Risk management for central banks and other public investors /:
"Domestic and Foreign Financial assets of all central banks and public wealth funds worldwide are estimated to have reached more than 12 trillion us dollars in 2007. How do these institutions manage such unprecedented growth in their financial assets and how have they responded to the 'rev...
Gespeichert in:
| Weitere Verfasser: | , , |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Cambridge, UK ; New York :
Cambridge University Press,
2009.
|
| Schlagworte: | |
| Online-Zugang: | Volltext |
| Zusammenfassung: | "Domestic and Foreign Financial assets of all central banks and public wealth funds worldwide are estimated to have reached more than 12 trillion us dollars in 2007. How do these institutions manage such unprecedented growth in their financial assets and how have they responded to the 'revolution' of risk management techniques during the last fifteen years? This book surveys the fundamental issues and techniques associated with risk management and shows how central banks and other public investors can create better risk management frameworks. Each chapter looks at a specific area of risk management, first presenting general problems and then showing how these materialize in the special case of publicinstitutions. Written by a team of risk management experts from the European Central Bank, this much-needed survey is an ideal resource for those concerned with the increasingly important task of managing risk in central banks and other public institutions."--Jacket |
| Beschreibung: | 1 online resource (xxvi, 514 pages) : illustrations |
| Bibliographie: | Includes bibliographical references (pages 490-506) and index. |
| ISBN: | 9780511480836 0511480830 0511480032 9780511480034 0511575718 9780511575716 9780521518567 0521518563 |
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| 245 | 0 | 0 | |a Risk management for central banks and other public investors / |c edited by Ulrich Bindseil, Fernando González and Evangelos Tabakis. |
| 260 | |a Cambridge, UK ; |a New York : |b Cambridge University Press, |c 2009. | ||
| 300 | |a 1 online resource (xxvi, 514 pages) : |b illustrations | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
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| 504 | |a Includes bibliographical references (pages 490-506) and index. | ||
| 588 | 0 | |a Print version record. | |
| 520 | 1 | |a "Domestic and Foreign Financial assets of all central banks and public wealth funds worldwide are estimated to have reached more than 12 trillion us dollars in 2007. How do these institutions manage such unprecedented growth in their financial assets and how have they responded to the 'revolution' of risk management techniques during the last fifteen years? This book surveys the fundamental issues and techniques associated with risk management and shows how central banks and other public investors can create better risk management frameworks. Each chapter looks at a specific area of risk management, first presenting general problems and then showing how these materialize in the special case of publicinstitutions. Written by a team of risk management experts from the European Central Bank, this much-needed survey is an ideal resource for those concerned with the increasingly important task of managing risk in central banks and other public institutions."--Jacket | |
| 505 | 0 | |a Foreword; Introduction; Part I. Investment Operations of Central Banks and Other Public Investors: 1. Central banks and other public institutions as financial investors U. Binseil; 2. Strategic asset allocation for central banks and public investors K. Nyholm and M. Koivu; 3. Credit risk modeling for public institutions' bond portfolios H. van der Hoorn; 4. Risk control framework, limits, reporting, compliance monitoring, and other risk control functions A. Manzanares and H. Schwartzlose; 5. Performance measurement and attribution H. Bourquin, S. Hesselberg and R. Marton; Part II. Collaterised Lending Operations: 6. Credit risk taking in collaterised lending operations U. Binseil and F. Papadia; 7. The collateral and credit risk mitigation frameworks of central banks E. Tabakis and B. Weller; 8. Risk mitigation measures and credit risk assessment in central bank policy operations F. Gonzalez and P. Molitor; 9. Risk measures for a repo portfolio E. Heinle and M. Koivu; Part III. Organisational Issues and Operational Risk Management: 10. Organisational issues relating to the risk management function of public investors E. Tabakis; 11. Operational risk management in central banks J.-C. Sevet; Index. | |
| 650 | 0 | |a Banks and banking, Central. |0 http://id.loc.gov/authorities/subjects/sh85011647 | |
| 650 | 0 | |a Risk management. |0 http://id.loc.gov/authorities/subjects/sh85114200 | |
