Managing and measuring risk: emerging global standards and regulation after the financial crisis
Gespeichert in:
| Format: | Buch |
|---|---|
| Sprache: | English |
| Veröffentlicht: |
New Jersey [u.a.]
World Scientific
2013
|
| Schriftenreihe: | World Scientific series in finance
5 |
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | XIV, 499 S. graph. Darst. |
| ISBN: | 9789814417495 9814417491 |
Internformat
MARC
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| 245 | 1 | 0 | |a Managing and measuring risk |b emerging global standards and regulation after the financial crisis |c eds. Oliviero Roggi ... |
| 264 | 1 | |a New Jersey [u.a.] |b World Scientific |c 2013 | |
| 300 | |a XIV, 499 S. |b graph. Darst. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 490 | 1 | |a World Scientific series in finance |v 5 | |
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Datensatz im Suchindex
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|---|---|
| adam_text | CONTENTS
Foreword
v
About the Editors
xi
Part A. The Evolution of Risk Management
1
Chapter
1.
An Evolutionary Perspective on the Concept of Risk,
Uncertainty and Risk Management
3
Oliviero
Roggi
and Omar Ottonelli
Part B. Sovereign and Systemic Risk
39
Chapter
2.
Toward A Bottom-Up Approach to Assessing
Sovereign Default Risk: An Update
41
Edward I.
Altman
and Herbert
Rijken
Chapter
3.
Measuring Systemic Risk
65
Viral V. Acharya, Christian Brownlees, Robert Engle,
Farhang Farazmand and Matthew Richardson
Chapter
4.
Taxing Systemic Risk
99
Viral V. Acharya.
Lasse Pedersen,
Thomas Philippon
and Matthew Richardson
Part C. Liquidity
123
Chapter
5.
Liquidity and Efficiency in Three Related Foreign
Exchange Options Markets
125
Menachem Brenner and Ben Z.
Schreiber
Xlii
Chapter
6.
Illiquidity or Credit Deterioration: A Study
of Liquidity in the US Corporate Bond Market
During Financial Crises
159
Nils Friewald,
Rainer Jankowitsch
and Marti G. Subrahmanyam
Part D. Risk Management Principles
and Strategies
201
Chapter
7.
Integrated Wealth and Risk Management:
First Principles
203
Zvi
Boáié
Chapter
8.
Analyzing the Impact of Effective Risk Management:
Innovation and Capital Structure Effects
215
Torben Juul
Andersen
Part E. Credit Risk
249
Chapter
9.
Modeling Credit Risk for SMEs: Evidence
from the US Market
251
Edward I.
Altman
and
Gabriele
Sabato
Chapter
10.
SME
Rating: Risk Globally, Measure Locally
281
Oliviero
Roggi
and
Alessandro Giannozzi
Chapter
11.
Credit Loss and Systematic LGD
307
Jon Frye and Michael Jacobs Jr.
Part F. Equity Risk and Market Crashes
341
Chapter
12.
Equity Risk Premiums (ERP): Determinants,
Estimation and Implications
—
The
2012
Edition
343
Aswath Damodaran
Chapter
13.
Stock Market Crashes in
2007-2009:
Were We Able
to Predict Them?
457
Sébastien
Lieo
and William T. Ziemba
About The Risk, Banking and Finance Society
About the International Risk Management Conference
|
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| id | DE-604.BV040548687 |
| illustrated | Illustrated |
| indexdate | 2024-07-10T00:26:15Z |
| institution | BVB |
| isbn | 9789814417495 9814417491 |
| language | English |
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| physical | XIV, 499 S. graph. Darst. |
| publishDate | 2013 |
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| publisher | World Scientific |
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| series | World Scientific series in finance |
| series2 | World Scientific series in finance |
| spelling | Managing and measuring risk emerging global standards and regulation after the financial crisis eds. Oliviero Roggi ... New Jersey [u.a.] World Scientific 2013 XIV, 499 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier World Scientific series in finance 5 Risikomanagement (DE-588)4121590-4 gnd rswk-swf Finanzkrise (DE-588)7635855-0 gnd rswk-swf (DE-588)4143413-4 Aufsatzsammlung gnd-content Risikomanagement (DE-588)4121590-4 s Finanzkrise (DE-588)7635855-0 s b DE-604 Roggi, Oliviero Sonstige oth World Scientific series in finance 5 (DE-604)BV040743817 5 Digitalisierung UB Passau - ADAM Catalogue Enrichment application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=025394437&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Managing and measuring risk emerging global standards and regulation after the financial crisis World Scientific series in finance Risikomanagement (DE-588)4121590-4 gnd Finanzkrise (DE-588)7635855-0 gnd |
| subject_GND | (DE-588)4121590-4 (DE-588)7635855-0 (DE-588)4143413-4 |
| title | Managing and measuring risk emerging global standards and regulation after the financial crisis |
| title_auth | Managing and measuring risk emerging global standards and regulation after the financial crisis |
| title_exact_search | Managing and measuring risk emerging global standards and regulation after the financial crisis |
| title_full | Managing and measuring risk emerging global standards and regulation after the financial crisis eds. Oliviero Roggi ... |
| title_fullStr | Managing and measuring risk emerging global standards and regulation after the financial crisis eds. Oliviero Roggi ... |
| title_full_unstemmed | Managing and measuring risk emerging global standards and regulation after the financial crisis eds. Oliviero Roggi ... |
| title_short | Managing and measuring risk |
| title_sort | managing and measuring risk emerging global standards and regulation after the financial crisis |
| title_sub | emerging global standards and regulation after the financial crisis |
| topic | Risikomanagement (DE-588)4121590-4 gnd Finanzkrise (DE-588)7635855-0 gnd |
| topic_facet | Risikomanagement Finanzkrise Aufsatzsammlung |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=025394437&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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