Corporate Risk
Our Corporate Risk section contains a selection of titles covering Risk Management & Measurement, hedging and more.
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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 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
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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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.
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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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Edited By Daniel Rösch and Harald Scheule
Stress Testing for Financial Institutions will provide you with guidance in regard to the stress testing process and includes several chapters on scenario analysis written by practitioners at Citigroup, Swedbank, GE Capital and the Bank of Finland.
This is the only book currently on the market that focuses solely on this subject, with sections broken down into close examination of stress testing in the context of corporate and retail credit risk, economic capital and regulatory capital.
This book is essential for financial risk quants, financial risk managers, financial risk researchers and financial institution regulators.
Stress Testing for Financial Institutions examines the regulatory and economic needs of banks and insurance companies and focuses on practical advice and solutions to everyday problems.
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By Thomas-Olivier Léautier
This book provides you with practical, theoretically sound answers to questions that chief risk officers are typically asking. Written to be easily understood by managers, you will be brought a fresh perspective on risk management. The focus of the book is exclusively on value creation in real-life situations, integrating best-in-class academic theory and practice.
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By Ashish Dev and Vandana Rao
Focusing on internal business unit performance, this in-depth practitioner guide addresses both traditional and risk-adjusted performance measures in financial institutions, providing you with the tools to implement a ’balanced scorecard’ approach to performance measurement.
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By Pablo Triana
Corporate Derivatives explores the most important issues surrounding the use of derivatives by the corporate sector, this practical resource brings you insightful and detailed analysis of all the latest trends and deals in the market - and provides solutions to the real challenges faced by corporates on a daily basis.
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By Bernd Scherer
The first book of its kind, that provides a detailed analysis of the interplay between liability calculations, the use of derivatives (including the highly innovative market in inflation derivatives), accounting rules and corporate finance.
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Edited By Ashish Dev
This multi-contributor title will enable you to better analyse and evaluate economic capital in order to implement more effective risk management strategies within your business. Economic Capital is the definitive reference on this increasingly important area of finance.
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Edited By Gregory W. Brown and Donald H. Chew
An invaluable reference tool that is structured to demonstrate and explore the interaction of business and financial risk, and how risk management enhances shareholder firm value
