Unified financial analysis: the missing links of finance
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| Format: | Buch |
|---|---|
| Sprache: | English |
| Veröffentlicht: |
Chichester
Wiley
2009
|
| Schriftenreihe: | Wiley finance
|
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | Hier auch später erschienene, unveränd. Nachdr. |
| Beschreibung: | XXVI, 433 S. graph. Darst. |
| ISBN: | 9780470697153 |
Internformat
MARC
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| 245 | 1 | 0 | |a Unified financial analysis |b the missing links of finance |c W. Brammertz ... |
| 264 | 1 | |a Chichester |b Wiley |c 2009 | |
| 300 | |a XXVI, 433 S. |b graph. Darst. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 490 | 0 | |a Wiley finance | |
| 500 | |a Hier auch später erschienene, unveränd. Nachdr. | ||
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Datensatz im Suchindex
| _version_ | 1805083492018552832 |
|---|---|
| adam_text |
Contents
List of Figures
xv
List of Tables
xix
Acknowledgments
xxi
Preface
xxiii
PART I INTRODUCTION
1
1
The Evolution of Financial Analysis
3
1.1
Bookkeeping
3
1.2
Modern finance
8
1.3
Departments, silos and analysis
10
1.4
The IT system landscape
11
1.5
New approach
15
1.6
Hazards of a single solution
17
2
Finding the Elements
19
2.1
The notion of elements
19
2.1.1
Elements and science
19
2.1.2
Analyzing analysis
21
2.2
Elements of financial analysis
21
2.2.1
Liquidity
22
2.2.2
Value and income
22
2.2.3
Risk and sensitivity analysis
23
2.3
Input elements
25
2.4
Financial events and expected cash flows
26
2.5
Risk factors and risk categories
29
2.6
The time dimension
31
2.6.1
Time and the calendar time
31
2.6.2
The role of intervals
32
2.6.3
Double existence of time
32
Contents
2.7
Classification
of analysis
33
2.7.1
Liquidation and going-concern view
33
2.7.2
Analysis types
35
2.8
Nonfinancial cash flows
37
2.9
The methodology as an image
39
PART II INPUT ELEMENTS
41
43
43
46
51
51
53
54
55
57
57
58
58
59
60
61
62
62
63
64
65
66
67
68
69
70
70
71
71
Market Risk Factors
73
4.1
Expectations
74
4.1.1
Economic expectations
74
4.1.2
Arbitrage-free markets and risk-neutral valuation
75
4.1.3
Absence of arbitrage and economic expectation
79
4.1.4
Linear and nonlinear effects
80
4.2
Static modeling
81
4.2.1
Interest rates
81
4.2.2
Stocks, exchange rates and commodities
84
4.2.3
Spreads as risk factors
85
Financial Contracts
3.1
Modeling of financial contracts
3.2
Standard contract types
3.3
Rules
¡
md mechanisms of standard contracts
3.3.1
Principal amortization patterns
3.3.2
Principal draw-down patterns (step-up)
3.3.3
Interest payment patterns
3.3.4
Fixed/variable (rate adjustments)
3.3.5
FX rates
3.3.6
Stock patterns
3.3.7
Commodity patterns
3.3.8
Plain vanilla option patterns
3.3.9
Exotic option patterns
3.3.10
Credit risk
3.3.11
Behavioral patterns
3.4
Examples
3.4.1
Principal at maturity
(РАМ)
3.4.2
Annuities (ANN)
3.4.3
Regular
amortizer (RGM)
3.4.4
Interest rate swap (IRSWP)
3.4.5
Forward rate agreement
(FRA)
3.4.6
Bond and interest rate options (IROPT)
3.5
Nonstandard
contract types
3.5.1
Input elements and events
3.5.2
Analysis elements
Appendix: Practical considerations
3.A.1
Mapping process
3.A.2
Data quality
_Contents_
vii
4.3
Stochastic market models: the arbitrage-free world
87
4.3.1
Stock price models
87
4.3.2
Beyond geometric Brownian motion
90
4.3.3
Interest rates: general considerations
91
4.3.4
Short rate models
92
4.3.5
Forward rate models
93
4.4
Stochastic market models: the real world
96
4.4.1
Economic scenario generation
97
4.4.2
Modeling individual products: stocks and
commodities
98
4.4.3
Product rates
100
4.5
Alternative valuation techniques
101
4.5.1
Arbitrage-free and complete markets
102
4.5.2
Arbitrage-free incomplete markets
103
4.5.3
Discounting with deflators
105
4.5.4
Arbitrage opportunities and deflators
107
Further reading
108
Counterparty 111
5.1
Exposure, rating and probabilities of default
111
5.2
Data determining gross exposure
113
5.2.1
Counterparty descriptive data
113
5.2.2
Counterparty hierarchies and group structures
