Measuring Market Risk

Measuring Market Risk PDF
Author: Kevin Dowd
Publisher: John Wiley & Sons
ISBN: 0470016515
Size: 27.76 MB
Format: PDF
Category : Business & Economics
Languages : en
Pages : 410
View: 418

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Fully revised and restructured, Measuring Market Risk, Second Edition includes a new chapter on options risk management, as well as substantial new information on parametric risk, non-parametric measurements and liquidity risks, more practical information to help with specific calculations, and new examples including Q&A’s and case studies.

Measuring Market Risk With Value At Risk

Measuring Market Risk with Value at Risk PDF
Author: Pietro Penza
Publisher: John Wiley & Sons
ISBN: 9780471393139
Size: 78.92 MB
Format: PDF, ePub
Category : Business & Economics
Languages : en
Pages : 302
View: 445

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"This book, Measuring Market Risk with Value at Risk by Vipul Bansal and Pietro Penza, has three advantages over earlier works on the subject. First, it takes a decidedly global approach-an essential ingredient for any comprehensive work on market risk. Second, it ties the scientifically grounded, yet intuitively appealing, VaR measure to earlier, more idiosyncratic measures of market risk that are used in specific market environs (e.g., duration in fixed income). Finally, it encompasses all of the accepted approaches to calculating a VaR measure and presents them in a clearly explained fashion with supporting illustrations and completely worked-out examples." -from the Foreword by John F. Marshall, PhD, Principal, Marshall, Tucker & Associates, LLC "Measuring Market Risk with Value at Risk offers a much-needed intellectual bridge, a translation from the esoteric realm of mathematical finance to the domain of financial managers who seek guidance in applying developments from this important field of research as well as that of MBA-level graduate instruction. I believe the authors have done a commendable job of providing a carefully crafted, highly readable, and most useful work, and intend to recommend it to all those involved in business risk management applications." -Anthony F. Herbst, PhD, Professor of Finance and C.R. and D.S. Carter Chair, The University of Texas, El Paso and Founding editor of The Journal of Financial Engineering (1991-1998) "Finally there's a book that strikes a balance between rigor and application in the area of risk management in the banking industry. This innovative book is a MUST for both novices and professionals alike." -Robert P. Yuyuenyongwatana, PhD, Associate Professor of Finance, Cameron University "Measuring Market Risk with Value at Risk is one of the most complete discussions of this emerging topic in finance that I have seen. The authors develop a logical and rigorous framework for using VaR models, providing both historical references and analytical applications." -Kevin Wynne, PhD, Associate Professor of Finance, Lubin School of Business, Pace University

An Introduction To Market Risk Measurement

An Introduction to Market Risk Measurement PDF
Author: Kevin Dowd
Publisher: John Wiley & Sons
ISBN: 0470855207
Size: 10.38 MB
Format: PDF, ePub
Category : Business & Economics
Languages : en
Pages : 304
View: 6107

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Includes a CD-ROM that contains Excel workbooks and a Matlab manual and software. Covers the subject without advanced or exotic material.

Federal Register

Federal Register PDF
Author:
Publisher:
ISBN:
Size: 56.30 MB
Format: PDF
Category : Administrative law
Languages : en
Pages :
View: 2577

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Annual Report

Annual Report PDF
Author: Federal Home Loan Bank of Cincinnati
Publisher:
ISBN:
Size: 67.84 MB
Format: PDF, Mobi
Category : Federal home loan banks
Languages : en
Pages :
View: 2994

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                                    PDF
Author: روبرت ج. شيللر
Publisher: العبيكان للنشر
ISBN: 9960406490
Size: 22.39 MB
Format: PDF, ePub, Docs
Category : Business & Economics
Languages : ar
Pages : 325
View: 4392

