Investor
Our Investor section contains a selection of titles covering investment, portfolio allocation, asset management and more.
-
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.
Liquidity Modelling is currently out of print, new stock is due at our warehouse mid-May. Pre-order your copy here and it will be dispatched as soon as it’s available.
-
Edited By Francesco Cannata and Mario Quagliariello
Around the world, central bankers, regulators and governments have responded to the financial crisis with new regulation and legislation. The cornerstone of this global initiative to contain risk is Basel III – sweeping new regulatory standards for banks on capital adequacy and liquidity.
These new standards will define markets and their practices for decades to come. Already, they are reshaping institutions, business models and balance sheets.
Understanding Basel III and the thinking behind it is essential for market participants and for those charged with implementing the standards. In Basel III and Beyond, the first book-length treatment of Basel III, editors Mario Quagliariello of the European Banking Authority and Francesco Cannata of the Bank of Italy have assembled contributors from regulators and central banks involved in preparing the standards including a foreword from Mario Draghi, President of the European Central Bank.
Key chapters describe and analyse the new elements of Basel III, as well as detailing important revisions to the 2004 accord. Written by the regulators themselves, Basel III and Beyond is the essential guide to the new global banking standards.
-
Edited By Arthur M. Berd
Lessons from the Financial Crisis is an essential and comprehensive resource for market participants, researchers, regulators, academics and governments worldwide.
Containing both academic analysis and practical insights from renowned researchers and leading authorities such as John Hull and Stuart Turnbull, all aspects of the crisis which has defined a generation will be rigorously examined.
“This book has an extraordinary range of well organized chapters from highly distinguished financial academics and practitioners. Given the poor historical record of learning “lessons” from financial crises, this book provides an invaluable opportunity to gain multiple important perspectives from people in a position to share substantial wisdom that should not be missed.”
Bennett W. Golub, Chief Risk Officer, BlackRock, Inc.
-
By Bernd Scherer
Portfolio Construction and Risk Budgeting reflects how things have changed since the financial crisis. Containing the basics of portfolio theory with cutting-edge investment management research, Bernd Scherer provides a critical review of a range of portfolio management techniques highlighting strengths, weaknesses and how to implement quantitatively-driven portfolio construction.
Building on the solid foundation of the previous bestselling editions, this significantly extended fourth edition updates content and incorporates a more practical approach than previous editions.
-
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
-
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.
-
By A. Seddik Meziani
Exchange-Traded Funds, a new book from Risk Books, provides in one handy and accessible volume the complete guide to taking advantage of this global market.
The lure of alpha combined with the ease of an index-like product has made exchange-traded funds (ETF) a potent force in financial markets.
Since the first ETF was launched 15 years ago, their ease of use and benefits to investors have led to exponential growth. Today, 1,000 ETFs, worth more than $700bn, offer an astonishing number of investment choices across a growing range of asset classes for anyone with a brokerage account.
Yet rapid expansion and increasing specialisation make understanding this complex sector – and identifying opportunities in it – a daunting task.
-
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.
-
Edited By Stefania Perrucci
'This stellar cast of experts provides in one accessible volume the background needed to understand the meltdown in subprime mortgages and the ensuing crisis in the credit markets’ -David J. Grais, Partner, Grais & Ellsworth LLP
’The US mortgage market is complex but its understanding is a must for all investment professionals. The collaborative efforts of the authors provides a comprehensive yet easy to follow treatment of the relevant topics’ - Ron D’Vari, CEO of NewOak Capital
’Mortgage and Real Estate Finance covers the spectrum from basics of MBS to modeling, valuation, and risk assessment. The authors are leading experts in their fields, with long and well-regarded careers in the finance industry. The contents of this book are essential reading for anyone seeking to understand the details of the secondary mortgage market, as well as the role of mortgage securitization in the recent housing crisis and the financial markets more broadly’ - Glenn Boyd, Head, US Securitization Research, Barclays Capital
-
Edited By Bernd Scherer
'Portfolio management has advanced to a highly specialised and quantitative discipline. This volume provides an overview of the theoretical framework underlying portfolio management as well as an insight into current trends’ – from the Introduction, by Bernd Scherer.
-
By Daan Potjer and Chris Gould
Global Tactical Asset Allocation (GTAA) - This Risk Executive Report explains what it is, what products exist and how these are managed. GTAA is the area in active investment management that seeks to exploit relative price movements between asset classes, markets, investment styles, currencies and commodities, with an absolute return focus to ensure maximum gains.
-
Edited By Carl Bacon
A new multi-contributor title presenting you with a complete range of perspectives on the very latest research, cutting-edge ideas and current approaches to portfolio return and risk attribution. Contains key information to facilitate your investment decision-making process.
