — (Wiley Finance Series). — ISBN: 9781118796900 A thorough guide to correlation risk and its growing importance in global financial markets Ideal for anyone studying for CFA, PRMIA, CAIA, or other certifications, Correlation Risk Modeling and Management is the first rigorous guide to the topic of correlation risk. A relatively overlooked type of risk until...
Springer, 2014. — 472 p. 100 illus., 42 illus. in color. — ISBN: 3319044850, 9783319044866 This is a unique book addressing the integration of risk methodology from various fields. It stimulates intellectual debate and communication across disciplines, promotes better risk management practices and contributes to the development of risk management methodologies. Book chapters...
N.-Y.: Chapman & Hall/CRC, 2011. - 328 p. Risk Analysis in Finance and Insurance, Second Edition presents an accessible yet comprehensive introduction to the main concepts and methods that transform risk management into a quantitative science. Taking into account the interdisciplinary nature of risk analysis, the author discusses many important ideas from mathematics, finance,...
N.-Y.: CRC Press, 2013. - 523 p. The challenges of the current financial environment have revealed the need for a new generation of professionals who combine training in traditional finance disciplines with an understanding of sophisticated quantitative and analytical tools. Risk Management and Simulation shows how simulation modeling and analysis can help you solve risk...
Wiley, 2010. — 797 p. — ISBN: 9780470903391 Risk management may have been the single most important topic in finance over the past two decades. To appreciate its complexity, one must understand the art as well as the science behind it. Risk Management: Foundations for a Changing Financial World provides investment professionals with a solid framework for understanding the...
Risk Books, 2013. — 358 p. — ISBN: 1782720073, 9781782720072 This book outlines practically relevant solutions to the complexities faced by quants post-crisis. Each of the 20 chapters targets a specific technical issue including pricing, hedging and risk management of financial securities. Post-Crisis Quant Finance is a must-read for quants, statisticians, researchers, risk...
N.-Y.: Risk Books, 2012. - 242 p. The second edition of Market Risk Modeling examines the latest developments and updates in statistical methods used to solve the day-to-day problems faced by a risk manager. After almost a decade since the publication of the first edition, this book considers new risk management methodologies, approaches and packages. Bringing together a wide...
N.-Y.: Risk Books, 2011. - 124 p. Senior management are expected to make crucial business decisions using complex risk models that, without specialized quantitative financial knowledge, can lead to ill judged choices. The recent controversial discussions concerning the use of risk models during the financial crisis, and the new regulatory framework, have highlighted the need...
Springer, 2014. — 242 p. 61 illus., 38 illus. in color. — (Computational Risk Management). — ISBN: 3642549551, 9783642549557 This book approaches macroprudential oversight from the viewpoint of three tasks. The focus concerns a tight integration of means for risk communication into analytical tools for risk identification and risk assessment. Generally, this book explores...
Risk Books, 2012. — 527 p. — ISBN: 9781906348588 The author, Terry Benzschawel, succeeds in breaking down credit risk modeling into something that is easy to understand. The book does three main things: Describe data, theory and applications regarding corporations and sovereign nations likelihoods of default. Explain how the market prices the risk of default and its associated...
Wiley, 2014. — 300 p. — ISBN: 1118176405, 9781118176405 A comprehensive guide to the key investment decisions all investors must make and how to manage the risk that entails Since all investors seek maximize returns balanced against acceptable risks, successful investment management is all about successful risk management. Strategic Risk Management uses that reality as a...
Wiley, 2013. — 384 p. — ISBN: 1118349466, 9781118349465 A comprehensive and accessible introduction to modern quantitative risk management. The business world is rife with risk and uncertainty, and risk management is a vitally important topic for managers. The best way to achieve a clear understanding of risk is to use quantitative tools and probability models. Written for...
Risk Books, 2011. — 335 p. — 2nd ed. — ISBN: 1906348618, 9781906348618 All over the globe insurers are facing the impact of the turmoil on the financial markets, making it more crucial than ever to fully understand how to implement risk management best practice. In this timely second edition, industry expert René Doff argues that Solvency II, which aims to improve standards of...
Wiley, 2013. — 420 p. — ISBN: 9780470647158 This authoritative handbook illustrates practical implementation of simulation techniques in the banking and financial industries through use of real-world, time-sensitive applications. Striking a balance between theory and practice, it demonstrates how simulation algorithms can be used to solve practical problems and showcases how...
Wiley, 2012. — 463 p. — ISBN: 9781118129593 Investment Theory and Risk Management is a practical guide to today's investment environment. The book's sophisticated quantitative methods are examined by an author who uses these methods at the Virginia Retirement System and teaches them at the Virginia Commonwealth University. In addition to showing how investment performance can...
Euromoney Institutional Investor, 2013. — 340 p. — ISBN: 1781371687, 9781781371688 This is one of the very few books that focuses on the qualitative risk management methodologies of both banks and insurance companies in one place. It also benefits from the truly world-class contributors who are internationally recognized for their expertise in this area. Who should read this...
Wiley, 2013. — 464 c. — ISBN: 9780470748466 The book’s content is focused on rigorous and advanced quantitative methods for the pricing and hedging of counterparty credit and funding risk. The new general theory that is required for this methodology is developed from scratch, leading to a consistent and comprehensive framework for counterparty credit and funding risk, inclusive...
Wiley, 2014. — 308 p. — ISBN: 1118658140, 9781118658147 Discover analytical tools and practices to help improve the quality of risk management in government organizations Federal agencies increasingly recognize the importance of active risk management to help ensure that they can carry out their missions. High impact events, once thought to occur only rarely, now occur with...
Wiley-Blackwell - 2004, 312 p. ISBN: 0-631-22709-1. A step-by-step, real world guide to the use of Value at Risk (VaR) models, this text applies the VaR approach to the measurement of market risk, credit risk and operational risk. The book describes and critiques proprietary models, illustrating them with practical examples drawn from actual case studies. Explaining the logic...
Wiley - 2003, 274 p. ISBN: 0-471-06412-2. The ultimate source for risk management information Before entering into any investment, the risk of that venture must be identified and quantified. The Handbook of Risk provides in-depth coverage of risk from every possible angle and illuminates the subject by covering the quantitative and and behavioral issues faced by investment...
McGraw-Hill - 2004, 256 p. ISBN: 0-07-143471-2. What all managers need to know about growth in a turbulent world. Especially in these turbulent times, good risk management is about exploiting opportunities for growth while protecting value already created. To do this, corporate leaders must, first and foremost, learn to manage the chain of cause and effect between risk and...
Wiley, 2005. — 396 p. — ISBN: 0471427241, 9780471427247 The definitive guide to fixed income valuation and risk analysis The Trilogy in Fixed Income Valuation and Risk Analysis comprehensively covers the most definitive work on interest rate risk, term structure analysis, and credit risk. The first book on interest rate risk modeling examines virtually every well-known IRR...
Springer, 2014. — 160 p. — (International Series in Operations Research & Management Science). — ISBN: 4431546189, 9784431546191 This book presents recent work in the physics and economics of management through the developmental theory and practice of management science/operations research (MS/OR) that goes beyond the author’s earlier book on the same subject. (Volume 125 in...
Elsevier, 2006. — 390 p. — 3rd ed. — ISBN: 0750679220, 9780750679220 Security and risk management are principally concerned with the protection and conservation of corporate assets and resources. The task of protection continues to be an increasingly complex one in a time when technology is creating new products (and thus risk) at an explosive rate. Add this to the crime rate -...
Elsevier Science, 2010. — 163 p. — ISBN: 0123749921, 9780123749925 The most common way of constructing portfolios is to use traditional asset allocation strategies, which match the client's risk appetite to a weighted allocation strategy of fixed income, equities, and other types of assets. This method focuses on how the money is allocated, rather than on future returns. The...
