Handbook Of Financial Data And Risk Information I
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Author | : Margarita S. Brose |
Publisher | : Cambridge University Press |
Total Pages | : 575 |
Release | : 2014-01-09 |
Genre | : Business & Economics |
ISBN | : 1107012023 |
A comprehensive resource for understanding the issues involved in collecting, measuring and managing data in the financial services industry.
Author | : Margarita S. Brose |
Publisher | : Cambridge University Press |
Total Pages | : 659 |
Release | : 2014 |
Genre | : Financial institutions |
ISBN | : 1107012015 |
Volume I examines the business and regulatory context that makes risk information so important. A vast set of quantitative techniques, internal risk measurement and governance processes, and supervisory reporting rules have grown up over time, all with important implications for modeling and managing risk information. Without an understanding of the broader forces at work, it is all too easy to get lost in the details. -- Back cover.
Author | : Margarita S. Brose |
Publisher | : Cambridge University Press |
Total Pages | : 0 |
Release | : 2014-01-09 |
Genre | : Mathematics |
ISBN | : 9781107012011 |
Risk has always been central to finance, and managing risk depends critically on information. As evidenced by recent events, the need has never been greater for skills, systems and methodologies to manage risk information in financial markets. Authored by leading figures in risk management and analysis, this handbook serves as a unique and comprehensive reference for the technical, operational, regulatory and political issues in collecting, measuring and managing financial data. It will appeal to a wide range of audiences, from financial industry practitioners and regulators responsible for implementing risk management systems, to system integrators and software firms helping to improve such systems. Volume I examines the business and regulatory context that makes risk information so important. A vast set of techniques and processes have grown up over time, and without an understanding of the broader forces at work, it is all too easy to get lost in the details.
Author | : Margarita S. Brose |
Publisher | : Cambridge University Press |
Total Pages | : 0 |
Release | : 2014-01-09 |
Genre | : Mathematics |
ISBN | : 9781107012011 |
Risk has always been central to finance, and managing risk depends critically on information. As evidenced by recent events, the need has never been greater for skills, systems and methodologies to manage risk information in financial markets. Authored by leading figures in risk management and analysis, this handbook serves as a unique and comprehensive reference for the technical, operational, regulatory and political issues in collecting, measuring and managing financial data. It will appeal to a wide range of audiences, from financial industry practitioners and regulators responsible for implementing risk management systems, to system integrators and software firms helping to improve such systems. Volume I examines the business and regulatory context that makes risk information so important. A vast set of techniques and processes have grown up over time, and without an understanding of the broader forces at work, it is all too easy to get lost in the details.
Author | : Thierry Roncalli |
Publisher | : CRC Press |
Total Pages | : 987 |
Release | : 2020-04-23 |
Genre | : Business & Economics |
ISBN | : 1351385224 |
Developed over 20 years of teaching academic courses, the Handbook of Financial Risk Management can be divided into two main parts: risk management in the financial sector; and a discussion of the mathematical and statistical tools used in risk management. This comprehensive text offers readers the chance to develop a sound understanding of financial products and the mathematical models that drive them, exploring in detail where the risks are and how to manage them. Key Features: Written by an author with both theoretical and applied experience Ideal resource for students pursuing a master’s degree in finance who want to learn risk management Comprehensive coverage of the key topics in financial risk management Contains 114 exercises, with solutions provided online at www.crcpress.com/9781138501874
Author | : Margarita S. Brose |
Publisher | : |
Total Pages | : 0 |
Release | : 2014-01-09 |
Genre | : Business & Economics |
ISBN | : 9781107690707 |
A comprehensive resource for understanding the issues involved in collecting, measuring and managing data in the financial services industry.
Author | : Lev Borodovsky |
Publisher | : Elsevier |
Total Pages | : 817 |
Release | : 2000-02-25 |
Genre | : Business & Economics |
ISBN | : 0080480446 |
Professional's Handbook of Financial Risk Management is a major reference work in finance. A complete practical reference book covering all aspects of financial risk management including an in-depth look at operational risk management, regulation, risk-based capital, and risk adjusted performance measurement. The book focuses on practical financial risk management techniques and solutions, and is designed to guide the risk professional step-by-step through the implementation of a firm-wide risk management framework. This book covers the various roles of the risk management function. Rather than describing every possible role in exhaustive detail, the authors have provided a story line for each of the discussed topics, including practical issues that a risk manager needs to consider when tackling the subject, possible solutions to difficulties that might be encountered, background knowledge that is essential to know, and more intricate practices and techniques that are being used. By providing these fundamentals, the novice risk professional can gain a thorough understanding of the topic in question while the more experienced professional can use some of the more advanced concepts within the book. Thus the book can be used to broaden your own knowledge of the risk world, both by familiarizing yourself with areas in which you lack experience and by enhancing your knowledge in areas that you already have expertise. All authors are leaders in their field who between them have the expertise and knowledge, both practical and theoretical, to produce this definitive risk management guide. The editors of this book, Marc Lore and Lev Borodovsky, are senior financial risk managers at Sanwa Bank (International) London, and Credit Suisse First Boston, USA respectively. They also run The Global Association of Risk Professionals (GARP), the industry association for financial risk management practitioners and researchers. Endorsed by GARP - Global Association of Risk Professionals Authored and edited by leading financial markets risk professionals International in coverage; the concepts and methods covered are not specific to any country or institution, but rather to the risk management profession as a whole
Author | : Jean-Pierre Fouque |
Publisher | : Cambridge University Press |
Total Pages | : 993 |
Release | : 2013-05-23 |
Genre | : Business & Economics |
ISBN | : 1107023432 |
The Handbook on Systemic Risk, written by experts in the field, provides researchers with an introduction to the multifaceted aspects of systemic risks facing the global financial markets. The Handbook explores the multidisciplinary approaches to analyzing this risk, the data requirements for further research, and the recommendations being made to avert financial crisis. The Handbook is designed to encourage new researchers to investigate a topic with immense societal implications as well as to provide, for those already actively involved within their own academic discipline, an introduction to the research being undertaken in other disciplines. Each chapter in the Handbook will provide researchers with a superior introduction to the field and with references to more advanced research articles. It is the hope of the editors that this Handbook will stimulate greater interdisciplinary academic research on the critically important topic of systemic risk in the global financial markets.
Author | : Jakob de Haan |
Publisher | : Cambridge University Press |
Total Pages | : 497 |
Release | : 2012-06-28 |
Genre | : Business & Economics |
ISBN | : 110702594X |
Second edition of a successful textbook that provides an insightful analysis of the world financial system.
Author | : Yacine Ait-Sahalia |
Publisher | : Elsevier |
Total Pages | : 809 |
Release | : 2009-10-19 |
Genre | : Business & Economics |
ISBN | : 0080929842 |
This collection of original articles—8 years in the making—shines a bright light on recent advances in financial econometrics. From a survey of mathematical and statistical tools for understanding nonlinear Markov processes to an exploration of the time-series evolution of the risk-return tradeoff for stock market investment, noted scholars Yacine Aït-Sahalia and Lars Peter Hansen benchmark the current state of knowledge while contributors build a framework for its growth. Whether in the presence of statistical uncertainty or the proven advantages and limitations of value at risk models, readers will discover that they can set few constraints on the value of this long-awaited volume. Presents a broad survey of current research—from local characterizations of the Markov process dynamics to financial market trading activity Contributors include Nobel Laureate Robert Engle and leading econometricians Offers a clarity of method and explanation unavailable in other financial econometrics collections