114
5.2.3
Counterparty and financial contracts
115
5.3
Credit enhancements
115
5.3.1
Credit enhancements and financial contracts
116
5.3.2
Guarantees
118
5.3.3
Credit derivatives
120
5.3.4
Collaterals
124
5.3.5
Close-out netting agreement
125
5.3.6
Double default
126
5.4
Credit line and limits
127
5.4.1
Credit lines
127
5.4.2
Credit line exposure
128
5.4.3
Credit limits
130
5.5
Credit ratings
131
5.5.1
Measurement of credit rating
131
5.5.2
Classifying credit ratings
132
5.5.3
Ratings classes and exposures
132
5.5.4
Rating techniques
134
Further reading
134
Behavior
135
6.1
Risk sources and behavior
136
6.2
Market-related behavior
138
6.2.1
Replication
138
6.2.2
Prepayment
143
Contents
6.2.3
Sales
145
6.2.4
Draw-down
146
6.3
Insurance-related behavior
148
6.3.1
Mortality, longevity and invalidity
148
6.3.2
Surrender/lapse
149
6.3.3
Annuity conversion
150
6.4
Credit risk-related behavior
151
6.4.1
Migration and probability of default
151
6.4.2
Recovery
152
6.4.3
Used at default
153
6.5
Sequence of behavioral effects
154
Further reading
155
Costs
157
7.1
Introduction to cost accounting
157
7.1.1
Fixed and variable costs
158
7.1.2
Standard cost accounting
159
7.1.3
Activity-based cost accounting
161
7.1.4
Examples of cost allocation
162
7.2
Allocating costs to financial contracts
164
7.2.1
Cost, contracts and counterparties
164
7.2.2
Cost patterns in the financial service sector
166
7.3
Integration of costs into the general framework
166
7.3.1
Costs as a financial event
167
7.3.2
Dealing with costs in different temporal modes
168
7.3.3
Costs and risk
169
7.4
Summary and conclusions
171
Further reading
172
PART III ANALYSIS
-
LIQUIDATION VIEW
173
8
Financial Events and Liquidity
175
8.1
Financial event processing
176
8.2
Examples
178
8.2.1
Fixed rate instruments
178
8.2.2
Variable rate instruments
180
8.2.3
Swaps
182
8.2.4
Forward rate agreements
183
8.3
Behavioral events
183
8.4
Liquidity reports
186
8.4.1
Cash management
186
8.4.2
Liquidity gap
186
Further reading
190
Contents ix
Value, Income and FTP
191
9.1
Valuation principles
191
9.1.1
Value and income
192
9.1.2
Overview of valuation principles
194
9.1.3
Parallel valuation techniques and balance sheets
195
9.2
The big four
197
9.2.1
Nominal value
197
9.2.2
Amortized cost
198
9.2.3
Historic/write-off at end
199
9.2.4
Mark-to-market/fair value
200
9.3
Other valuation principles
202
9.3.1
Linear write-off
202
9.3.2
Lower of cost or market
202
9.3.3
Minimal value
203
9.4
Special cases
203
9.4.1
Multicurrency
204
9.4.2
Credit-related impairment
205
9.4.3
Operational considerations
206
9.5
IFRS
32,39 207
9.6
Funds transfer pricing
210
9.6.1
The problem
210
9.6.2
The accrual method
213
9.6.3
The NPV method
215
9.6.4
Nonmaturity contracts
216
Further reading
218
10
Sensitivity
219
10.1
Challenges of sensitivity calculation
219
10.2
Interest rate sensitivities from events
221
10.3
Other market sensitivities
225
10.4
Behavioral sensitivities
226
10.4.1
Credit default sensitivity
226
10.4.2
Mortality sensitivity
230
10.5
Sensitivity reports
231
10.5.1
Interest sensitivity gap
231
10.5.2
Duration and key rate duration
234
10.5.3
Other market sensitivity reports
235
10.5.4
Credit exposure
236
10.5.5
Limits
237
11
Risk
241
11.1
Risk and VaR
241
11.1.1
Risk
241
11.1.2
VaR
243
Contents
11.2
Analytical VaR methods
244
11.2.1 Market
risk
244
11.2.2 0^111^+ 246
11.2.3 Insurance
risk
250
11.2.4
Combining risks
252
11.3
Numerical VaR methods
253
11.3.1
Market risk
253
11.3.2
Credit risk
254
11.3.3
Insurance risk
258
11.3.4
Liquidity risk and earning at risk
258
11.4
Expected shortfall
259
11.5
Stress and shock scenarios
260
11.6
Regulatory risk measures
262
11.7
Backtesting
263
11.7.1
Type I and type II errors
263
11.7.2
Market risk: VaR model
backtesting
264
11.7.3
Credit risk: rating
backtesting
266
11.7.4
Liquidity risk methods
269
Appendix: Historization
271
ll.A.l Granularity
273
11.A.2 Data reduction
274
11.A.3 Intraday and parallel histories
275
Further reading
275
12
Operational Risk
277
12.1
Basic indicator and standardized approach
