Financial Risk Management A Simple Introduction
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Financial Risk Management A Simple Introduction
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Author : K.H. Erickson
language : en
Publisher: K.H. Erickson
Release Date : 2014-07-13
Financial Risk Management A Simple Introduction written by K.H. Erickson and has been published by K.H. Erickson this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-07-13 with Business & Economics categories.
Financial Risk Management: A Simple Introduction presents a detailed guide to some of the central ideas and tools of financial risk management, with theory, examples, formulas, and calculations to illustrate the analysis. Calculate leverage, duration, modified duration, and convexity to find the risk exposure and interest rate risk sensitivity of an asset. Understand bond immunization to manage risk, and assess non-vanilla bond risk using both effective duration and effective convexity. Use value at risk to forecast maximum losses over a period, with detailed step by step instructions provided to using the variance-covariance, historical simulation, and Monte Carlo methods. Learn how to perform autocorrelation and unit root tests to test the square root of time rule. Conduct time-varying volatility analysis, using detailed steps to create an exponentially weighted moving average and then backtest it for robustness. Apply financial risk management tools to the empirical 1994 bankruptcy of Orange County, California to determine if it could have been avoided, and assess a number of financial derivative hedge instruments.
Essentials Of Risk Management In Finance
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Author : Anthony Tarantino
language : en
Publisher: John Wiley & Sons
Release Date : 2010-12-01
Essentials Of Risk Management In Finance written by Anthony Tarantino and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010-12-01 with Business & Economics categories.
A concise and and easy to follow introduction to financial risk management This basic survey text offers an accessible introduction to financial risk management, covered in its major components: credit, market, operational, liquidity, legal, and reputational, along with user-friendly processes and tools to conduct your own risk assessments and risk alignments. While there are some mathematical concepts included, these are kept at levels everyone will find easy to grasp. Provides a comprehensive overview of financial risk management, including credit, market, operational, liquidity, legal, and reputational risk areas Discusses the latest trends and next generation techniques emerging in financial risk management Provides risk assessment and risk alignment tools and examples This book offers a good basic understanding of the major areas of risk exposure that all organizations, both public and private, face in operating in today's complex global marketplace. It provides insights into best practices and next generation techniques for readers entering government, not-for-profit, business, and IT positions in which risk management will play an ever expanding role.
Foundations Of Financial Risk
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Author : GARP (Global Association of Risk Professionals)
language : en
Publisher: John Wiley & Sons
Release Date : 2015-05-27
Foundations Of Financial Risk written by GARP (Global Association of Risk Professionals) and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-05-27 with Business & Economics categories.
Gain a deeper understanding of the issues surrounding financial risk and regulation Foundations of Financial Risk details the various risks, regulations, and supervisory requirements institutions face in today's economic and regulatory environment. Written by the experts at the Global Association of Risk Professionals (GARP), this book represents an update to GARP's original publication, Foundations of Banking Risk. You'll learn the terminology and basic concepts surrounding global financial risk and regulation, and develop an understanding of the methods used to measure and manage market, credit, and operational risk. Coverage includes traded market risk and regulation, treasury risk and regulation, and much more, including brand new coverage of risk management for insurance companies. Clear explanations, focused discussion, and comprehensive relevancy make this book an ideal resource for an introduction to risk management. The textbook provides an understanding of risk management methodologies, governance structures for risk management in financial institutions and the regulatory requirements dictated by the Basel Committee on Banking Supervision. It provides thorough coverage of the issues surrounding financial risk, giving you a solid knowledgebase and a practical, applicable understanding. Understand risk measurement and management Learn how minimum capital requirements are regulated Explore all aspects of financial institution regulation and disclosure Master the terminology of global risk and regulation Financial institutions and supervisors around the world are increasingly recognizing how vital sound risk management practices are to both individual firms and the capital markets system as a whole. Savvy professionals recognize the need for authoritative and comprehensive training, and Foundations of Financial Risk delivers with expert-led education for those new to risk management.
Elements Of Financial Risk Management
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Author : Peter Christoffersen
language : en
Publisher: Academic Press
Release Date : 2011-11-22
Elements Of Financial Risk Management written by Peter Christoffersen and has been published by Academic Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-11-22 with Business & Economics categories.
The Second Edition of this best-selling book expands its advanced approach to financial risk models by covering market, credit, and integrated risk. With new data that cover the recent financial crisis, it combines Excel-based empirical exercises at the end of each chapter with online exercises so readers can use their own data. Its unified GARCH modeling approach, empirically sophisticated and relevant yet easy to implement, sets this book apart from others. Five new chapters and updated end-of-chapter questions and exercises, as well as Excel-solutions manual, support its step-by-step approach to choosing tools and solving problems. Examines market risk, credit risk, and operational risk Provides exceptional coverage of GARCH models Features online Excel-based empirical exercises
Credit Risk Management
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Author : Tony Van Gestel
language : en
Publisher: OUP Oxford
Release Date : 2008-10-23
Credit Risk Management written by Tony Van Gestel and has been published by OUP Oxford this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008-10-23 with Mathematics categories.
