Pricing Risk And Performance Measurement In Practice
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Pricing Risk And Performance Measurement In Practice
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Author : Wolfgang Schwerdt
language : en
Publisher: Academic Press
Release Date : 2009-10-22
Pricing Risk And Performance Measurement In Practice written by Wolfgang Schwerdt and has been published by Academic Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009-10-22 with Business & Economics categories.
How can managers increase their ability to calculate price and risk data for financial instruments while decreasing their dependence on a myriad of specific instrument variants? Wolfgang Schwerdt and Marcelle von Wendland created a simple and consistent way to handle and process large amounts of complex financial data. By means of a practical framework, their approach analyzes market and credit risk exposure of financial instruments and portfolios and calculates risk adjusted performance measures. Its emphasis on standardization yields significant improvements in speed and accuracy.Schwerdt and von Wendland's focus on practical implementation directly addresses limitations imposed by the complex and costly processing time required for advanced risk management models and pricing hundreds of thousands of securities each day. Their many examples and programming codes demonstrate how to use standards to build financial instruments, how to price them, and how to measure the risk and performance of the portfolios that include them.Feature: The authors have designed and implemented a standard for the description of financial instrumentsBenefit: The reader can rely on accurate and valid information about describing financial instrumentsFeature: The authors have developed an approach for pricing and analyzing any financial instrument using a limited set of atomic instrumentsBenefit: The reader can use these instruments to define and set up even very large numbers of financial instruments.Feature: The book builds a practical framework for analysing the market and credit risk exposure of financial instruments and portfoliosBenefit: Readers can use this framework today in their work and identify and measure market and credit risk using a reliable method.
Business Performance Measurement
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Author : Andy Neely
language : en
Publisher: Cambridge University Press
Release Date : 2002-03-07
Business Performance Measurement written by Andy Neely and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2002-03-07 with Business & Economics categories.
A multidisciplinary book on performance measurement that will appeal to students, researchers and managers.
Trend Following With Managed Futures
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Author : Alex Greyserman
language : en
Publisher: John Wiley & Sons
Release Date : 2014-08-26
Trend Following With Managed Futures written by Alex Greyserman 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 2014-08-26 with Business & Economics categories.
An all-inclusive guide to trend following As more and more savvy investors move into the space, trend following has become one of the most popular investment strategies. Written for investors and investment managers, Trend Following with Managed Futures offers an insightful overview of both the basics and theoretical foundations for trend following. The book also includes in-depth coverage of more advanced technical aspects of systematic trend following. The book examines relevant topics such as: Trend following as an alternative asset class Benchmarking and factor decomposition Applications for trend following in an investment portfolio And many more By focusing on the investor perspective, Trend Following with Managed Futures is a groundbreaking and invaluable resource for anyone interested in modern systematic trend following.
Best Practices In Planning And Performance Management
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Author : David A. J. Axson
language : en
Publisher: John Wiley & Sons
Release Date : 2010-08-02
Best Practices In Planning And Performance Management written by David A. J. Axson 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 2010-08-02 with Business & Economics categories.
A practical framework for effectively managing performance in today's complex, competitive and risky global markets The Third Edition provides a complete framework for building best practice management processes for today's complex and uncertain world. Fully updated to reflect the events of the global economic crisis, this book provides further practical examples of companies that are successfully using the practices identified. Updated for the implications of the global economic crisis on management practices Completely rewritten section on "What it Takes To Be An Effective Manager In An Uncertain World Added examples and mini case studies throughout the book from companies such as Qualcomm, IBM, Dominos, Target, Toshiba and Facebook Establishes new benchmarks for performance management process and practice Fully updated to include recent events, new learnings, technologies and emerging best practices This book includes serious rethinking of the way companies plan and manage performance-from the role of accounting to the skills needed to be an effective manager-including new technologies, techniques and real time management processes.
The Routledge Companion To Accounting And Risk
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Author : Margaret Woods
language : en
Publisher: Taylor & Francis
Release Date : 2017-03-27
The Routledge Companion To Accounting And Risk written by Margaret Woods and has been published by Taylor & Francis this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-03-27 with Business & Economics categories.
To date, there has been little consideration of the many different ways in which accounting and risk intersect, despite organisations being more determined than ever to build resilience against potential risks. This comprehensive volume overcomes this gap by providing an overview of the field, drawing together current knowledge of risk in a wide range of different accounting contexts. Key themes such as corporate governance, trust, uncertainty and climate change are covered by a global array of contributing scholars. These contributions are divided into four areas: The broader aspects of risk and risk management Risk in financial reporting Risk in management accounting Risk monitoring The book is supported by a series of illustrative case studies which help to bring together theory and practice. With its wealth of examples and analyses, this volume provides essential reading for students, scholars and practitioners charged with understanding diverse facets of risk in the context of accounting in the business world.