Springer, 2010. —-290 p. — ISBN: 3642139256, 9783642139253 Risk is a popular topic in many sciences - in natural, medical, statistical, engineering, social, economic and legal disciplines. Yet, no single discipline can grasp the full meaning of risk. Investigating risk requires a multidisciplinary approach. The authors, coming from two very different disciplinary traditions,...
North-Holland/Elsevier, 2014 . — 897 p. — ISBN: 9780444536853. The need to understand the theories and applications of economic and finance risk has been clear to everyone since the financial crisis, and this collection of original essays proffers broad, high-level explanations of risk and uncertainty. The economics of risk and uncertainty is unlike most branches of economics...
Springer, 2013. — 128 p. 25 illus., 23 illus. in color. — (SpringerBriefs in Finance). — ISBN: 1461444896, 9781461444909 Multifractal Financial Markets ?explores appropriate models for estimating risk and profiting from market swings, allowing readers to develop enhanced portfolio management skills and strategies. Fractals in finance allow us to understand market instability...
McGraw-Hill, 2010. — 624 p. — ISBN: 0071744355, 9780071744355 A superior new replacement to traditional discounted cash flow valuation models. Executives and corporate finance practitioners now have a more reliable discount rate to value companies and make important business and investment decisions. In today's market, it’s free cash flow, cost of capital and return on invested...
Springer, 2013. — 93 p. 7 illus., 3 illus. in color. — ISBN: 3319023020, 9783319023038 Motivated by the many and long-standing contributions of H. Gerber and E. Shiu, this book gives a modern perspective on the problem of ruin for the classical Cramér–Lundberg model and the surplus of an insurance company. The book studies martingales and path decompositions, which are the main...
Prentice Hall, 2013. — 720 p. in color. — 12th ed. — ISBN: 0132992914, 9780132992916 Intended primarily for undergraduate courses in Risk Management and Insurance, this text also provides practical content to current and aspiring industry professionals. Principles of Risk Management and Insurance is the market-leading text, focusing primarily on the consumers of insurance, and...
Kogan Page, 2010. — 304 p. — 7th ed. — ISBN: 0749457139, 9780749457136 Effective risk management is a vital issue to consider when looking to safeguard a company’s commercial future and deal with the latest regulatory requirements. Managing Business Risk enables readers to maintain the clearest possible controls on risks that may threaten their businesses, while at the same...
Springer, 2012. — 410 p. — ISBN: 9400742878 This book presents intellectual, innovative, information technologies (I3-technologies) based on logical and probabilistic (LP) risk models. The technologies presented here consider such models for structurally complex systems and processes with logical links and with random events in economics and technology. The volume describes the...
Wiley, 2012. — 220 p. — 2nd ed. — ISBN: 9781119966975 Foundations of Risk Analysis presents the issues core to risk analysis – understanding what risk means, expressing risk, building risk models, addressing uncertainty, and applying probability models to real problems. The author provides the readers with the knowledge and basic thinking they require to successfully manage...
Springer, 2012. — 454 p. 178 illus. — ISBN: 9783642257551 This book presents innovative theories, methodologies, and techniques in the field of risk management and decision making. It introduces new research developments and provides a comprehensive image of their potential applications to readers interested in the area. The collection includes: computational intelligence...
Springer, 2014. — 505 p. — ISBN: 9781461490357 This book presents an overview of the risks involved in modern electricity production, delivery and trading, including technical risk in production, transportation and delivery, operational risk for the system operators, market risks for traders, and political and other long term risks in strategic management. Using decision making...
Auerbach Publications, 2008. — 458 p. — ISBN: 1420062751, 9781420062755 Based on the seminars of Tom Peltier, this volume presents the various processes that your organization can employ in assessing risk, fully detailing each of its strengths and weaknesses. This information will allow managers to determine what processes best fit the needs of a given situation to mitigate...
Springer, 2013. — 162 p. — ISBN: 9789400774407 This volume explores various aspects of risk taking. It offers an analysis of financial, entrepreneurial and social risks, as well as a discussion of the ethical implications of empirical findings. The main issues examined in the book are the financial crisis and its implications for business ethics. The book discusses unethical...
Artech House, 2002. — 430 p. Series: Artech House Computer Library. — ISBN: 1580533140, 9781580533140 Professionals in the world of e-business need a reliable way of gauging the risks associated with new endeavours. This hands-on guide presents an effective approach to using risk to conduct test strategies. It helps professionals understand the risks of e-business and conduct...
Springer, 2013. — 152 p. — ISBN: 940075454X, 9789400754553 Risk has become one of the main topics in fields as diverse as engineering, medicine and economics, and it is also studied by social scientists, psychologists and legal scholars. This Springer Essentials version offers an overview of the in-depth handbook and highlights some of the main points covered in the Handbook of...
Springer, 2014. — 85 p. 3 illus. — ISBN: 9781447155676, 9781447155683 Reinsurance is an important production factor of non-life insurance. The efficiency and the capacity of the reinsurance market directly regulate those of insurance markets. The purpose of this book is to provide a concise introduction to risk theory, as well as to its main application procedures to...
Wiley, 2014. — 432 p. — ISBN: 1118127188, 9781118127186 A One–Stop Guide for the Theories, Applications, and Statistical Methodologies of Market Risk Understanding and investigating the impacts of market risk on the financial landscape is crucial in preventing crises. Written by a hedge fund specialist, the Handbook of Market Risk is the comprehensive guide to the subject of...
Milan: Springer-Verlag Italia, 2013. — 140 p. The increasingly risky environment in which companies operate is characterized by a rising number of risk components, factors, sources, and drivers. The identification, evaluation, and management of these risks require the capability to coordinate various skills within a company and in upstream and downstream relationships. This...
Financial Times Prentice Hall, 2002. — 316 p. — ISBN: 0273656422, 9780273656425 Managing business risks in the 21st century New Economy is very different to managing risk in the closing years of the 20th century. Whereas, in the past, risk management used to be confined to finance and operational functions such as crisis management, today's smart companies know that survival...
Cambridge University Press, 2010. — 518 p. — ISBN: 9780521765015 Prospect Theory: For Risk and Ambiguity provides the first comprehensive and accessible textbook treatment of the way decisions are made both when we have the statistical probabilities associated with uncertain future events (risk) and when we lack them (ambiguity). The book presents models, primarily prospect...
Wiley, 2013. — 448 p. — ISBN: 1118604911, 9781118604915 Credit is essential in the modern world and creates wealth, provided it is used wisely. The Global Credit Crisis during 2008/2009 has shown that sound understanding of underlying credit risk is crucial. If credit freezes, almost every activity in the economy is affected. The best way to utilize credit and get results is to...
Springer, 2013. — 170 p. — ISBN: 9781447150435 Risk management is often complicated by situational uncertainties and the subjective preferences of decision makers. Fuzzy Hierarchical Model for Risk Assessment introduces a fuzzy-based hierarchical approach to solve risk management problems considering both qualitative and quantitative criteria to tackle imprecise information....
CRC Press, 2012. — 576 p. — ISBN: 1439857490, 9781439857496 e-ISBN: 9781439857502 In every decision context there are things we know and things we do not know. Risk analysis uses science and the best available evidence to assess what we know — and it is intentional in the way it addresses the importance of the things we don’t know. Principles of Risk Analysis: Decision Making...
Wiley, 2013 2014. — 689 p. — 11th ed. — ISBN: 111853400X, 9781118534007 Fundamentals of Risk and Insurance, 11th Edition presents a thorough and comprehensive introduction to the field of insurance while emphasizing the consumer. The new edition first examines the concept of risk, the nature of the insurance device, and the principles of risk management. It then discusses the...
