Financial Risk Management

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Financial Risk Management For Dummies

Author : Aaron Brown
ISBN : 9781119082200
Genre : Business & Economics
File Size : 57.19 MB
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TOPICS COVERED: Introduction Part I: Managing Risk Chapter 1: Living with Risk Chapter 2: Understanding Risk Chapter 3: Taking Charge of Risk Chapter 4: Managing Financial Risk Chapter 5: Working as a Financial Risk Manager Part II: Measuring Financial Risk Chapter 6: Valuing Risk Chapter 7: Stressing for Success Chapter 8: Speaking Greek Chapter 9: Pushing the Boundaries Part III: Managing Financial Risk Chapter 10: Setting Limits Chapter 11: Stopping Losses Chapter 12: Controlling Drawdowns Chapter 13: Hedging Bets Part IV: Working in Financial Institutions Chapter 14: Trading Places Chapter 15: Banking on Risk Chapter 16: Managing Asset Risk Chapter 17: Insuring Risk Part V: Communicating Risk Chapter 18: Reporting Risk Chapter 19: Dealing with Regulations Part VI: The Part of Tens Chapter 20: Ten One Minute Risk Management Tips Chapter 20: Ten Dramatic On-Line Illustrations ofRisk Chapter 21: Ten Great Risk Managers in History Chapter 22: Great Risk Management Books
Category: Business & Economics

Financial Risk Management Frm Valuation And Risk Management

Author : Global Association of Risk Professionals
ISBN : 1256406767
Genre : Risk management
File Size : 34.48 MB
Format : PDF, ePub
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"The FRM program is rigorous and comprehensive, designed to measure both a candidate's understanding of a broad array of risk management concepts and approaches and a candidate's grasp of the latest technical and industry knowledge. Successful completion of the program signifies a candidate's ability to keep pace with a rapidly changing financial landscape. ... The FRM exam is a practice-oriented examination, and its questions are derived from a combination of theory, as set forth in the readings, and "real-world" work experience ..."--P. [4] of cover, part I, v. 1-4.
Category: Risk management

Financial Risk Management In Banking

Author : Dennis G. Uyemura
ISBN : 1557383537
Genre : Business & Economics
File Size : 33.36 MB
Format : PDF, Kindle
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Presents an in-depth review of the tremendous risk and volatility in bank financial management. This book provides a comprehensive overview of aggressive asset and liability management (ALM) and demonstrates how ALM can strengthen the capital position of a financial institution.
Category: Business & Economics

Financial Risk Manager Handbook

Author : Philippe Jorion
ISBN : 9781118017913
Genre : Business & Economics
File Size : 65.52 MB
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The essential reference for financial risk management 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 fully supported by GARP as the trusted way to prepare for the rigorous and renowned FRM certification. This valuable new edition includes an exclusive collection of interactive multiple-choice questions from recent FRM exams. Financial Risk Manager Handbook, Sixth Edition supports candidates studying for the Global Association of Risk Professional's (GARP) annual FRM exam and prepares you to assess and control risk in today's rapidly changing financial world. Authored by renowned risk management expert Philippe Jorion, with the full support of GARP, this definitive guide summarizes the core body of knowledge for financial risk managers. Offers valuable insights on managing market, credit, operational, and liquidity risk Examines the importance of structured products, futures, options, and other derivative instruments Contains new material on extreme value theory, techniques in operational risk management, and corporate risk management Financial Risk Manager Handbook is the most comprehensive guide on this subject, and will help you stay current on best practices in this evolving field. The FRM Handbook is the official reference book for GARP's FRM certification program.
Category: Business & Economics

Financial Risk Management

Author : Jimmy Skoglund
ISBN : 9781119135517
Genre : Business & Economics
File Size : 30.32 MB
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Presenting an in-depth look at banking risk on a global scale, including comprehensive examination of the U.S. Comprehensive Capital Analysis and Review, and the European Banking Authority stress tests, this guide offers the most up-to-date information and expert insight into real risk management, based on the authors' experience in developing and implementing risk analytics in banks around the globe. --
Category: Business & Economics

Elements Of Financial Risk Management

Author : Peter F. Christoffersen
ISBN : 9780123744487
Genre : Business & Economics
File Size : 26.72 MB
Format : PDF
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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. Four new chapters and updated end-of-chapter questions and exercises, as well as Excel-solutions manual and PowerPoint slides, 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
Category: Business & Economics

Handbook Of Financial Risk Management

Author : Thierry Roncalli
ISBN : 9781351385220
Genre : Business & Economics
File Size : 40.40 MB
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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
Category: Business & Economics

Financial Risk Manager Handbook Test Bank

Author : Philippe Jorion
ISBN : CORNELL:31924115506945
Genre : Business & Economics
File Size : 80.2 MB
Format : PDF, Kindle
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The Financial Risk Management Exam (FRM Exam) is a test given annually in November to risk professionals who want to earn FRM® certification. The Global Association of Risk Professionals has developed the exam and supports exam instruction by publishing the Financial Risk Manager Handbook, authored by Philippe Jorion. Every year, GARP organizes the exam and the FRM® Certificate Program, whose goal is to establish an industry standard of minimum professional competence in the field. The examination is fast becoming an essential requirement for risk managers all over the world. The goal is to make The FRM Handbook the definitive instructor's guide for the exam and learning guide among in-house training programs and university courses focused on financial risk management.
Category: Business & Economics

