Описание: Written by leading market risk academic, Professor Carol Alexander, Practical Financial Econometrics forms part two of the Market Risk Analysis four volume set.
Автор: Alexander, Carol Название: Market risk analysis ISBN: 0470997893 ISBN-13(EAN): 9780470997895 Издательство: Wiley Рейтинг: Цена: 10930.00 р. Наличие на складе: Поставка под заказ.
Описание: Written by leading market risk academic, Professor Carol Alexander, Pricing, Hedging and Trading Financial Instruments forms part three of the Market Risk Analysis four volume set.
Описание: Written by leading market risk academic, Professor Carol Alexander, Quantitative Methods in Finance forms part one of the Market Risk Analysis four volume set.
Описание: Risk Management and Shareholders` Value in Banking covers all main aspects of risk management, capital management and value creation for financial institutions; it is structured in six parts. Part One covers the measurement and management of the interest rate risk on all assets and liabilities of a banking institution.
Автор: Adams, John, Название: Risk / ISBN: 1857280687 ISBN-13(EAN): 9781857280685 Издательство: Taylor&Francis Рейтинг: Цена: 7042.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This work aims to bring the multifarious field of risk studies sharply into focus in a readable way for a wide readership throughout the social sciences and beyond.
Автор: Choudhry Название: An Introduction to Value-at-Risk, 5th Edition ISBN: 111831672X ISBN-13(EAN): 9781118316726 Издательство: Wiley Рейтинг: Цена: 6732.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The value-at-risk measurement methodology is a widely-used tool in financial market risk management.
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.
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