Academic Press, 2004. — 247 p. — ISBN: 0121706214, 9780121706210 The objective of this book is to present this analytical framework and to illustrate how it can be used in the investigation of economic decisions under risk. In a sense, the economics of risk is a difficult subject: it involves understanding human decisions in the absence of perfect information. How do we make...
Wiley, 2008. — 655 p. — 2nd ed. — ISBN: 0470118725, 9780470118726 Managing Credit Risk, Second Edition opens with a detailed discussion of today’s global credit markets — touching on everything from the emergence of hedge funds as major players to the growing influence of rating agencies. After gaining a firm understanding of these issues, you’ll be introduced to some of the...
Wiley, 2013. — 400 p. — ISBN: 1848214928, 9781848214927 An overview of the methods used for risk analysis in a variety of industrial sectors, with a particular focus on the consideration of human aspects, this book provides a definition of all the fundamental notions associated with risks and risk management, as well as clearly placing the discipline of risk analysis within the...
Routledge, 2003. — 492 p. — ISBN: 0415771137, 9780415771139 This new book uses advanced signal processing technology to measure and analyze risk phenomena of the financial markets. It explains how to scientifically measure, analyze and manage non-stationarity and long-term time dependence (long memory) of financial market returns. It studies, in particular, financial crises in...
Wiley, 2005. — 412 p. — 2nd ed. — ISBN: 0470013036, 9780470013038 Fully revised and restructured, "Measuring Market Risk, Second Edition" includes a new chapter on options risk management, as well as substantial new information on parametric risk, non-parametric measurements and liquidity risks, more practical information to help with specific calculations, and new examples...
Wiley, 2011. — 196 p. — ISBN: 0470584629, 9780470584620 An institutional investor′s guide to the burgeoning field of reverse mortgage securitization Reverse Mortgages and Linked Securities is a contributed title comprising many of the leading minds in the Home Equity Conversion Mortgages (HECM) industry, including reverse mortgage lenders, institutional investors, underwriters,...
Gower, 2009. — 130 p. — ISBN: 0566089955, 9780566089954. There are all sorts of problems associated with reputation risk. Many organisations find that it doesn't fit neatly within operational risk others struggle to allocate responsibility for it or to find ways of reporting effectively. Perhaps the biggest problem of all is that organisations often confuse reputation risk with...
Wiley, 2012. — 350 p. — ISBN: 1119979528, 9781119979524. Everything you need to know in order to manage risk effectively within your organization. You cannot afford to ignore the explosion in mathematical finance in your quest to remain competitive. This exciting branch of mathematics has very direct practical implications: when a new model is tested and implemented it can have...
ESI International, 2001. — 340 p. — ISBN: 1890367303, 9781890367305. Risk Management: Concepts and Guidance, third edition, is an encyclopedia of risk management tools, practices and protocols. Its 35 tool-packed chapters cover the latest perspectives on risk, focusing on a systematic approach to risk management. It highlights specific techniques to enhance organizational risk...
Wiley, 2011. — 664 p. — ISBN: 0470637641, 9780470637647 An introduction to risk assessment that utilizes key theory and state-of-the-art applications With its balanced coverage of theory and applications along with standards and regulations, Risk Assessment: Theory, Methods, and Applications serves as a comprehensive introduction to the topic. The book serves as a practical...
CRC Press, 2010. — 742 p. — ISBN: 1439817529, 9781439817520 As pension fund systems decrease and dependency ratios increase, risk management is becoming more complex in public and private pension plans. Pension Fund Risk Management: Financial and Actuarial Modeling sheds new light on the current state of pension fund risk management and provides new technical tools for...
Ashgate Publishing Company, 2005. – 191 p. – ISBN: 0566086271, 9780566086274 Despite many years of development, risk management remains problematic for the majority of organizations. One common challenge is the human dimension, in other words, the way people perceive risk and risk management. Risk management processes and techniques are operated by people, each of whom is a...
Cambridge University Press, 2011. – 224 p. – ISBN: 0521760577, 9780521760577 Quantitative risk assessments cannot eliminate risk, nor can they resolve tradeoffs. They can, however, guide principled risk management and reduction - if the quality of assessment is high and decision makers understand how to use it. This book builds a unifying scientific framework for discussing and...
Springer, 2008. – 293 p. – ISBN: 0387848037, 9780387848037 This book presents a stochastic management approach for manufacturing and service enterprises with risks by a game/strategic view in order to show the goal and constraints on these enterprises and to provide a strategic/collaborative solution for management with risks in heterogeneity. The book focuses on the three...
Government Institutes, 2000. – 463 p. – ISBN: 0865 876967, 9780865876965 Written for safety and loss-control, environmental, and quality managers, this is the first comprehensive, integrated guide to developing a complete environmental risk analysis for regulated substances and processes. Unlike other books, Introduction to Risk Analysis looks at risk from a regulatory...
IT Governance Publishing, 2010. – 316 p. – ISBN: 1849280924, 9781849280938 Realize the benefits of Internet technologies, while ensuring your company is protected from the associated risks! An effective risk management strategy is vital to your company s survival Internet technologies have revolutionized the way that business is conducted. However, these innovations expose your...
Wiley, 2008. – 744 p. – 10th ed. – ISBN: 0470087536, 9780470087534 This classic book presents a thorough and comprehensive introduction to the field of insurance while emphasizing the consumer. The new Tenth Edition first examines the concept of risk, the nature of the insurance device, and the principles of risk management. It then discusses the traditional fields of life and...
Jones & Bartlett Learning, 2010. – 516 p. – ISBN: 0763791873, 9780763791872 Managing Risk in Information Systems provides a unique, in-depth look at how to manage and reduce IT associated risks. Written by an industry expert, this book provides a comprehensive explanation of the SSCP Risk, Response, and Recovery Domain in addition to providing a thorough overview of risk...
Wiley, 2003. – 408 p. – 2nd ed. – ISBN: 0470853557, 9780470853559 Based on sound conceptual foundations yet developed to meet practical concerns, Project Risk Management has become recognized as a standard work on its subject. It sets out the key issues and concepts involved in effective risk and uncertainty management in a clear and accessible way, providing a comprehensive...
Wiley, 2005. – 288 p. – ISBN: 0471690538, 9780471690535 Risk management is a part of mainstream corporate life that touches all aspects of every type of organization. Auditors must focus firmly on risk: risk to the business, the executives, and the stakeholders. Auditing the Risk Management Process incorporates all the latest developments in risk management as it applies to...
Wiley, 2012. – 285 p. – ISBN: 0470683074, 9780470683071 This book introduces readers to the use of copula functions to represent the dynamics of financial assets and risk factors, integrated temporal and cross-section applications. The first part of the book will briefly introduce the standard the theory of copula functions, before examining the link between copulas and Markov...
University of Pennsylvania Press, 2011. – 224 p. – ISBN: 0812243579, 9780812243574 The financial crisis has been blamed on reckless bankers, irrational exuberance, government support of mortgages for the poor, financial deregulation, and expansionary monetary policy. Specialists in banking, however, tell a story with less emotional resonance but a better correspondence to the...
Palgrave Macmillan, 2009. 256 p. – ISBN: 0230577318, 9780230577312 The risk process commonly used in the corporate world to deal with risks may be suitable for non-catastrophic events, but not for extreme events. By analyzing a series of past disasters and the relevant 'lessons learned', this books proposes a series of prescriptive measures to cope with future disasters. The...
The World Bank, 2009. – 442 p. – 3rd ed. – ISBN: 0821377280, 9780821377284 The third edition of 'Analyzing Banking Risk' provides a comprehensive overview of topics dealing with the assessment, analysis, and management of financial risks in banking. The publication emphasizes risk-management principles and stresses that key players in the corporate governance process are...
