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
- ISBN
- 9781899332755
- Publish date
- 1 May 1996
- Format
- Size
- A4
Editor biography
Risk Books
Risk Books
Table of contents
Preface
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
Value-at-Risk
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
Index
Testimonials
“Essential for corporate financial managers seeking a more detailed understanding of risk management.“
Satyajit Das, Finance&Treasury Professional
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