279
12.2
Statistical basis of the advanced measurement approach
280
12.2.1
Definitions
280
12.2.2
Self-assessment approach
281
12.2.3
Loss distribution approach
281
12.2.4
Risk indicators approach
283
12.2.5
Output
284
12.3
Operational value at risk
285
12.3.1
Static
285
12.3.2
Dynamic
286
Further reading
288
PART IV ANALYSIS
-
GOING-CONCERN VIEW
289
13
General Mechanisms
293
13.1
Market conditions and general risk factors
293
13.2
New financial production
294
13.2.1
Volume
294
13.2.2
Characteristics
296
13.2.3
Pricing
298
Contents
13.3
Behavior and counterparty
299
13.4
Cost
300
13.5
Balancing
301
13.5.1
Dynamic balancing
301
13.5.2
Static balancing and reconciliation
304
Appendix: Aggregation
305
13.A.1 Single contract level and performance
305
13.A.2 Contract aggregation
307
14
Banks
309
14.1
Chart of accounts and portfolio structures
309
14.2
Forecasting volume and characteristics
311
14.2.1
Loans and mortgages, bond issues
312
14.2.2
Current accounts, savings and deposits
313
14.2.3
Trading and off-balance sheet
314
14.2.4
Other special accounts
316
14.2.5
Liquidity interbank and equity
316
14.3
Adding market forecast, counterparty information
and behavior
318
14.3.1
Market forecast and pricing
318
14.3.2
Behavioral shifts and counterparty information
320
14.4
Analysis elements
321
14.4.1
Liquidity
321
14.4.2
Value and income
325
14.4.3
FTP
330
14.4.4
Limits, sensitivity and risk
332
15
Life Insurance
335
15.1
Chart of account
335
15.2
The life contract
337
15.2.1
Gross and net premiums
338
15.2.2
Cost
338
15.2.3
Risk premium and mortality tables
339
15.2.4
Reserve building
340
15.2.5
Surrender and surrender value
342
15.2.6
Zillmer reserves
342
15.2.7
Survival or retirement benefit
343
15.3
Forecasting new production
344
15.3.1
Volume, characteristics and pricing
344
15.3.2
Behavior
345
15.3.3
Cost
346
15.3.4
Balancing and liquidity
346
15.4
Analysis elements
347
15.4.1
Solvency II internal models
347
15.4.2
Balance sheet and P&L forecast
348
15.4.3
Economic value
349
Contents
16
Non-life
Insurance 353
16.1 Chart
of account
353
16.2
The non-life contract
355
16.2.1
Premium
355
16.2.2
Receivables
356
16.2.3
Claim patterns
356
16.2.4
IBNRs and reserving risk
358
16.3
The reinsurance contract
359
16.3.1
Different types of reinsurance
359
16.3.2
Selecting the ceded primary contracts
360
16.4
Forecasting new volume and characteristics
361
16.4.1
Premium written, pricing and characteristics
361
16.4.2
Claims and IBNR
362
16.4.3
Reinsurance and liquidity
363
16.4.4
Cost
364
16.5
Analysis elements
364
16.5.1
Value and income
365
16.5.2
Solvency II internal model
367
17
Nonfinancials
369
17.1
Financial and nonfinancial corporates
371
17.1.1
Cash and goods
371
17.1.2
Financial contracts in the nonfinancial world
373
17.1.3
The financial side of nonfinancials
374
17.1.4
Industries that can be modeled
375
17.1.5
Government
375
17.2
The nonfinancial model
376
17.2.1
Detail level of the
meta
model
376
17.2.2
Real production and cash flows
377
17.2.3
Balance sheet,
OBS
and P&L structure
378
17.2.4
Markets and risk factors
380
17.2.5
Relationship between risk factors, production,
BS and P&L
380
17.3
Analysis elements
383
17.3.1
Static analysis
383
17.3.2
Dynamic analysis
384
17.4
Corporate valuation
387
17.4.1
Going-concern valuation
387
17.4.2
Nonoperating financial assets and market
value of debt
390
17.4.3
Net operating free cash flow
391
17.4.4
Terminal and growth value
392
17.4.5
Weighted average cost of capital
394
17.4.6
Practical example of corporate valuation
396
Contents
PART V
OUTLOOK
AND CONCLUSIONS
397
18
The Financial
Laboratory
401
18.1
Risk and performance
measurements
401
18.1.1
Nomisk
ratios
401
18.1.2
Risk ratios
403
18.2
Example of an economic risk report
405
18.2.1
Income and expense
405
18.2.2
Capital
406
18.2.3
Return
408
18.2.4
Conclusion
408
18.3
Optimization
408
18.3.1
Static optimization
408
18.3.2
Dynamic optimization
410
18.4
Consistency
411
19
Towards a Unified Financial Language
413
19.1
The need for a unified financial language
413
19.1.1
Why more information?