Academic Press, 2008. – 216 p. – ISBN: 9780750681582 Risk model validation is an emerging and important area of research, and has arisen because of Basel I and II. These regulatory initiatives require trading institutions and lending institutions to compute their reserve capital in a highly analytic way, based on the use of internal risk models. It is part of the regulatory...
Wiley, 2006. 448 p. – ISBN: 0471760897, 9780471760894 Discover how to optimize business strategies from both qualitative and quantitative points of view Operational Risk: Modeling Analytics is organized around the principle that the analysis of operational risk consists, in part, of the collection of data and the building of mathematical models to describe risk. This book is...
InTech, 2011. – 278 p. – ISBN: 9533073149, 9789533073149 In many human activities risk is unavoidable. It pervades our life and can have a negative impact on individual, business and social levels. Luckily, risk can be assessed and we can cope with it through appropriate management methodologies. The book Risk Management Trends offers to both, researchers and practitioners, new...
World Scientific, 2009. – 455 p. – ISBN: 9812833374, 9789812833372 The impact of globalization of financial markets is a highly debated topic, particularly in recent months when the issue of globalization and contagion of financial distress has become a focus of intense policy debate. The papers in this volume provide an up-to-date overview of the key issues in this debate....
Springer, 2012. – 348 p. – ISBN: 1461441021 Investment and risk management problems are fundamental problems for financial institutions and involve both speculative and hedging decisions. A structured approach to these problems naturally leads one to the field of applied mathematics in order to translate subjective probability beliefs and attitudes towards risk and reward into...
Cambridge University Press, 2001. – 414 p. – ISBN: 0521773202, 9780521773201 Probabilistic risk analysis aims to quantify the risk caused by high technology installations in situations where classical statistical analysis is difficult or impossible. This book discusses the fundamental notion of uncertainty, its relationship with probability, and the limits to the quantification...
Finance and Ventus, 2008. — 109 p. — ISBN: 978-87-7681-425-0. In a world of geo-political, social and economic uncertainty, Strategic Financial Management is under pressure. This book reviews the subject within the context of current events. Each chapter contains activities (with solutions) to test understanding at your own pace. Comprehensive, yet concise, the material is also...
2 edition, Neil Ritson and Ventus Publishing AsP, 2011. – 52 p. This textbook introduces the reader to the different approaches and schools within strategic thinking as well as the tools used to investigate the strategic environment surrounding a business.
Ventus, 2012. — 236 p. — ISBN: 978-87-403-0120-5. This is a short, focused text, considering a range of methods, issues and concepts in management decision making. Written from the perspective of a student/manager unfamiliar and/or uncomfortable with mathematics, the text considers a range of established decision making methods and presents them in the context of a need to...
Chapman and Hall/CRC – 2010, 1113 p. ISBN: 1439821305, 9781439821305 Reflecting the author’s wealth of experience in this field, Handbook of Solvency for Actuaries and Risk Managers: Theory and Practice focuses on the valuation of assets and liabilities, the calculation of capital requirement, and the calculation of the standard formula for the European Solvency II project. The...
Oxford University Press Inc. – 2009, 553 p. ISBN: 0199545111, 9780199545117 Credit Risk Management: Basic Concepts is the first book of a series of three with the objective of providing an overview of all aspects, steps, and issues that should be considered when undertaking credit risk management, including the Basel II Capital Accord, which all major banks must comply with in...
New York: Cambridge University Press, 2008. - 298 p. The field of credit risk and corporate bankruptcy prediction has gained considerable momentum following the collapse of many large corporations around the world, and more recently through the sub-prime scandal in the United States. This book provides a thorough compendium of the different modeling approaches available in the...
Springer – 2008, 244 p. ISBN: 3540708693, 9783540708704 Modeling and management of credit risk are the main topics within banks and other lending institutions. Historical experience shows that, in particular, concentration of risk in credit portfolios has been one of the major causes of bank distress. Therefore, concentration risk is highly relevant to anyone who wants to go...
Wiley – 2009, 1033 p., 3rd edition ISBN: 0470282371, 9780470282373 Examines timely multidisciplinary applications, problems, and case histories in risk modeling, assessment, and management Risk Modeling, Assessment, and Management, Third Edition describes the state of the art of risk analysis, a rapidly growing field with important applications in engineering, science,...
Butterworth-Heinemann – 2006, 190 p. ISBN: 0750667990, 9780750667999 Operations Risk-a form of Operational Risk, is becoming increasingly important as more and more sophisticated products and the use of those products occurs in the financial services industry. Outsourcing, including overseas outsourcing, is changing the structure of firms and particularly operations teams. Thus...
Wiley, 2011. — 384 p. — (Wiley Finance). — ISBN: 047066679X, 9780470666791. The Handbook of News Analytics in Finance is a landmark publication bringing together the latest models and applications of News Analytics for asset pricing, portfolio construction, trading and risk control. The content of the Hand Book is organised to provide a rapid yet comprehensive understanding of...
Blackwell Publishing Ltd – 2006, 403 p. ISBN: 140512069X, 9781405120692 This book raises the subjects of value and risk management above the levels of simple cost reduction and their application primarily to construction activities with which they are often, rather narrowly, associated. At the same time, it improves accessibility to what are often considered to be fairly...
Springer – 2011, 440 p. ISBN: 3642161138, 9783642161131 The estimation and the validation of the Basel II risk parameters PD (default probability), LGD (loss given fault), and EAD (exposure at default) is an important problem in banking practice. These parameters are used on the one hand as inputs to credit portfolio models and in loan pricing frameworks, on the other to...
Princeton University Press – 2005, 244 p. ISBN: 0691122156, 9780691122151 An understanding of risk and how to deal with it is an essential part of modern economics. Whether liability litigation for pharmaceutical firms or an individual's having insufficient wealth to retire, risk is something that can be recognized, quantified, analyzed, treated-and incorporated into our...
Wiley, 2010. — 812 p. — ISBN: 0470904011, 9780470904015. 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...
John Wiley & Sons, 2008. The accompanying CD-ROM. Worked-out exercises from the book on Excel spreadsheets. Factor Models. Principal Component Analysis. Classical Models of Volatility and Correlation. Introduction to GARCH Models. Time Series Models and Cointegration. Introduction to Copulas. Advanced Econometric Models. Forecasting and Model Evaluation.
Wiley, 2008. — 290 p. — ISBN: 0470256982, 9780470256985. In the world we live in today, disasters occur on a daily basis. Could they have been prevented from occurring? If emergency response had been more effective, how much less destruction might they have caused? Will similar disasters happen again? Operational Risk Management: A Case Study Approach to Effective Planning and...
Princeton University Press – 2009, 176 p. ISBN: 0691116415, 9780691116419 Financial markets respond to information virtually instantaneously. Each new piece of information influences the prices of assets and their correlations with each other, and as the system rapidly changes, so too do correlation forecasts. This fast-evolving environment presents econometricians with the...
Wiley – 2010, 202 p. ISBN: 0470710527, 9780470710524 This uniquely accessible, breakthrough book lets auditors grasp the thinking behind the mathematical approach to risk without doing the mathematics. Risk control expert and former Big 4 auditor, Matthew Leitch, takes the reader gently but quickly through the key concepts, explaining mistakes organizations often make and how...
Wiley – 2008, 384 p. ISBN: 0470167769, 9780470167762 Millions of Americans are unable to borrow from lending institutions largely because lenders do not have the proper credit information to prove an individual's willingness and ability to pay bills. An understanding of this fine line between credit access and credit risk is key to developing a new generation of models and...
