Managing Extreme Financial Risk

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  • Publisher : Elsevier
  • Release : 16 September 2013
  • ISBN : 9780124172227
  • Page : 172 pages
  • Rating : 4.5/5 from 103 voters

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Managing Extreme Financial Risk addresses the need for better management strategies in light of increased market risk and volatility in financial institutions' revenue models. Top officials from the financial and regulatory industries point to real corporate issues, showing how institutions react to financial crises. From first-hand experiences, they explain how effective sustainability management does not just prevent being blindsided; it also leads to proactive solutions that enhance an institution's strength to weather a sudden financial crisis, add significant shareholder value, and reduce systemic risk. Readable, coherent, and logical, Managing Extreme Financial Risk shows how extreme risk needs to be handled when the cost of being wrong means the difference between life and death of the institution. Based on the firsthand experiences and perspectives of senior-level executives Concentrates on extreme risk, when the cost of being wrong is not the loss of profits, but the death of the institution Written to be easily understood without algorithms, models, and quants

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Managing Extreme Financial Risk

Managing Extreme Financial Risk
  • Author : Karamjeet Paul
  • Publisher : Elsevier
  • Release Date : 2013-09-16
  • ISBN : 9780124172227
GET THIS BOOKManaging Extreme Financial Risk

Managing Extreme Financial Risk addresses the need for better management strategies in light of increased market risk and volatility in financial institutions' revenue models. Top officials from the financial and regulatory industries point to real corporate issues, showing how institutions react to financial crises. From first-hand experiences, they explain how effective sustainability management does not just prevent being blindsided; it also leads to proactive solutions that enhance an institution's strength to weather a sudden financial crisis, add significant shareholder value,

Extreme Financial Risks

Extreme Financial Risks
  • Author : Yannick Malevergne,Didier Sornette
  • Publisher : Springer Science & Business Media
  • Release Date : 2006-01-16
  • ISBN : 9783540272663
GET THIS BOOKExtreme Financial Risks

"Clearly elucidates extreme financial risks associated with rare events such as financial crashes. The highlight of the book is the delineation of various copulas in conjunction with financial dependences among different assets of a portfolio. In particular, the insightful discussion on quadrant and orthant dependences casts new light on the connection between marginal models and financial dependence...brings a vivid portrayal of the subject." -- MATHEMATICAL REVIEWS

Managing Extreme Financial Risk

Managing Extreme Financial Risk
  • Author : Karamjeet Paul
  • Publisher : Unknown
  • Release Date : 2013
  • ISBN : OCLC:1153434608
GET THIS BOOKManaging Extreme Financial Risk

Managing Extreme Financial Risk addresses the need for better management strategies in light of increased market risk and volatility in financial institutions' revenue models. Top officials from the financial and regulatory industries point to real corporate issues, showing how institutions react to financial crises. From first-hand experiences, they explain how effective sustainability management does not just prevent being blindsided; it also leads to proactive solutions that enhance an institution's strength to weather a sudden financial crisis, add significant shareholder value,

Managing Extreme Financial Risk

Managing Extreme Financial Risk
  • Author : Karamjeet Paul
  • Publisher : Unknown
  • Release Date : 2013-09-25
  • ISBN : 0124172210
GET THIS BOOKManaging Extreme Financial Risk

Managing Extreme Financial Risk addresses the need for better management strategies in light of increased market risk and volatility in financial institutions' revenue models. Top officials from the financial and regulatory industries point to real corporate issues, showing how institutions react to financial crises. From first-hand experiences, they explain how effective sustainability management does not just prevent being blindsided; it also leads to proactive solutions that enhance an institution's strength to weather a sudden financial crisis, add significant shareholder value,

Handbook of Financial Risk Management

Handbook of Financial Risk Management
  • Author : Thierry Roncalli
  • Publisher : CRC Press
  • Release Date : 2020-04-23
  • ISBN : 9781351385220
GET THIS BOOKHandbook of Financial Risk Management

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

Financial Risk Management For Dummies

Financial Risk Management For Dummies
  • Author : Aaron Brown
  • Publisher : John Wiley & Sons
  • Release Date : 2015-12-14
  • ISBN : 9781119082200
GET THIS BOOKFinancial Risk Management For Dummies

Take the risk out of financial risk management Written by bestselling author and past winner of the GARP Award's Risk Manager of the Year, Aaron Brown, Financial Risk Management For Dummies offers thorough and accessible guidance on successfully managing and controlling financial risk within your company. Through easy-to-follow instruction, you'll find out how to manage risk, firstly by understanding it, and then by taking control of it. Plus, you'll discover how to measure and value financial risk, set limits, stop

Risk Management and Financial Institutions

Risk Management and Financial Institutions
  • Author : John C. Hull
  • Publisher : John Wiley & Sons
  • Release Date : 2018-04-10
  • ISBN : 9781119448112
GET THIS BOOKRisk Management and Financial Institutions

