Financial Risk Management: Models, History, and Institutions
October 2011, ©2011
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Financial Risk Management is equally suitable for firm risk managers, economists, and policy makers seeking grounding in the subject. This timely guide skillfully surveys the landscape of financial risk and the financial developments of recent decades that culminated in the crisis. The book provides a comprehensive overview of the different types of financial risk we face, as well as the techniques used to measure and manage them. Topics covered include:
Market risk, from Value-at-Risk (VaR) to risk models for options
Credit risk, from portfolio credit risk to structured credit products
Model risk and validation
Risk capital and stress testing
Liquidity risk, leverage, systemic risk, and the forms they take
Financial crises, historical and current, their causes and characteristics
Financial regulation and its evolution in the wake of the global crisis
And much more
Combining the more model-oriented approach of risk management-as it has evolved over the past two decades-with an economist's approach to the same issues, Financial Risk Management is the essential guide to the subject for today's complex world.
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Financial Risk Management: Models, History, and Institutions (US $95.00)
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