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 2008. The introduction of the recently suggested Basel II Capital Accord has raised many issues and concerns about how to appropriately manage credit risk. Managing credit risk is one of the next big challenges facing financial institutions. The importance and relevance of efficiently managing credit risk is evident from the huge investments that many financial institutions are making in this area, the booming credit industry in emerging economies (e.g. Brazil, China, India, ...), the many events (courses, seminars, workshops, ...) that are being organised on this topic, and the emergence of new academic journals and magazines in the field (e.g. Journal of Credit Risk, Journal of Risk Model Validation, Journal of Risk Management in Financial Institutions, ...). Basic Concepts provides the introduction to the concepts, techniques, and practical examples to guide both young and experienced practitioners and academics in the fascinating, but complex world of risk modelling. Financial risk management, an area of increasing importance with the recent Basel II developments, is discussed in terms of practical business impact and the increasing profitability competition, laying the foundation for books II and III.
Understanding Risk
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Author : David Murphy
language : en
Publisher: CRC Press
Release Date : 2008-04-23
Understanding Risk written by David Murphy and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008-04-23 with Business & Economics categories.
Sound risk management often involves a combination of both mathematical and practical aspects. Taking this into account, Understanding Risk: The Theory and Practice of Financial Risk Management explains how to understand financial risk and how the severity and frequency of losses can be controlled. It combines a quantitative approach with a
Risk Management And Financial Derivatives
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Author : Satyajit Das
language : en
Publisher: McGraw-Hill Companies
Release Date : 1998
Risk Management And Financial Derivatives written by Satyajit Das and has been published by McGraw-Hill Companies this book supported file pdf, txt, epub, kindle and other format this book has been release on 1998 with Derivative securities categories.
"Risk Management and Financial Derivatives: A Guide to the Mathematics meets the demand for a simple, nontechnical explanation of the methodology of risk management and financial derivatives." "Risk Management and Financial Derivatives provides clear, concise explanations of the mathematics behind today's complex financial risk management topics. An ideal introduction for those new to the subject, it will also serve as an indispensable reference for those already experienced in the field."--BOOK JACKET.Title Summary field provided by Blackwell North America, Inc. All Rights Reserved
Elements Of Financial Risk Management
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Author : Peter Christoffersen
language : en
Publisher: Academic Press
Release Date : 2003-08-05
Elements Of Financial Risk Management written by Peter Christoffersen and has been published by Academic Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2003-08-05 with Business & Economics categories.
Elements of Financial Risk Management offers an introduction to modern risk management. It focuses on implementation, especially recent techniques which facilitate bridging the gap between standard textbooks on risk and real-life risk management systems. It identifies key features of risk asset returns and captures them in tractable statistical models in the companion website. It presents step-by-step approaches as a means to solve problems. This book is intended for three types of readers with an interest in financial risk management. First, Master's and Ph.D. students specializing in finance and economics. Second, market practitioners with a quantitative undergraduate or graduate degree. Third, a small group of advanced undergraduates majoring in either economics, engineering, finance, or another quantitative field. The book will also suit those in financial engineering courses who have strong quantitative backgrounds and those in Ph.D. courses. *Pinpoints key features of risk asset returns and captures them in tractable statistical models in the companion website *Presents step-by-step approaches as a means to solve problems *Visible patterns in the data motivate the choices of tools, and when tools fall short, it presents the next tool
Essentials Of Financial Risk Management
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Author : Karen A. Horcher
language : en
Publisher: John Wiley & Sons
Release Date : 2011-08-02
Essentials Of Financial Risk Management written by Karen A. Horcher and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-08-02 with Business & Economics categories.
A concise introduction to financial risk management strategies, policies, and techniques This ideal guide for business professionals focuses on strategic and management issues associated with financial risk. Essentials of Financial Risk Management identifies risk-mitigation policies and strategies; suggestions for determining an organization's risk tolerance; and sources of risk associated with currency exchange rates, interest rates, credit exposure, commodity prices, and other related events. Examples illustrate risk scenarios and offer tips on an array of management alternatives, including changes in the way business is conducted and hedging strategies involving derivatives.
Handbook Of Financial Risk Management
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Author : Thierry Roncalli
language : en
Publisher: CRC Press
Release Date : 2020-04-23
Handbook Of Financial Risk Management written by Thierry Roncalli and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-04-23 with Business & Economics categories.
Developed over 20 years of teaching academic courses, the Handbook of Financial Risk Management can be divided into two main parts: risk management in the financial sector; and a discussion of the mathematical and statistical tools used in risk management. This comprehensive text offers readers the chance to develop a sound understanding of financial products and the mathematical models that drive them, exploring in detail where the risks are and how to manage them. Key Features: Written by an author with both theoretical and applied experience Ideal resource for students pursuing a master’s degree in finance who want to learn risk management Comprehensive coverage of the key topics in financial risk management Contains 114 exercises, with solutions provided online at www.crcpress.com/9781138501874