Financial Risk and the Corporate Treasury - Risk Books
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Financial Risk and the Corporate Treasury

Edited By Risk Books


Core reference for the Treasury professional covering a range of practical and theoretical risk management issues.

Publish date: 1 May 1996

Availability: In stock


Book description

  • Examines a range of risks including interest rate and commodity risk and also pension fund asset allocation
  • Includes practical, step-by-step examples and extensive panels focusing on how to apply specific techniques
  • Presentation of key methodologies such as Value-at-Risk as applied to corporations and the application of equity and credit derivatives

Book details

Publish date
1 May 1996

Editor biography

Risk Books

Risk Books

Table of contents



Building Risk Management Strategies

Does Corporate Risk Mangement Create Sharehold Value? A Survey of Economic Theory and Evidence

George W. Fenn, Mitch Post and Steven A. Sharpe of the Board of Governors of the Federal Reserve System

Identifying and Quantifying Exposures

René M. Stulz and Rohan G. Williamson of Ohio State University,

With panel by Sarah Pask of ICL

Treasury Risk Management in a Cost-Centre Environment

Leslie K. McNew of GK Risk Management, Inc

Var and the Corporate Treasury


A Risk Measurement Tool of Treasurers

Mary Ellen Stocks of Deloitte&Touche LLP

with panel by Betsy Glaeser of Deloitte&Touche LLP

Strategic Risk Management

Applying VAR to Corporate Investment Decisions

David C. Shimko of JP Morgan Securities, Inc

New Risks and Responsibilities

Commodity Risk Management and the Corporate Treasury

H. Brett Humphreys and David C. Shimko of JP Morgan Securities, Inc

Managing the Risk of Pension Assets

Ivan E. Stux of Morgan Stanley,

with panel by Chris Ito fo Deloitte&Touche LLP

Corporate Applications of Equity and Credit Derivatives 147

Sumita Kumar of The Chase Manhattan Bank

with panel by Michael Hampton of Cedef Finance Ltd

Accounting, Disclosure and Tax

Accounting for Derivatives and Other Treasury Instruments

James A. Johnson of Deloitte&Touche LLP

Risk Management Disclosures

Thomas J. Linsmeier and Neil D. Pearson of the University of Illinois

Tax and Risk Management

Federal Income Tax and Offshore Treasury Centres

Mark Leeds of Deloitte&Touche LLP

Glossary of Risk Management Terms



“Essential for corporate financial managers seeking a more detailed understanding of risk management.“

Satyajit Das, Finance&Treasury Professional

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