Derivatives risk and responsibility: the complete guide to effective derivatives management and decision making
Saved in:
| Format: | Book |
|---|---|
| Language: | English |
| Published: |
Chicago [u.a.]
Irwin
1996
|
| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Physical Description: | XXIII, 819 S. Ill., graph. Darst. |
| ISBN: | 1557389039 |
Staff View
MARC
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| 245 | 1 | 0 | |a Derivatives risk and responsibility |b the complete guide to effective derivatives management and decision making |c Robert A. Klein ... ed. |
| 264 | 1 | |a Chicago [u.a.] |b Irwin |c 1996 | |
| 300 | |a XXIII, 819 S. |b Ill., graph. Darst. | ||
| 336 | |b txt |2 rdacontent | ||
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| 650 | 4 | |a Derivative securities | |
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| 999 | |a oai:aleph.bib-bvb.de:BVB01-007189271 | ||
Record in the Search Index
| _version_ | 1804125245568712704 |
|---|---|
| adam_text | Contents
Parti
MANAGEMENT 1
Chapter One
A VIEW FOR THE TOP: THE ROLE OF THE
BOARD OF DIRECTORS AND SENIOR
MANAGEMENT IN THE DERIVATIVES
BUSINESS
Jeffrey L. Seltzer 3
Chapter Two
THE DERIVATIVES RISK MANAGEMENT
AUDIT
Ezra Zask 13
Chapter Three
UNDERSTANDING THE DIFFERENCE
BETWEEN HEDGING AND SPECULATING
Gregory C. Beier 25
Chapter Four
NEW PRODUCTS, OLD MISTAKES: PUTTING
THE DERIVATIVES BUSINESS INTO
CONTEXT
Michael S. Rulle 43
Chapter Five
LESSONS FROM DERIVATIVE LOSSES
Tanya Styblo Beder 55
Chapter Six
A FRAMEWORK FOR CORPORATE
FINANCIAL RISK MANAGEMENT
Joel B. Finard and Mary Ellen Stocks 69
if
jjx Contents
Chapter Seven
VIEWS ON MEASURING THE RISKS OF A
DERIVATIVES TRADER
Esther Eckerling Goodman, Caroline Poplawski,
and Joseph Rosen 85
Part II
INNOVATIVE STRATEGIES AND TECHNIQUES 119
Chapter Eight
MEASURING AND CONTROLLING THE
CREDIT RISK OF DERIVATIVES
Jeremy A. Gluck 121
Chapter Nine
ASSESSING RISK EXPOSURES IN COMPLEX
DERIVATIVES
Michael K. Ong 151
Chapter Ten
STRATEGIC COMMODITY RISK
MANAGEMENT: WHY AND WHEN TO USE
DERIVATIVES
R. McFall Lamm, Jr. 187
Chapter Eleven
USING DERIVATIVES AND QUANTITATIVE
TECHNIQUES TO INCREASE PORTFOLIO
RETURNS
David J. Madigan 209
Chapter Twelve
OBJECT ORIENTED STRATEGIES FOR
DERIVATIVES RISK MANAGEMENT
Jeffrey L Mclver 219
Contents xxi
Chapter Thirteen
INNOVATIVE STRATEGIES AND
TECHNIQUES FOR PRICING CONTINGENT
CREDIT RISK
Robert M. Mark 235
Chapter Fourteen
STRUCTURED NOTES: MECHANICS,
BENEFITS, AND RISKS
Christopher L. Culp and Robert J. Mackay 295
Part III
ACCOUNTING, TAX, SYSTEMS, CONTROL 351
Chapter Fifteen
ACCOUNTING, FINANCIAL REPORTING,
AND DISCLOSURE FOR DERIVATIVES
SYNTHETICS
Robert H. Herz 353
Chapter Sixteen
TAXATION OF HEDGING TRANSACTIONS
Peter J. Connors and L. G. Chip Harter 461
Chapter Seventeen
OPERATIONS RISKS
Antonino Piscitello 489
Chapter Eighteen
INTERNAL CONTROL: CONSIDERATIONS
FOR DERIVATIVES RISK MANAGEMENT
Richard M. Steinberg 535
Chapter Nineteen
SYSTEMS TO MANAGE RISK
Colin Southall 563
xxii Contents
Part IV
LEGAL REGULATORY 593
Chapter Twenty
FINANCIAL DERIVATIVES: REGULATORY
QUAGMIRE OR OPPORTUNITY FOR
REENGINEERING?
