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Managing and Measuring Capital: ... Financial Institutions

Edited By Michael K. Ong

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
From: £110.00
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Inflation Markets: A Comprehensive and Cohesive Guide

By Paul Canty and Markus Heider

At a time when unconventional monetary policy has caused uncertainty about the global inflation outlook to rise considerably, Inflation Markets provides a complete and cohesive guide to fast-growing inflation markets and products, encompassing supply and demand dynamics, economics, financial modelling and trading aspects of inflation markets.
From: £110.00
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Managing Illiquid Assets: Perspectives and Challenges

Edited By Savita Verma, Vijay Krishnaswamy et al

Illiquid assets constitute a challenging asset class with regards to their valuations and ongoing management. The significant and explicit emphasis put on the management and control of liquidity under the new and evolving regulatory regimes such as Basel III is a further testimony of this challenge.

In Managing Illiquid Assets: Perspectives and Challenges the perspectives of experts and practitioners are brought together on managing these high-risk, and frequently complex, financial assets.
From: £110.00
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Liquidity Modelling

By Robert Fiedler

The global financial crisis showed the crippling effect poor liquidity risk management can have on markets and on firms.

In its wake, market practitioners and regulators alike recognise the necessity of effective management of liquidity and assessment of risks. Yet liquidity remains fuzzy even at a conceptual level, and liquidity risk management an emerging discipline.

Liquidity Modelling by Robert Fiedler is a guide on how to model and manage liquidity risk for financial market practitioners.

The author’s practical approach equips the reader with the tools to understand the components of liquidity risk, how they interact and, as a result, to build a quantitative model to display, measure and limit risk.
3 Review(s)

From: £95.00
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Operational Risk: New Frontiers Explored

Edited By Ellen Davis

This book, edited by Ellen Davis, offers new modelling techniques for readers’ operational risk approaches and examines some of the more qualitative issues that are on the cutting edge of the industry. The book consists of contributions from operational risk bank executives, regulators, and others in the industry addressing some of the quantitative and practical challenges that have arisen in recent years.

With practical insights from leading experts in the operational risk area, this book is essential reading for anyone who wants to improve their operational risk modelling and also understand issues that are at the cutting edge of the industry.
From: £110.00
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The Handbook of Corporate ... Risk Management

By Stanley Myint and Fabrice Famery

The Handbook of Corporate Financial Risk Management, written by Stanley Myint and Fabrice Famery, guides you intuitively through all possible risk-related problems you will encounter on a regular basis, leading from one component of corporate risk management to the next until you have all the solutions you require. Each section of the book contains a collection of real-life case studies which BNP Paribas have worked on, beginning with the problems these cases exhibited and concluding with the solutions BNP Paribas found best resolved these.

"This topical book could not have come at a better moment. It illustrates the power of a systematic, quantitative and analytical approach to Financial Risk, which is even more important in these turbulent times."
Thomas Bartelt, Head of Financial Risk Controlling, Volkswagen
From: £110.00
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Global Macro: Theory and Practice

Edited By Andrew Rozanov

In the aftermath of the global financial crisis of 2007-09, global macro was one of the few investment strategies that delivered positive returns. Since then global markets have been driven almost solely by macroeconomic decision making; more so than at any time in recent years.

Global Macro: Theory and Practice, edited by industry expert Andrew Rozanov, is the first comprehensive handbook and authoritative guide focusing exclusively on global macro strategies, designed for use by investment professionals involved in constructing and managing institutional portfolios.

"Global Macro: Theory and Practice is an important primer for institutions seeking to understand macro from two sides of the looking glass: the view of practitioners like myself and the view of investors. The broad range of topics covered – discretionary versus systematic approaches, the role of risk management in macro, the role of policy analysis and prediction in macro, among others — will draw institutional investors into the stimulating world I have lived and breathed for three decades."
– PAUL TUDOR JONES II, Co-Chairman and Chief Investment Officer, Tudor Investment Corporation
1 Review(s)

From: £110.00
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Alternative (Re)insurance Strategies: Second Edition

Edited By Morton Lane

A practical guide for all insurance risk professionals, the book includes details of the latest practices in insurance-linked investment, developed since the publication of the first edition. Covering topics such as side pockets, industry loss warranties, fronting, side cars and portfolio optimisation, Alternative (Re)insurance Strategies: Second Edition encapsulates the growth and innovations in this ever popular market.
From: £110.00
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Risk Budgeting, Second Edition: ... Financial Crisis

Edited By Leslie Rahl

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
1 Review(s)

From: £110.00
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Market Risk Modelling, Second ... for Practitioners

By Nigel Da Costa Lewis

This fully updated and revised second edition of Market Risk Modelling expands to incorporate the vast developments in the risk management landscape since the first edition, both in terms of advances in statistical techniques and their application. With new material focusing on key topics such as tail risk modelling and stochastic forecasting, Market Risk Modelling describes easily implementable tools and approaches for use by the time-starved risk manager.

listen to ‘Nigel Da Costa Lewis explains the importance of this 2nd edition of Market Risk Modelling’ on Audioboo
From: £110.00
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Credit Risk Management & Basel II

Edited By Mohan Bhatia

With the entire financial sector across the globe working on the implementation of the 2004 Basel II Accord in some form and intensity there is much work to be done at bank level. Credit Risk Management & Basel II gives you the means to put in place the credit risk measurement and management framework, policies, procedures and practices that are needed.
£99.00
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Pillar II in the New Basel Accord

Edited By Andrea Resti with a Preface By Michael Gordy

For a long while, the new Basel Accord has been identified mostly with Pillar I. As Pillar II models have started to be established and validated, banks have become increasingly conscious of the strategic relevance of Pillar II.
Pillar II in the New Basel Accord: The Challenge of Economic Capital takes you through every main strand of Pillar II. It tackles the regulatory framework and shows how to reconcile the various regulatory sources.
1 Review(s)

£85.00
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