Managing and measuring risk:
Roggi, Oliviero.
Managing and measuring risk: emerging global standards and regulation after the financial crisis (World scientific series in finance, volume 5)/ [electronic resource] / Edward Oliviero;Altman Roggi. - World Scientific Publishing Co. Pte. Ltd., 2013. - 519 p.
PART A: THE EVOLUTION OF RISK MANAGEMENT. Chapter, Lesson, Part CHAPTER 1: AN EVOLUTIONARY PERSPECTIVE ON THE CONCEPT OF RISK, UNCERTAINTY AND RISK MANAGEMENT. Chapter, Lesson, Part PART B: SOVEREIGN AND SYSTEMIC RISK. Chapter, Lesson, Part CHAPTER 2: TOWARD A BOTTOM-UP APPROACH TO ASSESSING SOVEREIGN DEFAULT RISK: AN UPDATE. Chapter, Lesson, Part CHAPTER 3: MEASURING SYSTEMIC RISK. Chapter, Lesson, Part CHAPTER 4: TAXING SYSTEMIC RISK. Chapter, Lesson, Part PART C: LIQUIDITY. Chapter, Lesson, Part CHAPTER 5: LIQUIDITY AND EFFICIENCY IN THREE RELATED FOREIGN EXCHANGE OPTIONS MARKETS*. Chapter, Lesson, Part CHAPTER 6: ILLIQUIDITY OR CREDIT DETERIORATION: A STUDY OF LIQUIDITY IN THE US CORPORATE BOND MARKET DURING FINANCIAL CRISES*,**. Chapter, Lesson, Part PART D: RISK MANAGEMENT PRINCIPLES AND STRATEGIES. Chapter, Lesson, Part CHAPTER 7: INTEGRATED WEALTH AND RISK MANAGEMENT: FIRST PRINCIPLES. Chapter, Lesson, Part CHAPTER 8: ANALYZING THE IMPACT OF EFFECTIVE RISK MANAGEMENT: INNOVATION AND CAPITAL STRUCTURE EFFECTS*. Chapter, Lesson, Part PART E: CREDIT RISK. Chapter, Lesson, Part CHAPTER 9: MODELING CREDIT RISK FOR SMEs: EVIDENCE FROM THE US MARKET*. Chapter, Lesson, Part CHAPTER 10: SME RATING: RISK GLOBALLY, MEASURE LOCALLY. Chapter, Lesson, Part CHAPTER 11: CREDIT LOSS AND SYSTEMATIC LGD*. Chapter, Lesson, Part PART F: EQUITY RISK AND MARKET CRASHES. Chapter, Lesson, Part CHAPTER 12: EQUITY RISK PREMIUMS (ERP): DETERMINANTS, ESTIMATION AND IMPLICATIONS - THE 2012 EDITION*. Chapter, Lesson, Part CHAPTER 13: STOCK MARKET CRASHES IN 2007.2009: WERE WE ABLE TO PREDICT THEM?. Chapter, Lesson, Part Cover, Title,Managing and measuring risk: emerging global standards and regulation after the financial crisis (World scientific series in finance, volume 5)--Preface, Introduction, TOC,FOREWORD--Preface, Introduction, TOC,ABOUT THE EDITORS--Preface, Introduction, TOC,CONTENTS--References, Appendix, Index,ABOUT THE RISK, BANKING AND FINANCE SOCIETY--References, Appendix, Index,ABOUT THE INTERNATIONAL RISK MANAGEMENT CONFERENCE.
9789814417495 9789814417501
Managing and measuring risk: emerging global standards and regulation after the financial crisis (World scientific series in finance, volume 5)/ [electronic resource] / Edward Oliviero;Altman Roggi. - World Scientific Publishing Co. Pte. Ltd., 2013. - 519 p.
PART A: THE EVOLUTION OF RISK MANAGEMENT. Chapter, Lesson, Part CHAPTER 1: AN EVOLUTIONARY PERSPECTIVE ON THE CONCEPT OF RISK, UNCERTAINTY AND RISK MANAGEMENT. Chapter, Lesson, Part PART B: SOVEREIGN AND SYSTEMIC RISK. Chapter, Lesson, Part CHAPTER 2: TOWARD A BOTTOM-UP APPROACH TO ASSESSING SOVEREIGN DEFAULT RISK: AN UPDATE. Chapter, Lesson, Part CHAPTER 3: MEASURING SYSTEMIC RISK. Chapter, Lesson, Part CHAPTER 4: TAXING SYSTEMIC RISK. Chapter, Lesson, Part PART C: LIQUIDITY. Chapter, Lesson, Part CHAPTER 5: LIQUIDITY AND EFFICIENCY IN THREE RELATED FOREIGN EXCHANGE OPTIONS MARKETS*. Chapter, Lesson, Part CHAPTER 6: ILLIQUIDITY OR CREDIT DETERIORATION: A STUDY OF LIQUIDITY IN THE US CORPORATE BOND MARKET DURING FINANCIAL CRISES*,**. Chapter, Lesson, Part PART D: RISK MANAGEMENT PRINCIPLES AND STRATEGIES. Chapter, Lesson, Part CHAPTER 7: INTEGRATED WEALTH AND RISK MANAGEMENT: FIRST PRINCIPLES. Chapter, Lesson, Part CHAPTER 8: ANALYZING THE IMPACT OF EFFECTIVE RISK MANAGEMENT: INNOVATION AND CAPITAL STRUCTURE EFFECTS*. Chapter, Lesson, Part PART E: CREDIT RISK. Chapter, Lesson, Part CHAPTER 9: MODELING CREDIT RISK FOR SMEs: EVIDENCE FROM THE US MARKET*. Chapter, Lesson, Part CHAPTER 10: SME RATING: RISK GLOBALLY, MEASURE LOCALLY. Chapter, Lesson, Part CHAPTER 11: CREDIT LOSS AND SYSTEMATIC LGD*. Chapter, Lesson, Part PART F: EQUITY RISK AND MARKET CRASHES. Chapter, Lesson, Part CHAPTER 12: EQUITY RISK PREMIUMS (ERP): DETERMINANTS, ESTIMATION AND IMPLICATIONS - THE 2012 EDITION*. Chapter, Lesson, Part CHAPTER 13: STOCK MARKET CRASHES IN 2007.2009: WERE WE ABLE TO PREDICT THEM?. Chapter, Lesson, Part Cover, Title,Managing and measuring risk: emerging global standards and regulation after the financial crisis (World scientific series in finance, volume 5)--Preface, Introduction, TOC,FOREWORD--Preface, Introduction, TOC,ABOUT THE EDITORS--Preface, Introduction, TOC,CONTENTS--References, Appendix, Index,ABOUT THE RISK, BANKING AND FINANCE SOCIETY--References, Appendix, Index,ABOUT THE INTERNATIONAL RISK MANAGEMENT CONFERENCE.
9789814417495 9789814417501
