Derivatives handbook: risk management and control
Saved in:
| Format: | Book |
|---|---|
| Language: | English |
| Published: |
New York [u.a.]
Wiley
1997
|
| Series: | Wiley series in financial engineering
|
| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Physical Description: | XXIII, 664 S. Ill., graph. Darst. |
| ISBN: | 0471157651 |
Staff View
MARC
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Record in the Search Index
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| adam_text | Contents
INTRODUCTION xxi
Robert J. Schwartz
Clifford W. Smith, Jr.
PART ONE: DERIVATIVES: RISK AND CONTROL
CHAPTER 1: RISK AND REGULATION IN DERIVATIVES MARKETS / 3
Ludger Hentschel
Clifford W. Smith, Jr.
CHAPTER 2: CREDIT DERIVATIVES 22
Frank Iacono
CHAPTER 3: MINIMIZING OPERATIONS RISK 39
Wendy H. Brewer
PART TWO: LEGAL RISK
CHAPTER 4: A REVIEW OF CASE LAW AFFECTING
SWAPS AND RELATED DERIVATIVE INSTRUMENTS 57
United States Case Law 57
Anthony C. Gooch
Linda B. Klein
Derivatives Litigation in Canada 135
Margaret E. Grottenthaler
Derivatives Litigation in Australia 145
Jamie Hutchinson
Derivatives Litigation in the United Kingdom 178
Andrew J. C. Clark
xvii
xvijj CONTENTS
CHAPTER 5: RISK REDUCTION THROUGH
MULTIBRANCH NETTING 213
Daniel P. Cunningham
Thomas J. Werlen
CHAPTER 6: THE ECONOMICS OF DERIVATIVES
DOCUMENTATION: PRIVATE CONTRACTING AS A
SUBSTITUTE FOR GOVERNMENT REGULATION 233
Gerald D. Gay
Joanne T. Medero
PART THREE: RISK MEASUREMENT
CHAPTER 7: REPORT CARD ON VaR: HIGH POTENTIAL
BUT SLOW STARTER 251 ~f
Tanya Styblo Beder
CHAPTER 8: ASSESSING VALUE AT RISK FOR EQUITY
PORTFOLIOS: IMPLEMENTING ALTERNATIVE TECHNIQUES 265
James V.Jordan
Robert J. Mackay
PART FOUR: RISK OVERSIGHT
CHAPTER 9: OVERSIGHT OF DERIVATIVE MARKETS:
WHO S RESPONSIBLE FOR WHAT? 313
Brandon Becker
Francois Ihor Mazur
CHAPTER 10: THE BOARD OF DIRECTOR S ROLE 335
Charles W. Smithson
Jeffrey L. Seltzer
CHAPTER 11: RISK OVERSIGHT FOR THE SENIOR MANAGER:
CONTROLLING RISK IN DEALERS 354 ;
Robert M. Mark
CHAPTER 12: FIRMWIDE RISK MANAGEMENT: AN
INTEGRATED APPROACH TO RISK MANAGEMENT
AND INTERNAL CONTROL 406 r
James C. Lam
CONTENTS xix
PART FIVE: REGULATION
CHAPTER 13: READY—FIRE—AIM: AN ANTIDOTE TO
DERIVATIVES REGULATION BY ANECDOTE 433
Wendy Lee Gramm
Gerald D. Gay
CHAPTER 14: FUNCTIONAL REGULATION 446
Merton H. Miller
CHAPTER 15: FUNCTIONAL AND INSTITUTIONAL INTERACTION,
REGULATORY UNCERTAINTY, AND THE ECONOMICS OF
DERIVATIVES REGULATION 458
Christopher L. Culp
PART SEX: TRANSPARENCY AND DISCLOSURE
CHAPTER 16: DERIVATIVES ADDRESS 497
Alan Greenspan
CHAPTER 17: POSITION TRANSPARENCY—WHAT DO WE NEED
TO KNOW AND WHEN DO WE NEED TO KNOW IT? 504 r
Douglas E. Harris
CHAPTER 18: HEDGE ACCOUNTING: AN EXPLORATORY
STUDY OF THE UNDERLYING ISSUES 510
Harold Bierman, Jr.