Auerbach Publications – 2006, 570 p. ISBN: 0849335930, 9780849335938 To achieve consistent software project success under the pressures of today's software development environment, software organizations require achievable plans including viable estimates of schedule, resources, and risks. To estimate realistically, you must understand how to apply sound estimation processes,...
Wiley – 2007, 810 p. ISBN: 0470029781, 9780470029787 This book presents an integrated framework for risk measurement, capital management and value creation in banks. Moving from the measurement of the risks facing a bank, it defines criteria and rules to support a corporate policy aimed at maximizing shareholders' value. Parts I - IV discuss different risk types (including...
World Scientific Publishing – 2008, 644 p. ISBN: 9812770739, 9789812770738 This book provides a comprehensive discussion of the issues related to risk, volatility, value and risk management. It includes a selection of the best papers presented at the Fourth International Finance Conference 2007, qualified by Professor James Heckman, the 2000 Nobel Prize Laureate in Economics,...
Cambridge University Press – 2009, 542 p. ISBN: 0521518563, 9780521518567 Domestic and foreign financial assets of all central banks and public wealth funds worldwide are estimated to have reached more than 12 trillion US dollars in 2007. How do these institutions manage such unprecedented growth in their financial assets and how have they responded to the 'revolution' of risk...
Wiley – 2002, 354 p. ISBN: 0471254762, 9780471254768 An analysis of the links between risk management and value creation. Risk Management and Value Creation in Financial Institutions explores a variety of methods that can be utilized to create economic value at financial institutions. This invaluable resource shows how banks can use risk management to create value for...
Princeton University Press – 2004, 328 p. ISBN: 0691089299, 978-0691089294 Credit risk is today one of the most intensely studied topics in quantitative finance. This book provides an introduction and overview for readers who seek an up-to-date reference to the central problems of the field and to the tools currently used to analyze them. The book is aimed at researchers and...
2nd edition. — Springer, 2005. — 841 p. — ISBN10: 3540226826; ISBN13: 9783540226826. Dealing with all aspects of risk management that have undergone significant innovation in recent years, this book aims at being a reference work in its field. Different to other books on the topic, it addresses the challenges and opportunities facing the different risk management types in...
Elsevier Academic Press – 2006, 434 p. ISBN: 0120476827, 9780120476824 Written by leading academics and practitioners in the field of financial mathematics, the purpose of this book is to provide a unique combination of some of the most important and relevant theoretical and practical tools from which any advanced undergraduate and graduate student, professional quant and...
Wiley – 2010, 456 p. ISBN: 0470549467, 9780470549469 Financial engineering expert Charles S. Tapiero has his finger on the pulse of shifts coming to financial engineering and its applications. With an eye toward the future, he has crafted a comprehensive and accessible book for practitioners and students of Financial Engineering that emphasizes an intuitive approach to...
Wiley-Interscience – 2010, 440 p. ISBN: 0471762547, 9780471762546 Information Technology Risk Management in Enterprise Environments provides a comprehensive review of industry approaches, practices, and standards on how to handle the ever-increasing risks to organizations' business-critical assets. Through a practical approach, this book explores key topics that enable readers...
CRC Press – 2008, 283 p. ISBN: 1584886374, 9781584886372 A Text on the Foundation Processes, Analytical Principles, and Implementation Practices of Engineering Risk Management Drawing from the author’s many years of hands-on experience in the field, Analytical Methods for Risk Management: A Systems Engineering Perspectivepresents the foundation processes and analytical...
Wiley – 2009, 299 p. ISBN: 0470387955, 9780470387955 The 2008 credit crisis, terrorism, Katrina, computer hackers, and air travel disasters all have something in common-the methods used to assess and manage these risks are fundamentally flawed. If risks cannot be properly evaluated, risk management itself becomes the biggest risk. The Failure of Risk Management shows you how to...
Physica-Verlag – 2010, 267 p. ISBN: 3790826065, 9783790826067 Risk concentrations play a crucial role for the survival of individual banks and for the stability of the whole banking system. Thus, it is important from an economical and a regulatory perspective to properly measure and manage these concentrations. In this book, the impact of credit concentrations on portfolio risk...
Palgrave Macmillan – 2006, 400 p. ISBN: 0230019161, 9780230019164 This book comprises an edited series of papers about risk management and the latest developments in the field. Covering topics such as Stochastic Volatility, Risk Dynamics, Weather Derivatives and Portfolio Diversification, this book will have broad international appeal. It is highly relevany for optimal...
Gabler, 2008. - 219 p. ISBN: 3834909858 Ordinarily, only the interests of shareholders, debtholders, and corporate management are taken into account when analyzing corporate financial decisions while the interests of non-financial stakeholders are often neglected. Gregor Gossy develops a so-called stakeholder rationale for risk management arguing that firms which are more...
A John Wiley & Sons, Ltd., Publication, 2010. - 397 p. ISBN: 1405185856 Corporate Boards: Managers of Risk, Sources of Risk deals with the highly timely topic of the Corporate Board and its relationship to risk, both in terms of its management and its creation. Utilizes a multi-disciplinary perspective which draws on the fields of economics, law, business ethics, and corporate...
Earthscan, 2007. - 313 p. ISBN: 1844074242 Trust is an important factor in risk management, affecting judgements of risk and benefit, technology acceptance and other forms of cooperation. In this book the world?s leading risk researchers explore all aspects of trust as it relates to risk management and communication. Drawing on a wide variety of disciplinary approaches and...
Cambridge University Press – 2010, 268 p. ISBN: 0521132150, 0521114241 At a time when corporate scandals and major financial failures dominate newspaper headlines, the importance of good risk management practices has never been more obvious. The absence or mismanagement of such practices can have devastating effects on exposed organizations and the wider economy (Barings Bank,...
Cima – 2007, 224 p. ISBN: 0750685654, 9780750685658 This book is very practical in its international usefulness (because current risk practice and understanding is not equal across international boundaries). For example, an accountant in Belgium would want to know what the governance regulations are in that country and what the risk issues are that he/she needs to be aware of....
A John Wiley & Sons, Ltd., Publication, 2008. - 269 p. ISBN: 0470722991 This book provides a cutting edge introduction to market risk management for Hedge Funds, Hedge Funds of Funds, and the numerous new indices and clones launching coming to market on a near daily basis. It will present the fundamentals of quantitative risk measures by analysing the range of Value-at-Risk...
Oxford University Press, 2007. - 790 p. ISBN: 0199226407 Credit scoring aims to quantify the likelihood of a prospective borrower defaulting on payment over a specified period of time. The credit score is calculated using increasingly sophisticated statistical models, which vary considerably between individual cases. This clearly-written and comprehensive text covers the...
Springer, 2007. - 170 p. ISBN: 0387721746 Lessons Learned Risk Management Issues in Genetic Counseling Susan Schmerler, Children’s Hospital of St. Joseph’s Regional Medical Center, Paterson, New Jersey Malpractice suits are filed every day. Even the most experienced practitioners are not immune to potentially career-ending malpractice charges. With so much at stake, how do you...
American Psychiatric Publishing, 2003. - 255 p. ISBN: 1585621706 Patient suicide is an unavoidable occupational hazard of psychiatric practice. Indeed, it is the rare clinician who does not struggle, even agonize, over the complex task of assessing and managing the risk of suicide in patients. Patient suicides account for the greatest number of malpractice suits filed against...
Academic Press – 2008, 280 p. ISBN: 0123736838, 9780123736833 In the last decade, rating-based models have become very popular in credit risk management. These systems use the rating of a company as the decisive variable to evaluate the default risk of a bond or loan. The popularity is due to the straightforwardness of the approach, and to the upcoming new capital accord (Basel...