413
19.1.2
Exemplifying the lemon problem
414
19.1.3
The power of a unified financial language
417
19.2
Structure of a unified financial language
417
19.2.1
Contracts
417
19.2.2
Risk factors
419
19.2.3
Counterparty information
419
19.2.4
Behavior parameters
420
19.2.5
Contract level information and aggregation
421
19.3
New finance, new regulation
421
Index
423 |
| any_adam_object | 1 |
| author_GND | (DE-588)170854272 |
| building | Verbundindex |
| bvnumber | BV035468898 |
| callnumber-first | H - Social Science |
| callnumber-label | HG173 |
| callnumber-raw | HG173 |
| callnumber-search | HG173 |
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| classification_rvk | QP 730 |
| ctrlnum | (OCoLC)271772493 (DE-599)BVBBV035468898 |
| dewey-full | 332 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332 |
| dewey-search | 332 |
| dewey-sort | 3332 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| format | Book |
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| id | DE-604.BV035468898 |
| illustrated | Illustrated |
| indexdate | 2024-07-20T07:49:24Z |
| institution | BVB |
| isbn | 9780470697153 |
| language | English |
| lccn | 2009004179 |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-017388595 |
| oclc_num | 271772493 |
| open_access_boolean | |
| owner | DE-703 DE-945 DE-2070s DE-83 |
| owner_facet | DE-703 DE-945 DE-2070s DE-83 |
| physical | XXVI, 433 S. graph. Darst. |
| publishDate | 2009 |
| publishDateSearch | 2009 |
| publishDateSort | 2009 |
| publisher | Wiley |
| record_format | marc |
| series2 | Wiley finance |
| spelling | Unified financial analysis the missing links of finance W. Brammertz ... Chichester Wiley 2009 XXVI, 433 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Wiley finance Hier auch später erschienene, unveränd. Nachdr. Finance Accounting Finanzanalyse (DE-588)4133000-6 gnd rswk-swf Unternehmen (DE-588)4061963-1 gnd rswk-swf Unternehmen (DE-588)4061963-1 s Finanzanalyse (DE-588)4133000-6 s DE-604 Brammertz, Willi 1951- Sonstige (DE-588)170854272 oth Digitalisierung UB Bayreuth application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=017388595&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Unified financial analysis the missing links of finance Finance Accounting Finanzanalyse (DE-588)4133000-6 gnd Unternehmen (DE-588)4061963-1 gnd |
| subject_GND | (DE-588)4133000-6 (DE-588)4061963-1 |
| title | Unified financial analysis the missing links of finance |
| title_auth | Unified financial analysis the missing links of finance |
| title_exact_search | Unified financial analysis the missing links of finance |
| title_full | Unified financial analysis the missing links of finance W. Brammertz ... |
| title_fullStr | Unified financial analysis the missing links of finance W. Brammertz ... |
| title_full_unstemmed | Unified financial analysis the missing links of finance W. Brammertz ... |
| title_short | Unified financial analysis |
| title_sort | unified financial analysis the missing links of finance |
| title_sub | the missing links of finance |
| topic | Finance Accounting Finanzanalyse (DE-588)4133000-6 gnd Unternehmen (DE-588)4061963-1 gnd |
| topic_facet | Finance Accounting Finanzanalyse Unternehmen |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=017388595&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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