Financial Risk Management

Author : Allan M. Malz
ISBN : 9781118022917
Genre : Business & Economics
File Size : 61.91 MB
Format : PDF
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Financial risk has become a focus of financial and nonfinancial firms, individuals, and policy makers. But the study of risk remains a relatively new discipline in finance and continues to be refined. The financial market crisis that began in 2007 has highlighted the challenges of managing financial risk. Now, in Financial Risk Management, author Allan Malz addresses the essential issues surrounding this discipline, sharing his extensive career experiences as a risk researcher, risk manager, and central banker. The book includes standard risk measurement models as well as alternative models that address options, structured credit risks, and the real-world complexities or risk modeling, and provides the institutional and historical background on financial innovation, liquidity, leverage, and financial crises that is crucial to practitioners and students of finance for understanding the world today. Financial Risk Management is equally suitable for firm risk managers, economists, and policy makers seeking grounding in the subject. This timely guide skillfully surveys the landscape of financial risk and the financial developments of recent decades that culminated in the crisis. The book provides a comprehensive overview of the different types of financial risk we face, as well as the techniques used to measure and manage them. Topics covered include: Market risk, from Value-at-Risk (VaR) to risk models for options Credit risk, from portfolio credit risk to structured credit products Model risk and validation Risk capital and stress testing Liquidity risk, leverage, systemic risk, and the forms they take Financial crises, historical and current, their causes and characteristics Financial regulation and its evolution in the wake of the global crisis And much more Combining the more model-oriented approach of risk management-as it has evolved over the past two decades-with an economist's approach to the same issues, Financial Risk Management is the essential guide to the subject for today's complex world.
Category: Business & Economics

Quantitative Financial Risk Management

Author : Constantin Zopounidis
ISBN : 9781118738184
Genre : Business & Economics
File Size : 59.39 MB
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A Comprehensive Guide to Quantitative Financial Risk Management Written by an international team of experts in the field, Quantitative Financial Risk Management: Theory and Practice provides an invaluable guide to the most recent and innovative research on the topics of financial risk management, portfolio management, credit risk modeling, and worldwide financial markets. This comprehensive text reviews the tools and concepts of financial management that draw on the practices of economics, accounting, statistics, econometrics, mathematics, stochastic processes, and computer science and technology. Using the information found in Quantitative Financial Risk Management can help professionals to better manage, monitor, and measure risk, especially in today′s uncertain world of globalization, market volatility, and geo–political crisis. Quantitative Financial Risk Management delivers the information, tools, techniques, and most current research in the critical field of risk management. This text offers an essential guide for quantitative analysts, financial professionals, and academic scholars.
Category: Business & Economics

Financial Risk Management A Simple Introduction

Author : K.H. Erickson
ISBN :
Genre : Business & Economics
File Size : 40.48 MB
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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.
Category: Business & Economics

Foundations Of Financial Risk

Author : GARP (Global Association of Risk Professionals)
ISBN : 9781119106395
Genre : Business & Economics
File Size : 21.62 MB
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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.
Category: Business & Economics

Financial Risk Management

Author : Steve L. Allen
ISBN : 9781118231647
Genre : Business & Economics
File Size : 58.21 MB
Format : PDF, Kindle
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A top risk management practitioner addresses the essentialaspects of modern financial risk management In the Second Edition of Financial Risk Management +Website, market risk expert Steve Allen offers an insider'sview of this discipline and covers the strategies, principles, andmeasurement techniques necessary to manage and measure financialrisk. Fully revised to reflect today's dynamic environment and thelessons to be learned from the 2008 global financial crisis, thisreliable resource provides a comprehensive overview of the entirefield of risk management. Allen explores real-world issues such as proper mark-to-marketvaluation of trading positions and determination of needed reservesagainst valuation uncertainty, the structuring of limits to controlrisk taking, and a review of mathematical models and how they cancontribute to risk control. Along the way, he shares valuablelessons that will help to develop an intuitive feel for market riskmeasurement and reporting. Presents key insights on how risks can be isolated, quantified,and managed from a top risk management practitioner Offers up-to-date examples of managing market and creditrisk Provides an overview and comparison of the various derivativeinstruments and their use in risk hedging Companion Website contains supplementary materials that allowyou to continue to learn in a hands-on fashion long after closingthe book Focusing on the management of those risks that can besuccessfully quantified, the Second Edition of FinancialRisk Management + Websiteis the definitive source for managingmarket and credit risk.
Category: Business & Economics

Financial Risk Management

Author : Francisco Javier Población García
ISBN : 9783319413662
Genre : Business & Economics
File Size : 32.52 MB
Format : PDF
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This book provides a quantitative overview of corporate risk management for both financial and non-financial organisations. It systematically explores a range of important risks, including interest rate risk, equity risk, commodity price risk, credit risk management, counterparty risk, operational risk, liquidity risk, market risk, derivative credit risk and country risk. Chapters also provide comprehensive and accessible analysis of risk-related phenomena and the corporate strategies employed to minimise the impacts of risk in each case. Chapters begin with an explanation of basic concepts and terminology, before going on to present quantitative examples and qualitative discussion sections. The author leverages his lifetime’s experience of working in risk management to offer this clear and empirical guide for scholars and practitioners researching financial stability.
Category: Business & Economics