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يقدم روبرت ج. شيللر في هذا الكتاب الهام والعاجل وهو خبير موقر في قابلية التطاير التي يتمتع بها السوق شرحا غير تقليدي لقمم سوق أسهم الولايات المتحدة الحديثة ، ويبين أن تعبير الوفرة اللاعقلانية وصف جيد للحالة السائدة وراء السوق كما يحذر بأن الأداء الأسوء قد يكون في المستقبل القريب وهو يحاول أن يخبرنا كيف يمكننا أن نستجيب لذلك الوضع كمجتمع وبشكل إفرادي

Financial World

Financial World PDF
Author:
Publisher:
ISBN:
Size: 77.20 MB
Format: PDF, ePub, Mobi
Category : Banks and banking, International
Languages : en
Pages :
View: 5285

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Security Market Risk A Study On Its Relationship With Accounting Information

Security Market Risk  A Study On Its Relationship With Accounting Information PDF
Author: Arindam Gupta
Publisher: Mittal Publications
ISBN: 9788170999041
Size: 12.49 MB
Format: PDF, ePub, Docs
Category : Risk management
Languages : en
Pages : 212
View: 5122

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This Book Contains The Author`S Research Work Spanning Over Five Years During The Most Turbulent Period In The 1990S Studying 150 Indian Companies Listed In The Mumbai Stock Exchange.

Managing Operational Risk In Financial Markets

Managing Operational Risk in Financial Markets PDF
Author: Amanat Hussain
Publisher: Elsevier
ISBN: 008049174X
Size: 40.52 MB
Format: PDF, ePub
Category : Business & Economics
Languages : en
Pages : 288
View: 3224

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Risk Management is one of the biggest issues facing the financial markets today. 'Managing Operational Risk in Financial Markets' outlines the major issues for risk management and focuses on operational risk as a key activity in managing risk on an enterprise-wide basis. While risk management had always been an integral part of financial activity, the 1990s has seen the requirement for risk management establish itself as a key function within banks and other financial institutions. With greater emphasis on ensuring that money is not lost through adverse market conditions, counterparty failure or inappropriate controls, systems or people, risk management has become a discipline in its own right. Managing risk is now THE paramount topic within the financial sector. Recurring major losses through the 1990s has shocked financial institutions into placing much greater emphasis on risk management and controls. The collapse of Barings and losses made by Metallgescellschaft, Orange County, Diawa and Sumitomo as a result of a lack of procedures, systems or managerial control has demonstrated to organisations the need to broaden the scope of their risk management activity from merely looking at market and credit risk. This has brought into focus the need for managing operational risk. Operational risk can only be managed on an enterprise wide basis as it includes the entire process of policies, culture, procedures, expertise and systems that an institution needs in order to manage all the risks resulting from its financial transactions. In fact, in order to effectively manage market and credit risks it is necessary to have the relevant skills and expertise in the staff, technical and organisational infrastructure, as well as monitoring and control systems. As all of these are components of operational risk, it then becomes apparent that an integrated risk management approach needs to focus on operational risk. Provides a comprehensive framework for the management of operational risk Defines the spectrum of risks faced by organisations and how they can effectively manage these Develops an enterprise-wide risk information system and defines the major challenges that need to be addressed in developing such a system

Risk Management

Risk Management PDF
Author: Michael Frenkel
Publisher: Springer Science & Business Media
ISBN: 9783540226826
Size: 14.52 MB
Format: PDF, Kindle
Category : Business & Economics
Languages : en
Pages : 838
View: 3183

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Dealing with all aspects of risk management that have undergone significant innovation in recent years, this book aims at being a reference work in its field. Different to other books on the topic, it addresses the challenges and opportunities facing the different risk management types in banks, insurance companies, and the corporate sector. Due to the rising volatility in the financial markets as well as political and operational risks affecting the business sector in general, capital adequacy rules are equally important for non-financial companies. For the banking sector, the book emphasizes the modifications implied by the Basel II proposal. The volume has been written for academics as well as practitioners, in particular finance specialists. It is unique in bringing together such a wide array of experts and correspondingly offers a complete coverage of recent developments in risk management.