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A Quantitative Framework to ... Non-Equity Products

By Marcello Minenna

In A Quantitative Framework to Assess the Risk-Reward Profile of Non-Equity Products, bestselling author and Head of the Quantitative Analysis Unit at Italian regulator CONSOB, Marcello Minenna sets out a new method for achieving this for non-equity investment products.
By combining techniques commonly used in markets in a consistent and transferable format, Minenna provides the reader with a toolkit to produce the core information that the investors need to make their investment decisions.
This innovative, practical guide offers a way for financial institutions, investors, regulators, issuers and academics to better assess, understand and describe products and make a meaningful comparison between them.
2 Review(s)

£145.00
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The Risk Annual

By Nicholas Dunbar

Bringing together all 36 of the technical papers published in Risk magazine during 2003, this substantial collection presents the very latest research and thinking on quantitative finance and risk management.
Published June 2004
£120.00
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Basel III: Addressing the ... regulatory reform

Edited By Nick Sawyer

Basel 2.5 is now live. Basel III is on the way.

This exclusive report is the simple way to be fully briefed on what the banks are preparing.

Chief risk officers from 17 major banks in Europe, the United States and Asia-Pacific have agreed to extensive interviews on the subject of how they are implementing Basel III, and how the new capital guidelines will affect their derivatives business.

Get fully briefed on how the banks are preparing and what affect the new capital guidelines will have.
£2,500.00
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A Guide to Fund Management

By Daniel Broby

To capture revenue opportunities, senior executives in fund management companies have to apply best practice and understand operational issues. This is not as easy as it sounds. Executives have numerous calls on their time and their core focus should always be investment performance. This guide allows senior executives to manage their time as effectively as possible and maximise its effectiveness.

This book gathers together accepted industry best practice for structure, operations and procedures. With A Guide to Fund Management you the reader can spend less time rummaging through industry white papers and more time on the strategic direction of the firm adding more value to your clients.

Check out Daniel Broby’s latest interview about Best Practices in Fund Management here
From: £200.00
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Reinventing Retail Lending Analytics

Edited By Joseph Breeden

A more timely book could not be written - Reinventing Retail Lending Analytics walks through the various issues of retail lending and develops approaches to address the interaction between economic cycles and retail lending. The complexity of time is extensively explored: vintages, current time and maturity. The book covers complex issues such as scenario based forecasting, stress testing, volatility analysis, economic capital and portfolio optimisation, credit scoring and last, but not least, model risk.
From: £95.00
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Energy Risk Management

By Steve Leppard

A concise and focused report that explains the concept of energy price hedging in an accessible format ideally tailored for busy practitioners.
From: £189.00
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Foreign Exchange

Edited By Amy Middleton

The market for foreign exchange remains one of the most complex, liquid and dynamic in the world. As such, academic work on the subject is extensive. Yet, to date, the extent of detailed industry-focused research remains small.
Foreign Exchange: A Practitioner’s Approach to the Market bridges this gap, bringing together leading researchers from the frontiers of foreign exchange to produce the most up-to-date tool-kit for the management of currency.
Throughout the emphasis is on new and cutting-edge techniques forged in the unforgiving world of foreign-exchange trading to meet the challenges of today’s volatile markets.
1 Review(s)

From: £75.00
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Inflation Risks and Products

Edited By Brice Benaben and Sebastien Goldenberg

The financial crisis has seen wild swings in inflation and inflation expectations
As markets tried to digest deflationary forces unleashed by the credit crunch they were hit with fears of the inflationary impact of huge government spending. Will today’s falling prices quickly give way to an inflation backlash? How are you managing these risks?
Inflation Risks and Products - The Complete Guide is the most comprehensive, accessible, practical and up-to-date guide to the global market for inflation-hedging products. The book demonstrates how inflation products can be structured and used successfully in a range of portfolios and investing institutions.
From: £73.00
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Integrating Market, Credit and Operational Risk

Edited By Lampros Kalyvas, Ioannis Akkizidis et al

Covering the three major sources of risk this book gives an excellent overview of the exact methodological steps needed for you to evaluate and manage market, credit and operational risks arising from banking activities. It moves on to reveal the strengths and weaknesses of Basel II and explains ways for you to integrate these sources of financial risk into this regulatory framework.
From: £75.00
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Internal Credit Risk Models

Edited By Michael K. Ong

A practical, accessible step-by-step analysis of the theory and practicalities of credit risk measurement and management.
From: £60.00
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Investing in Insurance Risk

By Alex Krutov

The rapid growth of the market for insurance-linked securities has highlighted the need for information on the types of these securities and the issues involved in their structuring, pricing, trading, and managing on a portfolio basis.
From: £95.00
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Islamic Capital Markets and Risk Management

By Michael Mahlknecht

This Executive Report offers for the first time a complete and integrated view on all aspects of Islamic investing and risk management, focusing on all currently existing types of Islamic financial products worldwide. It is a valuable guide for both Islamic and conventional financial institutions.
The Executive Report is a "hands-on", practical report and is a practitioners’ handbook for practical issues both on investing and risk management (for both conventional and Islamic readers), and although religious issues are included the report does not exclusively focus on religious discussions by Islamic scholars.
Islamic capital markets have a low correlation to other market segments, allowing the selective underweighting of particular sectors and seem to be relatively independent, even from market turbulences like the subprime crisis and the ongoing problems with the markets that we are currently experiencing.
This Executive Report will be of specific value for treasurers (also from non-financial institutions), traders, risk managers, asset managers, financial engineers, product developers, executives in Islamic financial institutions, senior executives of banks, insurance firms, hedge funds, family offices, and pension funds.
From: £200.00
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