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By Sergio Scandizzo
Three years and one world crisis later, The Operational Risk Manager’s Guide is back in a revised, enriched second edition that brings you many more conceptual insights and practical ideas on how to be successful at operational risk management.
“It is required reading for risk managers and all concerned with the management of risks in general.”
Bernard Tschupp, Head of Compliance and Operational Risk, Bank for International Settlements
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Edited By Edward Altman and Andrea Resti and Andrea Sironi
In this ground-breaking title, Risk Books brings together three prominent editors to provide a timely reference text on loss given default (LGD) measurement and management and the requirements of the Basel II Capital Accord.
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Edited By Marcelo Cruz
The Solvency II Handbook brings together some of the best known and most renowned experts in insurance risk management to provide a detailed examination of the main requirements and impacts of Solvency II to insurers and reinsurers.
Marcelo Cruz brings together highly regarded practitioners and academics working in the Solvency II area to provide a practical guide for implementing internal models – the focus of Pillar I and the area demanding greater attention in preparing for Solvency II. The book also gives practical examples for the key areas outlined throughout the three pillars of Solvency II, taking a close look at insurance risk, market risk, credit risk, liquidity risk and operational risk.
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Edited By Prof. Manolis G. Kavussanos and Dr. Ilias D. Visvikis
Theory and Practice of Shipping Freight Derivatives provides practical coverage of shipping freight rate derivatives, detailed by leading expert practitioners in the field, offering best practices from divergent and different points of view.
This book is an essential purchase for all members of the shipping and financial communities. The book will also be required reading for academics and students of maritime or transportation-related university programs.
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Edited By Tigran Kalberer and Kannoo Ravindran
Variable Annuities provides an overview of all the relevant aspects of variable annuity (VA) products from an insurers perspective. It is a collection of contributions from several authors, co-ordinated in such a way that it covers all relevant areas with minimal overlap and a consistent level of detail. The market is of huge interest for US, European and Japanese insurers.
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Edited By Kenny Tang
Demand for weather risk management tools – futures, derivatives and insurance – continues to be strong worldwide especially with the entry of a whole range of players including weather hedge funds.
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Edited By Klaus Böcker
The 2007-9 crisis highlighted the dangers of dependence on risk quantification and the importance of taking measurement uncertainty into account. Today, risk managers recognise the need to rethink the way they measure and control risk, and how their findings inform decision-making. Rethinking Risk Measurement and Reporting (Volumes I and II) speaks to these needs, providing the techniques and tools for a more effective risk management framework.
Please note when purchasing Volume I and Volume II separately the price will be £145 each, in order to get both volumes for £195 please click here
“...definitely a must-read for those looking for new ideas to revive the dented axioms of risk management.”
Andrea Resti, Bocconi University
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Edited By Klaus Böcker
The 2007-9 crisis highlighted the dangers of dependence on risk quantification and the importance of taking measurement uncertainty into account. Today, risk managers recognise the need to rethink the way they measure and control risk, and how their findings inform decision-making. Rethinking Risk Measurement and Reporting (volumes 1 and 2) speaks to these needs, providing the techniques and tools for a more effective risk management framework.
Please note when purchasing Volume I and Volume II separately the price will be £145 each, in order to get both volumes for £195 please click here.
“...This book brings together the best researchers into how these deep ideas can benefit financial risk management.”
David Spiegelhalter, Winton Professor of the Public Understanding of Risk, University of Cambridge
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Edited By Klaus Böcker
Rethinking Risk Measurement and Reporting aims to increase the readers’ awareness of model and parameter uncertainty when using mathematical models in financial risk management. This book, which is being published in two volumes, helps the reader to discern that model uncertainty must be accepted as an intrinsic part of risk measurement.
Buy both volumes here for the reduced price of £195 (£290 if bought seperately)
Click here to view Volume I
(ISBN 978-1-906348-40-3)
Click here to view Volume II
(ISBN 978-1-906348-50-2)
“...Risk managers from academia to practice will highly welcome this volume.”
Paul Embrechts, Director of RiskLab, ETH Zurich.
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Edited By Michael K. Ong
Now in its second edition, this bestselling handbook has been fully updated and expanded in light of important changes to the new Basel II Accord such as: the asset classes required under Pillar 1, the new required elements for capital adequacy and the minimum capital requirements for securitization and operational risk, credit risk mitigation, supervisory review and market discipline.
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By Mohan Bhatia
With the Basel II and Solvency II framework in place, all types of financial intermediaries are preparing to implement economic capital measurement at some level of granularity.
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By Ronald Huisman
The special physical characteristics of commodities such as electricity, natural gas and oil mean that standard pricing models applied in financial markets for risk management and valuation purposes cannot simply be transferred and used as energy pricing models.
An Introduction to Models for the Energy Markets provides a clear exposition of the thinking behind the range of models used today in energy finance.