Approaches To Enterprise Risk Management
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Author : Bloomsbury Publishing
language : en
Publisher: Bloomsbury Publishing
Release Date : 2010-07-01
Approaches To Enterprise Risk Management written by Bloomsbury Publishing and has been published by Bloomsbury Publishing this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010-07-01 with Business & Economics categories.
Approaches to Enterprise Risk Management is a multi-author book written by leading experts in the field of risk management including Aswath Damodoran, John C. Groth and David Shimko. It is a valuable tool that enables you to assess the potential business threats, both from within your organization and from external sources. It comprises over 25 chapters covering the range of risks your organization might face including financial, strategic, operational risks. It offers you over 20 practical step-by-step guides on the required steps to cope with any detrimental event that could impact on your company's financial health. There are also a range of checklists including Balancing Hedging Objectives with Accounting Rules (FAS 133) , Creating a Risk Register, What Is Forensic Auditing? And Managing and Auditing the Risk of Business Interruption, Captive Insurance Companies: How to Reduce Your Costs, Hedging Credit Risk-Case Studies and Strategies.
Practical Portfolio Performance Measurement And Attribution
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Author : Carl R. Bacon
language : en
Publisher: John Wiley & Sons
Release Date : 2011-02-23
Practical Portfolio Performance Measurement And Attribution written by Carl R. Bacon 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 2011-02-23 with Business & Economics categories.
Performance measurement and attribution are key tools in informing investment decisions and strategies. Performance measurement is the quality control of the investment decision process, enabling money managers to calculate return, understand the behaviour of a portfolio of assets, communicate with clients and determine how performance can be improved. Focusing on the practical use and calculation of performance returns rather than the academic background, Practical Portfolio Performance Measurement and Attribution provides a clear guide to the role and implications of these methods in today's financial environment, enabling readers to apply their knowledge with immediate effect. Fully updated from the first edition, this book covers key new developments such as fixed income attribution, attribution of derivative instruments and alternative investment strategies, leverage and short positions, risk-adjusted performance measures for hedge funds plus updates on presentation standards. The book covers the mathematical aspects of the topic in an accessible and practical way, making this book an essential reference for anyone involved in asset management.
Thailand
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Author : International Monetary Fund. Monetary and Capital Markets Department
language : en
Publisher: International Monetary Fund
Release Date : 2019-10-24
Thailand written by International Monetary Fund. Monetary and Capital Markets Department and has been published by International Monetary Fund this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-10-24 with Business & Economics categories.
This Detailed Assessment of Observance on the Basel Core Principles (BCP) for effective banking supervision on Thailand highlights that there have been significant enhancements to the legal framework and the supervisory process since the last BCP review, resulting in high compliance. The commercial banking sector appears to be sound and stable with a diversified lending profile and a steady source of funding. The involvement of other ministerial authorities in Specialized Financial Institutions supervision may affect standard-setting processes and the mindset of key decision makers for commercial banks when trying to level regulatory standards. The supervisory framework and practices provide the foundation for the continued development of risk-based supervision. Notifications and examination manuals increasingly focus on analysis of qualitative factors such as governance, risk management and risk appetite statements to determine the bank’s composite rating. The report recommends that efficiency of enforcement actions would be increased by aligning Financial Institutions Business Act requirements and Bank of Thailand internal practices.
Streetwise
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Author : Peter L. Bernstein
language : en
Publisher: Princeton University Press
Release Date : 1998-02-08
Streetwise written by Peter L. Bernstein and has been published by Princeton University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 1998-02-08 with Business & Economics categories.
Economist and money manager Peter Bernstein sought to encourage this exchange when, in 1974, he founded The Journal of Portfolio Management (JPM).
Acca Paper P4 Advanced Financial Management Practice And Revision Kit
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Author : BPP Learning Media
language : en
Publisher: BPP Learning Media
Release Date : 2013-01-01
Acca Paper P4 Advanced Financial Management Practice And Revision Kit written by BPP Learning Media and has been published by BPP Learning Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-01-01 with Business & Economics categories.
The examiner-reviewed P4 Practice & Revision Kit provides invaluable guidance on how to approach the exam. Questions are grouped by key topic areas and integrated where appropriate. Three mock examinations provide ample opportunity to practise questions and marking schemes show you how the examiner awards marks.