Wiley – 2006, 224 p. ISBN: 0471790362, 9780471790365 Could your nonprofit stand up to risk assessment from outside authorities? Would it be ready should a keystaff member leave? Risk management and business continuity planning have the potential for growing and strengthening the internal structure of your nonprofit, yet, these crucial practices are often deferred — or avoided —...
Capstone – 2002, 128 p. ISBN: 1841123412, 9781841123417 ExpressExec is a unique business resource of one hundred books. These books present the best current thinking and span the entire range of contemporary business practice. Each book gives you the key concepts behind the subject and the techniques to implement the ideas effectively, together with lessons from benchmark...
McGraw-Hill – 2010, 304 p. ISBN: 0071700595, 9780071700597 A revolutionary new approach for detecting and managing inherent risk The unprecedented turmoil in the financial markets turned the field of quantitative finance on its head and generated severe criticism of the statistical models used to manage risk and predict black swan events. Something very important had been lost...
Cambridge University Press – 2004, 400 p., 2nd Edition ISBN: 0521819164, 9780521819169 Summarizing market data developments, some inspired by statistical physics, this book explains how to better predict the actual behavior of financial markets with respect to asset allocation, derivative pricing and hedging, and risk control. Risk control and derivative pricing are major...
Ashgate – 2008, 272 p. ISBN: 0566087995, 9780566087998. Many people in organizations resent internal control and risk management; these two processes representing unwelcome tasks to be completed for the benefit of auditors and regulators. Over the last few years this perception has been heightened by the disastrous implementation of section 404 of the Sarbanes-Oxley Act of...
Emerald Group, 2008. — 291 p. — (Advances in Econometrics, Vol. 22). — ISBN: 1848551967, 9781848551961. The main theme of this volume is credit risk and credit derivatives. Recent developments in financial markets show that appropriate modeling and quantification of credit risk is fundamental in the context of modern complex structured financial products. The reader will find...
Routledge, 2005. — 200 p. — ISBN: 0415368065. Assessing and managing risk is vitally important, and is increasingly studied in a range of areas including politics and international relations, finance and insurance, and innovation and the valuing of intangible assets such as patents and intellectual property. The degree to which innovation is encouraged or otherwise – a key...
Cambridge University Press – 2009, 385 p. ISBN: 0521897882, 9780521897884. Credit derivatives have enjoyed explosive growth in the last decade, particularly synthetic Collateralized Debt Obligations (synthetic CDOs). This modern book describes the state-of-the-art in quantitative and computational modeling of CDOs. Beginning with an overview of the structured finance landscape,...
Palgrave Macmillan – 2005, 184 p. ISBN: 1403949786, 9781403949783. Risk communication helps companies, governments and institutions minimize disputes, resolve issues, and anticipate problems before they result in an irreversible breakdown in communications. Most policy makers still use outdated methods-developed at a time before health scares like BSE, genetically modified...
CIMA Publishing, 2005 — 134 p. — ISBN: 9780750665988. Financial risk management is currently subject to much debate, especially the accounting for derivative products, and a number of commentators are objecting to the introduction of International Accounting Standard IAS 39 for Derivatives that will be in force by January 2005 for all EU companies. The topic of hedge accounting...
Cambridge University Press – 2001, 686 p. ISBN: 0521792371, 9780521792370. During the last twenty five years, research in mathematical finance has been very intense; much work has been done towards clarifying the foundations and what new directions need to be developed. The aim of this book is to present the current state of our understanding in the field of mathematical...
Butterworth-Heinemann – 2009, 328 p. ISBN: 0750686502, 9780750686501. Both financial and non-financial managers with accountability for performance at either a strategic level or for a business unit have responsibility for risk management, in terms of failing to achieve organisational objectives. Fundamentals of Enterprise Risk management is structured around four parts and 26...
Emereo Publishing – 2008, 244 p. ISBN: 1921523042, 9781921523045. Are you exposing your business to IT risk, and leaving profit opportunities on the table? You might be if you are managing your IT risk using more traditional approaches. The IT Risk Management Guide, a new book based on research conducted by The Art of Service and ITIL's Best Practices, helps companies focus on...
Wiley – 2010, 380 p. ISBN: 0470478349, 9780470478349. A classic book on credit risk management is updated to reflect the current economic crisis Credit Risk Management In and Out of the Financial Crisis dissects the 2007-2008 credit crisis and provides solutions for professionals looking to better manage risk through modeling and new technology. This book is a complete update...
Palgrave Macmillan – 2006, 182 p. ISBN: 023001352X, 9780230013520. Dealing with high-stakes risk potentials depends on our ability to come to grips with some easy to understand, yet difficult to apply, criteria for decision. We need to go beyond the façade of pseudo-scientific assessments that cater to special interests. We need to take a fresh, honest look at the only two...
McGraw-Hill, 2007. - 385 p. ISBN: 0071446605. Credit Risk Management is a comprehensive textbook that looks at the total integrated process for managing credit risk, ranging from the risk assessment of a single obligor to the risk measurement of an entire portfolio. This expert learning tool introduces the principle concepts of credit risk analysis…explains the techniques used...
Wiley – 2009, 408 p. ISBN: 0273719297. Risks are everywhere in the business world. Mastering Risk Modeling provides the busy financial manager with useful tips and practical templates for assessing, applying and modeling risk and uncertainty in Excel. The book is designed specifically to be of help to you if you don't have time to start from scratch. It will improve your...
Cambridge; London: The MIT Press, 2008. - 319 p. Forecast of the nearest future of mankind. Preface: What to Expect How (Not) to Look Ahead Fatal Discontinuities Unfolding Trends Environmental Change Dealing with Risk and Uncertainty Appendix A: Units and Abbreviations, Prefixes Appendix B: Acronyms
Springer – 2011, 591 p. ISBN: 3642183867, 9783642183867 This edited volume expands the scope of risk management beyond finance to include resources and environment issues in China. It presents the state-of-the-art approaches of using risk management to effectively manage resources and environment. Both case studies and theoretical methodologies are discussed.
A Technical Guide/Giovanni Cesari, John Aquilina, Niels Charpillon, Zlatko Filipovi´c, Gordon Lee, Ion Manda. - Springer-Verlag Berlin Heidelberg, 2009. - 524 p. ISBN: 978-3-642-04453-3 The credit crisis that started in 2007, with the collapse of well-established financial institutions and the bankruptcy of many public corporations, has clearly shown the importance for any...
Cambridge University Press– 2011, 202 p., (Darwin College Lectures) ISBN: 0521171970, 9780521171977 Recent events from the economic downturn to climate change mean that there has never been a better time to be thinking about and trying to better understand the concept of risk. In this book, prominent and eminent speakers from fields as diverse as statistics to classics,...
Butterworth-Heinemann – 2006, 352 p. ISBN: 0750682310, 9780750682312 The rate of failure of IT projects has remained little changed in survey after survey over the past 15-20 years-over 40-50%. This has happened in spite of new technology, innovative methods and tools, and different management methods. Why does this happen? Why can't the situation be better? One reason is that...
Wiley – 2005, 424 p. ISBN: 0471491446 The aim of this book is to study three essential components of modern finance – Risk Management, Asset Management and Asset and Liability Management, as well as the links that bind them together. It is divided into five parts: Part I sets out the financial and regulatory contexts that explain the rapid development of these three areas...
Wharton School Publishing – 2007, 408 p. ISBN: 0137043775, 0131990489 Front Flap In business and investing, risk has traditionally been viewed negatively: investors and companies can lose money due to risk and therefore we typically penalize companies for taking risks. That's why most books on risk management focus strictly on hedging or mitigating risk. But the enterprise's...
