Measuring and Managing Credit Risk, Servigny, Arnaud De
Автор: Roggi Oliviero Название: Managing and Measuring Risk ISBN: 9814417491 ISBN-13(EAN): 9789814417495 Издательство: World Scientific Publishing Рейтинг: Цена: 26136.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Presents the achievements in risk measurement and management, as well as regulation of the financial industry, with contributions from prominent scholars and practitioners. This book provides an overview of emerging standards in risk management from a perspective.
Описание: A timely follow-up to the widely successful Managing Credit Risk , which is regarded as essential reading for anyone involved within the field of credit. Everything is expanding enormously, and Managing Credit Risk, Second Edition will provide practitioners with the resources they need to keep up with such changes to the field of credit.
Автор: McKinsey & Company Inc, Koller Tim, Goedhart Marc Название: Valuation: Measuring and Managing the Value of Companies ISBN: 0470424702 ISBN-13(EAN): 9780470424704 Издательство: Wiley Рейтинг: Цена: 9108.00 р. Наличие на складе: Поставка под заказ.
Описание:
The #1 guide to corporate valuation is back . . . and better than ever
"The best valuation book just got better. This edition's greater emphasis on what drives value and how to measure it will improve the way practitioners conduct financial analysis and, ultimately, make strategic decisions. It is required reading for all executives."--Professor Benjamin C. Esty, Harvard Business School, author of Modern Project Finance: A Casebook
"The bible in its field. Anyone wanting to understand what drives corporate value should read this latest edition." --Dr. Raymund Breu, former chief financial officer, Novartis AG
"Valuation gets to the heart of how to measure and manage value in a company. Whether you are evaluating an acquisition, restructuring a corporation, or formulating strategy, this book will help you do it well."--John A. Manzoni, Chief Executive Officer, Talisman Energy Inc.
"A 'how-to' guide for corporate executives who want to get at the unrealized shareholder values trapped in public companies."--New York Times
"The book's clarity and comprehensive coverage make it one of the best practitioners' guides to valuation."--Financial Times
Автор: Duffie, Darrell Название: Measuring Corporate Default Risk ISBN: 0199279233 ISBN-13(EAN): 9780199279234 Издательство: Oxford Academ Рейтинг: Цена: 11880.00 р. Наличие на складе: Поставка под заказ.
Описание: Based on the author`s Clarendon Lectures in Finance, this book develops and implements statistical methods for modelling corporate credit risk.
Описание: The first decade of the 21st Century has been disastrous for financial institutions, derivatives and risk management. Counterparty credit risk has become the key element of financial risk management, highlighted by the bankruptcy of the investment bank Lehman Brothers and failure of other high profile institutions such as Bear Sterns, AIG, Fannie Mae and Freddie Mac. The sudden realisation of extensive counterparty risks has severely compromised the health of global financial markets. Counterparty risk is now a key problem for all financial institutions. This book explains the emergence of counterparty risk during the recent credit crisis. The quantification of firm-wide credit exposure for trading desks and businesses is discussed alongside risk mitigation methods such as netting and collateral management (margining) and central counterparties. Banks and other financial institutions have been recently developing their capabilities for pricing counterparty risk and these elements are considered in detail via a characterisation of credit value adjustment (CVA). The implications of an institution valuing their own default via debt value adjustment (DVA) and funding costs (FVA) are also considered at length. Portfolio management and hedging of CVA are described in full. Wrong-way counterparty risks are addressed in detail in relation to interest rate, foreign exchange, commodity and credit derivative products. Regulatory capital for counterparty risk, including the recent Basel III requirements for CVA VAR is discussed. The management of counterparty risk within an institution by a CVA desk is also discussed in detail. Finally, the design and benefits of central clearing, a recent development to attempt to control the rapid growth of counterparty risk, is considered. Hedging aspects, together with the associated instruments such as credit defaults swaps (CDSs) and contingent CDS (CCDS) are described in full. This book is unique in being practically focused but also covering the more technical aspects. It is an invaluable complete reference guide for any market practitioner, policy maker, academic or student with any responsibility or interest within the area of counterparty credit risk and CVA.
Описание: 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.
Автор: Kevin Dowd Название: Measuring Market Risk + CD-ROM, 2nd Edition ISBN: 0470013036 ISBN-13(EAN): 9780470013038 Издательство: Wiley Рейтинг: Цена: 11088.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Includes a chapter on options risk management, as well as information on parametric risk, non-parametric measurements and liquidity risks. This title also includes practical information to help with specific calculations, and various examples including Q&A`s and case studies. It is accompanied by a CD-ROM.
Автор: Brigo Название: Counterparty Credit Risk, Collateral and Funding ISBN: 047074846X ISBN-13(EAN): 9780470748466 Издательство: Wiley Рейтинг: Цена: 10296.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The book's content is focused on quantitative methods of tackling valuation problems, supplying sound theoretical frameworks for the pricing and hedging of counterparty risk, linking particular models to particular 'concrete' financial situations. The authors also aim to help quantitative analysts, traders, and anyone else needing to measure counterparty risk, to develop a 'feel' for applying sophisticated mathematics and stochastic calculus to solve practical problems. The main models are illustrated from theoretical formulation to final implementation with calibration to market data, always keeping in mind the concrete questions being dealt with. The authors stress that each model is suited to different situations and products, pointing out that there does not exist a single model which is uniformly better than all the others. Table of Contents Preface Chapter 1: Definitions and Notation Chapter 2: Counterparty Risk in General Chapter 3: Modeling the underlying: Equity, Rates, Commodities and Credit Chapter 4: Counterparty Risk for Interest Rate Swaps and exotics Chapter 5: Counterparty Risk for FX Chapter 6: Counterparty Risk for Commodities Chapter 7: Counterparty Risk for Credit Chapter 8: Counterparty Risk for Equity Chapter 9. Contingent CDS and other hybrid products Appendix A: Stochastic Calculus Appendix B: Copula Functions
Описание: Mathematical techniques for trading and risk management. Managing Energy Risk closes the gap between modern techniques from financial mathematics and the practical implementation for trading and risk management.
Автор: Marcelo G. Cruz Название: Modeling, Measuring and Hedging Operational Risk ISBN: 0471515604 ISBN-13(EAN): 9780471515609 Издательство: Wiley Рейтинг: Цена: 6334.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Operational risk concerns issues like transaction processing errors, liability situations, and back-office failure. This text focuses on the measuring and modelling techniques banks and investment companies need to quantify operational risk and provides practical, sensible solutions for doing so.
ООО "Логосфера " Тел:+7(495) 980-12-10 www.logobook.ru
