This book by industry leader Vincent Kaminski provides an exhaustive description of the energy markets, covering both the fundamentals of the production, transportation, storage and distribution processes, as well as market design and linkages between different markets. The book also describes the most important types of transactions and instruments used in these markets.

At over 960 pages this really is a tour de force. You can check out the introduction from the book here

This report covers the specific technologies required for Basel 3 compliance and adaptation, including data models, flexible and real-time analytics, capital calculation engines, and specific technology support for risk and finance integration, liquidity risk and counterparty credit risk. This report covers leading practices in these technology areas, key attributes of necessary technology architecture, identifies the benefits of investing in sufficiently advanced functionality, and the pros and cons of “buy vs. build”.

The report also explains why financial institutions might want to consider a “horses for courses” approach. There is no perfect Basel 3 technology solution available on the market, especially as different financial institutions will have different requirements. For some financial institutions, tactical point solutions or best-of-breed technology components will be the most practical and effective solution or approach. For others, a “one-stop-shop” enterprise solution with comprehensive technology, data management, and functionality will be the best path to take. Which road to take will depend on the starting position and existing technical and
organizational environment of the buyer.

This is an electronic product and access is restricted by certain usage rights, please review the eBook help section before making your purchase.

This fully updated and revised second edition of the best-selling guide Risk Budgeting expands upon the first edition, continuing to provide a road map for more effective risk allocation and better return per unit of risk taken.  This edition reflects in particular the growing focus on risk appetite and governance in the risk budgeting environment.

Another area of focus is Value-at-risk, with a chapter dedicated to the debate. You can read an extract of the chapter here

This book edited by industry expert Michael Ong explores how capital is measured and managed by banks and other financial institutions and how current techniques should be improved to address the issues highlighted in the recent crisis.

The first part covers the issues of capital management, allocation, risk attribution and performance determination. The second part focuses on the measurement of
capital. The book is essential for all who witnessed the devastating effects of the crisis, due fundamentally to undercapitalisation.

"...covers all key features of the post-crisis regulatory and risk-management scenario..."

Andrea Resti, Bocconi University

"...The book comes out at an opportune moment to refocus our attention to the basic concepts of economic and regulatory capital."

Ashish Dev, Managing Director, JP Morgan Chase

This fully updated and revised second edition of the best selling practical guide Currency Overlay continues to emphasise the same approach as in the First Edition: measuring currency risk separately in the portfolio, clarifying risk responsibility, using specialists where necessary, and taking control of the currency risk.

The underlying message remains unchanged: the future currency moves are hard to predict, it is easy by comparison to get reasonably well prepared. This new edition is full of practical hints and tips on how to get prepared in terms of currency risk management.

This report covers the competitive landscape for operational risk management systems. The range of solutions and functionalities offered by vendors can make it difficult for buyers to decide which solution best suits their operational risk needs. Consolidation of vendors, increasing requirements and demands from buyers, and continued innovation has altered the operational risk technology landscape.

This is an electronic product and access is restricted by certain usage rights, please review the eBook help section before making your purchase.

The financial crisis destroyed the consensus – at least among central bankers in the West – about how best to do central banking.

The Future of Central Banking, a new book from Central Banking Publications, draws on leading industry experts to describe and analyse the new world facing central bankers.

A world of dysfunctional markets, contagious crises, sovereign risk and increased policy intervention.

The Future of Central Banking, edited by central banking experts Robert Pringle and Claire Jones, offers insights into how the profession can best handle the challenges this much-changed world will present.

Written from the policymakers perspective, in-depth chapters draw policy lessons for those facing new demands from macroprudential supervision, global imbalances, increased supervisory responsibility and changed relations with governments and stakeholders.

Please click on the full description link below to see an outline of the book and a list of contributors.

A Central Banking Publications Book

Now in its 23rd year, The Central Bank Directory 2013, sponsored by Franklin Templeton Investments, is the only single source of detailed contact information for more than 4,500 senior central bankers and their institutions.

For anyone needing to do business with central banks or understand modern central banking, not to mention the central bankers themselves, a copy of the Directory is indispensable.

'This stellar cast of experts provides in one accessible volume the background needed to understand the meltdown in subprime mortgages and the ensuing crisis in the credit markets’ -David J. Grais, Partner, Grais & Ellsworth LLP

’The US mortgage market is complex but its understanding is a must for all investment professionals. The collaborative efforts of the authors provides a comprehensive yet easy to follow treatment of the relevant topics’ - Ron D’Vari, CEO of NewOak Capital

’Mortgage and Real Estate Finance covers the spectrum from basics of MBS to modeling, valuation, and risk assessment. The authors are leading experts in their fields, with long and well-regarded careers in the finance industry. The contents of this book are essential reading for anyone seeking to understand the details of the secondary mortgage market, as well as the role of mortgage securitization in the recent housing crisis and the financial markets more broadly’ - Glenn Boyd, Head, US Securitization Research, Barclays Capital

To enhance your understanding of the risk management, pricing and regulation of counterparty credit risk, this title offers the most detailed and comprehensive coverage available. Michael Pykhtin, a globally respected expert in credit risk, has combed the industry’s most important organisations to assemble a winning team of specialist contributors - presenting you with the definitive insider view.