Wiley – 2009, 600 p. ISBN: 0470499109, 9780470499108 Essential insights on the various aspects of financial derivatives If you want to understand derivatives without getting bogged down by the mathematics surrounding their pricing and valuation, Financial Derivatives is the book for you. Through in-depth insights gleaned from years of financial experience, Robert Kolb and James...
IOS Press BV – 2010, 161 p. ISBN: 1607500876, 9781607500872 Risk managers are under pressure to compete in a competitive environment while solidly honouring their obligations and navigating their business safely toward the future. Paramount to their success is the ability to identify, formulate, assess and communicate value propositions to their stakeholders. This book presents...
CRC Press – 1997, 451 p. ISBN: 1566701309, 9781566701303 The theoretical background of risk analysis Applications of risk analysis Risk perception, law, politics, and risk communication Risk management This book bridges the gap between the many different disciplines used in applications of risk analysis to real world problems. Contributed by some of the world's leading experts,...
Prentice Hall: 2008, 747 p. - ISBN: 0321414934, 9780321414939. Principles of Risk Management and Insurance is the market-leading text for this course, ideal for undergraduate courses and students from a mix of academic majors. Focusing primarily on the consumers of insurance, the text blends basic risk management and insurance principles with consumer considerations. Rejda’s...
Wiley – 2008, 440 p. ISBN: 9780470518335 The book analyzes, compares, and contrasts tools and techniques used in risk management at corporate, strategic business and project level and develops a risk management mechanism for the sequencing of risk assessment through corporate, strategic and project stages of an investment in order to meet the requirements of the 1999 Turnbull...
Princeton University Press – 2010, 144 p. ISBN: 0691142424 Individuals and families make key decisions that impact many aspects of financial stability and determine the future of the economy. These decisions involve balancing current sacrifice against future benefits. People have to decide how much to invest in health care, exercise, their diet, and insurance. They must decide...
InTeO – 2012, 510 p. ISBN: 9535105718, 9789535105718 Here is a book that goes beyond risk management as it is today and tries to discuss what needs to be improved further. The book also offers some cases. A large part of academic literature, business literature as well as practices in real life are resting on the assumption that uncertainty and risk does not exist. We all know...
Springer – 2012, 1206 p. ISBN: 9400714343, 9400714327 Risk has become one of the main topics in fields as diverse as engineering, medicine and economics, and it is also studied by social scientists, psychologists and legal scholars. But the topic of risk also leads to more fundamental questions such as: What is risk? What can decision theory contribute to the analysis of risk?...
2010 John Wiley & Sons Ltd. This book is a comprehensive guide to the subject of counterparty risk for practitioners dealing with this or related topics. All aspects of counterparty risk and related areas are discussed. Whilst financial risk management has tended to be rather quantitative in recent years, there is a well-known danger in overuse of models and quantitative...
McGraw-Hill – 2010, 352 p. ISBN: 0071623701 Bond Portfolio Investing and Risk Management helps you build portfolios to add value through every kind of economic cycle. Sharing his years of experience constructing robust, wellperforming portfolios that have navigated recurring crises, PIMCO portfolio manager Vineer Bhansali explores the various risk factors inherent in fixed...
John Wiley & Sons Ltd, 2003. - 190 p. Common thinking about Risk and Risk analysis. How to think about Risk and Risk analysis. How to assess uncertainties and specify probabilities. How to use Risk Analysis to support decision-making. Summary and conclusions. Appendix A. Basic theory of probability and statistics. Appendix B. Terminology.
Wiley – 2011, 448 p. ISBN: 0470977612 A guide to the validation and risk management of quantitative models used for pricing and hedging Whereas the majority of quantitative finance books focus on mathematics and risk management books focus on regulatory aspects, this book addresses the elements missed by this literature the risks of the models themselves. This book starts from...
Springer – 2009, 235 p. ISBN: 1848826338 Effective supply chain management is a critical component of any company’s ability to meet consumer demand. Disruptions to the supply chain disturb the normal flow of goods and materials and, as a consequence, expose firms to operational and financial risks. Managing Supply Chain Risk and Vulnerability, a book that both practitioners and...
Springer – 2012, 177 p. ISBN: 9400727410 Based on detailed research funded across two continents and involving universities in Argentina, Spain and the UK, this book sets out an innovative, multidisciplinary approach to assessing both environmental and social risks in a given territorial area. Using data from a number of Ibero-American nations, the study combines environmental,...
Prmia Publications – 2005, 1301 p. ISBN: 0976609703, 9780976609704 As its title implies, this book is the Handbook for the Professional Risk Manager. It is for those professionals who seek to demonstrate their skills in the field of financial risk management and for those looking simply for an excellent reference source. With contributions from nearly 40 leading authors, the...
2nd Edition. New York: John Wiley & Sons, Inc., 2002. – 334 p. The need for books such as this one has increased as regulatory and market conditions encourage greater proliferation of credit risk models. We have tried to be faithful to the original book’s paradigm and present the economic intuition of each of the models accurately, but in terms that are accessible to a reader...
John Wiley & Sons, 2006. — 623 p. — (Wiley Finance). This book is divided into nine parts starting from a discussion of what risk is and how it is quantified, to how risk can be predicted, diversified, taken advantage of, hedged, and, finally, managed. Risk Identification. Risk Evaluation. Risk Quantification. Industry Applications. Risk Prediction. Risk Diversification. Risk...
Springer, 2011. — 219 p. — ISBN: 1461405106 Risk management has become an essential issue in supply chain management, from the modeling of the decision maker's risk preference, and the studies on uncertain elements such as demand, supply, price, lead time, etc., to the consideration of more practical background including cash flow constraints, inventory financing and delayed...
John Wiley & Sons, Inc., 2005. - 210 p. This book presents a business-focused process for the development and implementation of risk prediction scorecards, one that builds upon a solid foundation of statistics and data mining principles. Statistical and data mining techniques and methodologies have been discussed in detail in various publications, and will not be covered in...
John Wiley & Sons, Inc., 2009, - 419 p. The book discusses concepts from both statistics and economics and describes a set of common avoidable mistakes in assessing risk in the face of uncertainty. The book has three sections. The first, Foundations, provides a basis for visualizing risk and uncertainty using simple everyday props such as gameboard spinners and dice. It...
John Wiley and Sons, 2004. — 210 p. — (Wiley Finance, Vol. 257). — ISBN13: 978-0470849514; ISBN10: 0470849517. Risk has two sides: underestimating it harms the investor, while overestimating it prevents the implementation of bold business projects. This book explains, from the point of view of the practitioner, the analysis of investment risk - a proper account of adequate risk...
Statistics in Practice. A John Wiley and Sons Inc., 2006, - 230 p. The book comprises three parts. Part one consists of the first three chapters. After introducing the motivations of simulation in Chapter 1, basic ideas of Wiener processes and Ito’s calculus are introduced in 2nd and 3rd chapters. The reason for this inclusion is that many students have experienced difficulties...
2003. This book is presented in nine chapters, each of which treats a specific part of the syndicated lending process. The individual chapters cover the following topics: Introduction to syndicated loans Attractions of the syndicated loan market Responsibilities and obligations of syndicated loan participants The major players in the syndicated loans market Structures used in...
3rd edition. — John Wiley & Sons, 2008. — 729 p. Textbook on mathematical methods of risk analysis, mainly in the economic sphere. For undergraduate and graduate students majoring in risk management, as well as for risk managers and risk analysts of companies. This book concerns itself with the quantification of risk, the modeling of identified risks and how to make decisions...
Springer-Verlag Berlin Heidelberg, 2011. — 426 p. — (Computational Risk Management). — ISBN10: 3642152422; ISBN13: 9783642152429. In this edited volume, we present the state-of-the-art views of the perspective of enterprise risk management, to include frameworks and controls in the ERM process with respect to supply chains, constructions, and project, energy, environmental and...
