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Advanced Financial Risk Management

2011-09-29 Business & Economics
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Release : 2011-09-29
Genre : Business & Economics
Kind : eBook
Book Rating : 320/5 ( reviews)

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Book Synopsis Advanced Financial Risk Management by : Donald R. Van Deventer

Download or read book Advanced Financial Risk Management written by Donald R. Van Deventer. This book was released on 2011-09-29. Available in PDF, EPUB and Kindle. Book excerpt: An in-depth look at financial risk management Advanced Financial Risk Management integrates interest rate risk, credit risk, foreign exchange risk, and capital allocation using a consistent risk management approach. It explains, in detailed, yet understandable terms, the analytics of these issues from A to Z. Written by experienced risk managers, this book bridges the gap between the idealized assumptions used for valuation and the realities that must be reflected in management actions. It covers everything from the basics of present value, forward rates, and interest rate compounding to the wide variety of alternative term structure models. Donald R. Van Deventer (Hawaii) founded the Kamakura Corporation in April 1990 and is currently President. In 2003, he was voted into the Risk Hall of Fame for having made a profound contribution to the field of risk management. Kenji Imai (Hawaii) heads Software Development for Kamakura and participates in selected Japan-related financial advisory assignments. Mark Mesler (Hawaii) heads the information production for Kamakura Risk Information Services.

Advanced Financial Risk Management

2013-02-06 Business & Economics
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Release : 2013-02-06
Genre : Business & Economics
Kind : eBook
Book Rating : 550/5 ( reviews)

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Book Synopsis Advanced Financial Risk Management by : Donald R. Van Deventer

Download or read book Advanced Financial Risk Management written by Donald R. Van Deventer. This book was released on 2013-02-06. Available in PDF, EPUB and Kindle. Book excerpt: Practical tools and advice for managing financial risk, updated for a post-crisis world Advanced Financial Risk Management bridges the gap between the idealized assumptions used for risk valuation and the realities that must be reflected in management actions. It explains, in detailed yet easy-to-understand terms, the analytics of these issues from A to Z, and lays out a comprehensive strategy for risk management measurement, objectives, and hedging techniques that apply to all types of institutions. Written by experienced risk managers, the book covers everything from the basics of present value, forward rates, and interest rate compounding to the wide variety of alternative term structure models. Revised and updated with lessons from the 2007-2010 financial crisis, Advanced Financial Risk Management outlines a framework for fully integrated risk management. Credit risk, market risk, asset and liability management, and performance measurement have historically been thought of as separate disciplines, but recent developments in financial theory and computer science now allow these views of risk to be analyzed on a more integrated basis. The book presents a performance measurement approach that goes far beyond traditional capital allocation techniques to measure risk-adjusted shareholder value creation, and supplements this strategic view of integrated risk with step-by-step tools and techniques for constructing a risk management system that achieves these objectives. Practical tools for managing risk in the financial world Updated to include the most recent events that have influenced risk management Topics covered include the basics of present value, forward rates, and interest rate compounding; American vs. European fixed income options; default probability models; prepayment models; mortality models; and alternatives to the Vasicek model Comprehensive and in-depth, Advanced Financial Risk Management is an essential resource for anyone working in the financial field.

Elements of Financial Risk Management

2011-11-22 Business & Economics
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Release : 2011-11-22
Genre : Business & Economics
Kind : eBook
Book Rating : 482/5 ( reviews)

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Book Synopsis Elements of Financial Risk Management by : Peter Christoffersen

Download or read book Elements of Financial Risk Management written by Peter Christoffersen. This book was released on 2011-11-22. Available in PDF, EPUB and Kindle. Book excerpt: 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, as well as Excel-solutions manual, support its step-by-step approach to choosing tools and solving problems. Examines market risk, credit risk, and operational risk Provides exceptional coverage of GARCH models Features online Excel-based empirical exercises

Advanced Financial Risk Management

2013-04 Financial risk management
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Release : 2013-04
Genre : Financial risk management
Kind : eBook
Book Rating : 380/5 ( reviews)

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Book Synopsis Advanced Financial Risk Management by : Mashenka Dmitrievna

Download or read book Advanced Financial Risk Management written by Mashenka Dmitrievna. This book was released on 2013-04. Available in PDF, EPUB and Kindle. Book excerpt: Managing financial risks is all about understanding how to reduce a complex business environment to workable concepts and models. This book provides the tools for dealing with what are arguably the most important areas of financial decision making.

Advanced Credit Risk Analysis and Management

2013-04-22 Business & Economics
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Release : 2013-04-22
Genre : Business & Economics
Kind : eBook
Book Rating : 89X/5 ( reviews)

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Book Synopsis Advanced Credit Risk Analysis and Management by : Ciby Joseph

Download or read book Advanced Credit Risk Analysis and Management written by Ciby Joseph. This book was released on 2013-04-22. Available in PDF, EPUB and Kindle. Book excerpt: Credit is essential in the modern world and creates wealth, provided it is used wisely. The Global Credit Crisis during 2008/2009 has shown that sound understanding of underlying credit risk is crucial. If credit freezes, almost every activity in the economy is affected. The best way to utilize credit and get results is to understand credit risk. Advanced Credit Risk Analysis and Management helps the reader to understand the various nuances of credit risk. It discusses various techniques to measure, analyze and manage credit risk for both lenders and borrowers. The book begins by defining what credit is and its advantages and disadvantages, the causes of credit risk, a brief historical overview of credit risk analysis and the strategic importance of credit risk in institutions that rely on claims or debtors. The book then details various techniques to study the entity level credit risks, including portfolio level credit risks. Authored by a credit expert with two decades of experience in corporate finance and corporate credit risk, the book discusses the macroeconomic, industry and financial analysis for the study of credit risk. It covers credit risk grading and explains concepts including PD, EAD and LGD. It also highlights the distinction with equity risks and touches on credit risk pricing and the importance of credit risk in Basel Accords I, II and III. The two most common credit risks, project finance credit risk and working capital credit risk, are covered in detail with illustrations. The role of diversification and credit derivatives in credit portfolio management is considered. It also reflects on how the credit crisis develops in an economy by referring to the bubble formation. The book links with the 2008/2009 credit crisis and carries out an interesting discussion on how the credit crisis may have been avoided by following the fundamentals or principles of credit risk analysis and management. The book is essential for both lenders and borrowers. Containing case studies adapted from real life examples and exercises, this important text is practical, topical and challenging. It is useful for a wide spectrum of academics and practitioners in credit risk and anyone interested in commercial and corporate credit and related products.

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