The most complete, up-to-date guide to risk management in finance Risk Management and Financial Institutions, Fifth Edition explains all aspects of financial risk and financial institution regulation, helping you better understand the financial markets—and their potential dangers. Inside, you’ll learn the different types of risk, how and where they appear in different types of institutions, and how the regulatory structure of each institution affects risk management practices. Comprehensive ancillary materials include software, practice questions, and all necessary teaching

Financial Risk Forecasting

Financial Risk Forecasting
  • Author : Jon Danielsson
  • Publisher : John Wiley & Sons
  • Release Date : 2011-04-20
  • ISBN : 9781119977117
GET THIS BOOKFinancial Risk Forecasting

Financial Risk Forecasting is a complete introduction to practical quantitative risk management, with a focus on market risk. Derived from the authors teaching notes and years spent training practitioners in risk management techniques, it brings together the three key disciplines of finance, statistics and modeling (programming), to provide a thorough grounding in risk management techniques. Written by renowned risk expert Jon Danielsson, the book begins with an introduction to financial markets and market prices, volatility clusters, fat tails and nonlinear

Quantitative Financial Risk Management

Quantitative Financial Risk Management
  • Author : Michael B. Miller
  • Publisher : John Wiley & Sons
  • Release Date : 2018-11-08
  • ISBN : 9781119522232
GET THIS BOOKQuantitative Financial Risk Management

A mathematical guide to measuring and managing financial risk. Our modern economy depends on financial markets. Yet financial markets continue to grow in size and complexity. As a result, the management of financial risk has never been more important. Quantitative Financial Risk Management introduces students and risk professionals to financial risk management with an emphasis on financial models and mathematical techniques. Each chapter provides numerous sample problems and end of chapter questions. The book provides clear examples of how these

Financial Enterprise Risk Management

Financial Enterprise Risk Management
  • Author : Paul Sweeting
  • Publisher : Cambridge University Press
  • Release Date : 2017-08-07
  • ISBN : 9781107184619
GET THIS BOOKFinancial Enterprise Risk Management

An accessible guide to enterprise risk management for financial institutions. This second edition has been updated to reflect new legislation.

Financial Risk Management

Financial Risk Management
  • Author : Jimmy Skoglund,Wei Chen
  • Publisher : John Wiley & Sons
  • Release Date : 2015-09-04
  • ISBN : 9781119157236
GET THIS BOOKFinancial Risk Management

A global banking risk management guide geared toward the practitioner Financial Risk Management presents 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. Written by the leaders of global banking risk products and management at SAS, this book provides the most up-to-date information and expert insight into real risk management. The discussion begins with an overview of methods for computing

Value at Risk, 3rd Ed.

Value at Risk, 3rd Ed.
  • Author : Philippe Jorion
  • Publisher : McGraw Hill Professional
  • Release Date : 2006-11-09
  • ISBN : 9780071736923
GET THIS BOOKValue at Risk, 3rd Ed.

Since its original publication, Value at Risk has become the industry standard in risk management. Now in its Third Edition, this international bestseller addresses the fundamental changes in the field that have occurred across the globe in recent years. Philippe Jorion provides the most current information needed to understand and implement VAR-as well as manage newer dimensions of financial risk. Featured updates include: An increased emphasis on operational risk Using VAR for integrated risk management and to measure economic capital

Risk Management and Financial Institutions

Risk Management and Financial Institutions
  • Author : Hull
  • Publisher : John Wiley & Sons
  • Release Date : 2015-03-02
  • ISBN : 9781118955949
GET THIS BOOKRisk Management and Financial Institutions

The dangers inherent in the financial system make understanding risk management essential for anyone working in, or planning to work in, the financial sector. A practical resource for financial professionals and students alike, Risk Management and Financial Institutions, Fourth Edition explains all aspects of financial risk as well as the way financial institutions are regulated, to help readers better understand financial markets and potential dangers. Fully revised and updated, this new edition features coverage of new regulatory issues, liquidity risk,

Elements of Financial Risk Management

Elements of Financial Risk Management
  • Author : Peter Christoffersen
  • Publisher : Academic Press
  • Release Date : 2011-11-22
  • ISBN : 9780123744487
GET THIS BOOKElements of Financial Risk Management

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,

Understanding Financial Risk Management

Understanding Financial Risk Management
  • Author : Angelo Corelli
  • Publisher : Routledge
  • Release Date : 2014-10-03
  • ISBN : 9781317753834
GET THIS BOOKUnderstanding Financial Risk Management

Bibliography; Exercises; Appendix: Itô's Lemma; 4 Financial derivatives; 4.1 Options and futures; 4.2 Pricing of derivatives; 4.3 Interest rate derivatives; Summary; Bibliography; Exercises; Appendix: The market price of risk; 5 Market risk; 5.1 Market risk metrics; 5.2 VaR calculation methods; 5.3 Inside VaR; Summary; Bibliography; Exercises; Appendix: Factor mapping for VaR; 6 Interest rate risk; 6.1 The dynamics of interest rates; 6.2 Short-rate models; 6.3 IRR management; Summary; Bibliography; Exercises; Appendix: Principal component analysis of the term structure; 7 Credit risk.