This book is an introduction to modern credit risk methodology as well a cookbook for putting credit risk models to work. We hope that the two purposes go together well. From our own experience, analytical methods are best understood by implementing them. Credit risk literature broadly falls into two separate camps: risk measurement and pricing. We belong to the risk...
Cherubini U. , Luciano E. ,Vecchiato W. - Copula Methods in Finance, John Wiley & Sons Ltd,2004 - 308 p. Derivatives Pricing, Hedging and Risk Management: The State of the Art. Derivative pricing basics: the binomial model. Replicating portfolios. No-arbitrage and the risk-neutral probability measure. No-arbitrage and the objective probability measure. Discounting under...
Wiley, 2004. - 864 p. Since the first edition of Risk Modeling, Assessment, and Management was published, public interest in the field of risk analysis has grown astronomically. Its adaptation across many disciplines and its deployment by industry and government agencies in decision making has led to an unprecedented development of new theory, methodology, and practical tools....
Blackwell Science, 1993. — 228 p. — ISBN13: 978-0632028160; ISBN10: 0632028165. The construction industry is subject to more risk and uncertainty than perhaps any other industry. Yet, surprisingly, managerial techniques used to identify, analyze and respond to risk were not applied in the industry until the 80's. Existing texts deal with the theoretical concepts of risk and the...
John Wiley & Sons Ltd 2005, 401 p. ISBN: 0-470-02281-7 This book describes the philosophy, principles, practices and techniques for managing risk in projects and procurements, with a particular focus on complex or large-scale project activities. The approaches contained here may also be applied to simple purchases of goods and services, although with considerable...
Financial Times; Prentice Hall, 2003. — 167 p. — (Management Briefings Executive). — ISBN13: 978-0273663515; ISBN10: 0273663518. Business continuity management (BCM) has become a hot topic in recent years and more significantly, in recent months. However, BCM is not just about recovery from a disaster such one caused by fire or flood or the failure of IT systems. It can also be...
CIMA, 2007. — 768 p. — ISBN13: 978-0750681742; ISBN10: 0750681748. It is now seen as essential that all businesses assess their exposure to business risk especially in relation to value creation. This book explains the practical links between risk management and the impact it has on the value of your business. It offers vital, accessible and timely tools to assist you in making...
Wiley, 2004. — 358 p. Financial risk management has become a popular practice amongst financial institutions to protect against the adverse effects of uncertainty caused by fluctuations in interest rates, exchange rates, commodity prices, and equity prices. New financial instruments and mathematical techniques are continuously developed and introduced in financial practice....
Springer, 2010. — 1715 p. Quantitative finance is a combination of economics, accounting, statistics, econometrics, mathematics, stochastic process, and computer science and technology. Increasingly, the tools of financial analysis are being applied to assess, monitor, and mitigate risk, especially in the context of globalization, market volatility, and economic crisis. This...
Kogan Page, 2010. — 384 p. — ISBN10: 0749459425; ISBN13: 978-0749459420. This book is intended for all who want a comprehensive introduction to the theory and application of risk management. It sets out an integrated introduction to the management of risk in public and private organizations. Studying this book will provide insight into the world of risk management and may also...
Springer, 2005. — 252 p. The goal of this book is to bring the reader up to date on recent developments in the nature and application of catastrophe models used to manage risk from natural disasters. It describes current and potential future uses of such models. The book emphasizes natural disasters, but also discusses application of the models to the terrorist attacks of...
Chapman & Hall/CRC, Baco Raton, 2003. — 285 p. The Basics of Credit Risk Management: Expected Loss; Unexpected Loss; Regulatory Capital and the Basel Initiative. Modeling Correlated Defaults: The Bernoulli Model; The Poisson Model; Bernoulli Versus Poisson Mixture; An Overview of Today’s Industry Models; One-Factor/Sector Models; Loss Distributions by Means of Copula Functions;...
2nd ed. — 2009. — 339 p. Printed in the United States of America Acknowledgments vii Tools of the Trade Accounting Economics Investment Mathematics Quantitative Analysis Fundamental Financial Security Analysis Equity Analysis and Valuation Credit Analysis Real Estate Portfolio Management The Investment Management Process Epilogue Appendix: Selected Tables As you will read this...
This is not a risk management textbook. A textbook would require more rigor and detail than either you or I could stomach. There are already many excellent sources available on risk management that meet that need. Nor is this a How-to-Risk-Manageto- Success-in-Ten-Easy-Steps book. I don't believe that either risk management or success is reducible to simplistic rules or recipes...
Goethe-University, 2001. — (Working Paper Series: Finance and Accounting). Evaluating the quality of credit portfolio risk models is an important issue for both banks and regulators. Lopez and Saidenberg (2000) suggest cross-sectional resampling techniques in order to make efficient use of available data. We show that their proposal disregards cross-sectional dependence in...
McGraw-Hill, 2005. — xiv, 193 p. Investment Themes for the Next Decade. Yield Makes a Comeback, and the Importance of Dividends. Imagine a Private Company. The Historical Importance of Dividends. Two Percent Dividend Yields: Who’s to Blame? Case Study: McDonald’s. Dividends and Growth Stocks. Lowering the Tax Rate on Dividends and Capital Gains. Potential Impact of the Tax Cut....
Wiley, 2009. — 360 p. — ISBN: 978-0-470-41346-3. "The recent global economic crisis has brought home the need for realistic operational risk management as an important element of an organization's survival strategy in turbulent times. In Risk Management in Finance Dr. Tarantino and his coauthors provide an operational risk framework for the twenty-first-century organization by...
John Wiley & Sons, 2007. — 334 p. — ISBN 978-0-470-31924-6. This book discusses scenarios for risk management and developing global investment strategies. What are the chances that various future events will occur over time and how should these events and probable occurrence influence investment decisions? Assessing all possible outcomes is fundamental to risk management,...
Academic Press, 2007. — 280 p. — (Academic Press Advanced Finance). — ISBN: 9780123694669 (print); ISBN: 9780080471068 (eBook). A unique combination of concise, expert academic analysis of the latest technical VaR measures and their applications and the practical realities of bank decision making about capital management and capital allocation. Value at Risk, Capital...
Elsevier Butterworth-Heinemann, 2004. - 265 p. Foreword vii. Introduction to credit risk management. What is the role of credit analysis? Framework for credit analysis. Types of lending. Types of financial statements. Contents of financial statements. Different presentations of financial statements. Problems with financial statements and auditors. Analytical methodology....
First published 2000. Foundation Of Risk Management. Derivatives Basics Allan M. Malz. Measuring VolatilityKostas Giannopoulos. The Yield CurveP. K. Satish. Choosing Appropriate Var Model Parameters And Risk. Measurement Methods Ian Hawkins. Market Risk, Credit Risk And Operational Risk. Yield Curve Risk Factors: Domestic And Global. Contexts Wesley Phoa. mplementation Of A...
Nigel Da Costa Lewis. Operational Risk with Excel and VBA: Applied Statistical Methods for Risk Management, John Wiley & Sons, 2004 - 288 p. Preface xiii. Acknowledgments xv. Introduction to Operational Risk management and modeling. What is Operational Risk? The Regulatory Environment. Why a statistical Approach to Operational Risk management? Review Questions. Further Reading....
Techniques and strategies for managing corporate Risk. preface ix. Part One. Background Analysis. The convergence of Insurance Risk management and Financial Risk management. Insurance and Risk management. The Growth of Derivatives markets. The Intellectual climate. Integrated Risk management. Plan of the Book. Risk and Utility: Economic concepts and Decision Rules. Derivation...
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