Anthony G. Cornyn 595
Chapter Twenty One
PORTFOLIO MANAGEMENT AND
REGULATION: THE REGULATORY
IMPLICATIONS FOR INVESTMENT
COMPANIES EMPLOYING DERIVATIVES
Jeffrey P. Burns 621
Chapter Twenty Two
LITIGATION INVOLVING DERIVATIVES
William J. McSherry, Jr., Jordan E. Yarret,
and Paul A. Straus 659
Chapter Twenty Three
VOLUNTARY EFFORTS TO PROVIDE
OVERSIGHT OF OTC DERIVATIVES
ACTIVITIES: ARE THEY ENOUGH?
Sheila C. Bair and Susan Milligan 697
Chapter Twenty Four
CFTC EXEMPTION PROCEDURES FOR
NOVEL DERIVATIVE TRANSACTIONS
A. Robert Pietrzak and Michael S. Sackheim 715
Contents xxiii
Appendices 741
Appendix A
THE ROLE OF THE BOARD OF DIRECTORS
AND SENIOR MANAGEMENT IN THE
DERIVATIVES BUSINESS
Jeffrey L. Seltzer 743
Appendix B
DERIVATIVES SOFTWARE AND SERVICES
B l Global Advanced Technology:
First Derivative 767
Thomas S. Y. Ho
B 2 INSSINC: Evaluating Risk Management
Systems 777
Raj Patel
B 3 ACT International: Front Office Risks Meet
Back Office Controls 785
David Dixon
B 4 Enterprise Technology Corporation: The
Compliance Monitor™ 791
Joseph Rosen
B 5 Super Computing Consulting Corporation:
ConvB and ExoticOp! 795
Izzy Nelken
B 6 Ernst Young s International Capital Markets
Group 799
Colin Southall
B 7 Montage®: Financial Toolkits and
Applications 801
Jeffrey L. Mclver
B 8 Capital Markets Risk Advisors, Inc.: Software
Products and Services 807
B 9 The Capital Adequacy Model 811
Lisa M. Raid
Index 815
|
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| id | DE-604.BV010766379 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T17:58:30Z |
| institution | BVB |
| isbn | 1557389039 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-007189271 |
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| physical | XXIII, 819 S. Ill., graph. Darst. |
| publishDate | 1996 |
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| publisher | Irwin |
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| spelling | Derivatives risk and responsibility the complete guide to effective derivatives management and decision making Robert A. Klein ... ed. Chicago [u.a.] Irwin 1996 XXIII, 819 S. Ill., graph. Darst. txt rdacontent n rdamedia nc rdacarrier Effectenhandel gtt Risk management gtt Termijnhandel gtt Derivative securities Derivat Wertpapier (DE-588)4381572-8 gnd rswk-swf (DE-588)4143413-4 Aufsatzsammlung gnd-content Derivat Wertpapier (DE-588)4381572-8 s DE-604 Klein, Robert A. Sonstige oth HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=007189271&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Derivatives risk and responsibility the complete guide to effective derivatives management and decision making Effectenhandel gtt Risk management gtt Termijnhandel gtt Derivative securities Derivat Wertpapier (DE-588)4381572-8 gnd |
| subject_GND | (DE-588)4381572-8 (DE-588)4143413-4 |
| title | Derivatives risk and responsibility the complete guide to effective derivatives management and decision making |
| title_auth | Derivatives risk and responsibility the complete guide to effective derivatives management and decision making |
| title_exact_search | Derivatives risk and responsibility the complete guide to effective derivatives management and decision making |
| title_full | Derivatives risk and responsibility the complete guide to effective derivatives management and decision making Robert A. Klein ... ed. |
| title_fullStr | Derivatives risk and responsibility the complete guide to effective derivatives management and decision making Robert A. Klein ... ed. |
| title_full_unstemmed | Derivatives risk and responsibility the complete guide to effective derivatives management and decision making Robert A. Klein ... ed. |
| title_short | Derivatives risk and responsibility |
| title_sort | derivatives risk and responsibility the complete guide to effective derivatives management and decision making |
| title_sub | the complete guide to effective derivatives management and decision making |
| topic | Effectenhandel gtt Risk management gtt Termijnhandel gtt Derivative securities Derivat Wertpapier (DE-588)4381572-8 gnd |
| topic_facet | Effectenhandel Risk management Termijnhandel Derivative securities Derivat Wertpapier Aufsatzsammlung |
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