PART SEVEN: CASE STUDY: METALLGESELLSCHAFT
CHAPTER 19: METALLGESELLSCHAFT AND THE
ECONOMICS OF SYNTHETIC STORAGE 527
Christopher L. Culp
Merton H. Miller
CHAPTER 20: THE COLLAPSE OF METALLGESELLSCHAFT:
UNHEDGEABLE RISKS, POOR HEDGING STRATEGY, OR
JUST BAD LUCK? 548
Franklin R. Edwards
Michael S. Canter
xx CONTENTS
CHAPTER 21: MATURITY STRUCTURE OF A HEDGE
MATTERS: LESSONS FROM THE METALLGESELLSCHAFT DEBACLE 575
Antonio S. Mello
John E. Parsons
CHAPTER 22: HEDGING IN THE THEORY OF CORPORATE
FINANCE: A REPLY TO OUR CRITICS 595
Christopher L. Culp
Merton H. Miller
CHAPTER 23: DERIVATIVES DEBACLES: CASE STUDIES
OF LARGE LOSSES IN DERIVATIVES MARKETS 605 V
Anatoli Kuprianov
GLOSSARY 631
INDEX 643
|
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| indexdate | 2024-07-09T18:11:21Z |
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| isbn | 0471157651 |
| language | English |
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| physical | XXIII, 664 S. Ill., graph. Darst. |
| publishDate | 1997 |
| publishDateSearch | 1997 |
| publishDateSort | 1997 |
| publisher | Wiley |
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| series2 | Wiley series in financial engineering |
| spelling | Derivatives handbook risk management and control ed. by Robert J. Schwartz ... New York [u.a.] Wiley 1997 XXIII, 664 S. Ill., graph. Darst. txt rdacontent n rdamedia nc rdacarrier Wiley series in financial engineering Beleggingen gtt Gestion du risque Instruments dérivés (Finances) Risk management gtt Derivative securities Risk management Derivat Wertpapier (DE-588)4381572-8 gnd rswk-swf Risikomanagement (DE-588)4121590-4 gnd rswk-swf Derivat Wertpapier (DE-588)4381572-8 s Risikomanagement (DE-588)4121590-4 s DE-604 Schwartz, Robert J. Sonstige oth HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=007762204&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Derivatives handbook risk management and control Beleggingen gtt Gestion du risque Instruments dérivés (Finances) Risk management gtt Derivative securities Risk management Derivat Wertpapier (DE-588)4381572-8 gnd Risikomanagement (DE-588)4121590-4 gnd |
| subject_GND | (DE-588)4381572-8 (DE-588)4121590-4 |
| title | Derivatives handbook risk management and control |
| title_auth | Derivatives handbook risk management and control |
| title_exact_search | Derivatives handbook risk management and control |
| title_full | Derivatives handbook risk management and control ed. by Robert J. Schwartz ... |
| title_fullStr | Derivatives handbook risk management and control ed. by Robert J. Schwartz ... |
| title_full_unstemmed | Derivatives handbook risk management and control ed. by Robert J. Schwartz ... |
| title_short | Derivatives handbook |
| title_sort | derivatives handbook risk management and control |
| title_sub | risk management and control |
| topic | Beleggingen gtt Gestion du risque Instruments dérivés (Finances) Risk management gtt Derivative securities Risk management Derivat Wertpapier (DE-588)4381572-8 gnd Risikomanagement (DE-588)4121590-4 gnd |
| topic_facet | Beleggingen Gestion du risque Instruments dérivés (Finances) Risk management Derivative securities Derivat Wertpapier Risikomanagement |
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