| 650 | 0 | |a Portfolio management. |0 http://id.loc.gov/authorities/subjects/sh85105080 | |
| 650 | 0 | |a Banks of issue. |0 http://id.loc.gov/authorities/subjects/sh85011671 | |
| 650 | 6 | |a Banques centrales. | |
| 650 | 6 | |a Gestion du risque. | |
| 650 | 6 | |a Gestion de portefeuille. | |
| 650 | 7 | |a risk management. |2 aat | |
| 650 | 7 | |a BUSINESS & ECONOMICS |x Banks & Banking. |2 bisacsh | |
| 650 | 7 | |a Banques centrales. |2 eclas | |
| 650 | 7 | |a Banque centrale européenne. |2 eclas | |
| 650 | 7 | |a Analyse des risques. |2 eclas | |
| 650 | 7 | |a Risques financiers. |2 eclas | |
| 650 | 7 | |a Placement de capitaux. |2 eclas | |
| 650 | 7 | |a Investissements publics. |2 eclas | |
| 650 | 7 | |a Banks of issue |2 fast | |
| 650 | 7 | |a Banks and banking, Central |2 fast | |
| 650 | 7 | |a Portfolio management |2 fast | |
| 650 | 7 | |a Risk management |2 fast | |
| 650 | 7 | |a Notenbank |2 gnd | |
| 650 | 7 | |a Portfoliomanagement |2 gnd |0 http://d-nb.info/gnd/4115601-8 | |
| 700 | 1 | |a Bindseil, Ulrich, |d 1969- |0 http://id.loc.gov/authorities/names/nr2004020088 | |
| 700 | 1 | |a González, Fernando, |d 1968 March 4- |0 http://id.loc.gov/authorities/names/n2008062167 | |
| 700 | 1 | |a Tabakis, Evangelos. | |
| 776 | 0 | 8 | |i Print version: |t Risk management for central banks and other public investors. |d Cambridge, UK ; New York : Cambridge University Press, 2009 |w (DLC) 2008037141 |
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Datensatz im Suchindex
| DE-BY-FWS_katkey | ZDB-4-EBA-ocn654775272 |
|---|---|
| _version_ | 1816881735146668032 |
| adam_text | |
| any_adam_object | |
| author2 | Bindseil, Ulrich, 1969- González, Fernando, 1968 March 4- Tabakis, Evangelos |
| author2_role | |
| author2_variant | u b ub f g fg e t et |
| author_GND | http://id.loc.gov/authorities/names/nr2004020088 http://id.loc.gov/authorities/names/n2008062167 |
| author_facet | Bindseil, Ulrich, 1969- González, Fernando, 1968 March 4- Tabakis, Evangelos |
| author_sort | Bindseil, Ulrich, 1969- |
| building | Verbundindex |
| bvnumber | localFWS |
| callnumber-first | H - Social Science |
| callnumber-label | HG1811 |
| callnumber-raw | HG1811 .R57 2009eb |
| callnumber-search | HG1811 .R57 2009eb |
| callnumber-sort | HG 41811 R57 42009EB |
| callnumber-subject | HG - Finance |
| classification_rvk | QK 900 |
| collection | ZDB-4-EBA |
| contents | Foreword; Introduction; Part I. Investment Operations of Central Banks and Other Public Investors: 1. Central banks and other public institutions as financial investors U. Binseil; 2. Strategic asset allocation for central banks and public investors K. Nyholm and M. Koivu; 3. Credit risk modeling for public institutions' bond portfolios H. van der Hoorn; 4. Risk control framework, limits, reporting, compliance monitoring, and other risk control functions A. Manzanares and H. Schwartzlose; 5. Performance measurement and attribution H. Bourquin, S. Hesselberg and R. Marton; Part II. Collaterised Lending Operations: 6. Credit risk taking in collaterised lending operations U. Binseil and F. Papadia; 7. The collateral and credit risk mitigation frameworks of central banks E. Tabakis and B. Weller; 8. Risk mitigation measures and credit risk assessment in central bank policy operations F. Gonzalez and P. Molitor; 9. Risk measures for a repo portfolio E. Heinle and M. Koivu; Part III. Organisational Issues and Operational Risk Management: 10. Organisational issues relating to the risk management function of public investors E. Tabakis; 11. Operational risk management in central banks J.-C. Sevet; Index. |
| ctrlnum | (OCoLC)654775272 |
| dewey-full | 332.1/10681 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.1/10681 |
| dewey-search | 332.1/10681 |
| dewey-sort | 3332.1 510681 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| format | Electronic eBook |
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| id | ZDB-4-EBA-ocn654775272 |
| illustrated | Illustrated |
| indexdate | 2024-11-27T13:17:26Z |
| institution | BVB |
| isbn | 9780511480836 0511480830 0511480032 9780511480034 0511575718 9780511575716 9780521518567 0521518563 |
| language | English |
| oclc_num | 654775272 |
| open_access_boolean | |
| owner | MAIN DE-863 DE-BY-FWS |
| owner_facet | MAIN DE-863 DE-BY-FWS |
| physical | 1 online resource (xxvi, 514 pages) : illustrations |
| psigel | ZDB-4-EBA |
| publishDate | 2009 |
| publishDateSearch | 2009 |
| publishDateSort | 2009 |
| publisher | Cambridge University Press, |
| record_format | marc |
| spelling | Risk management for central banks and other public investors / edited by Ulrich Bindseil, Fernando González and Evangelos Tabakis. Cambridge, UK ; New York : Cambridge University Press, 2009. 1 online resource (xxvi, 514 pages) : illustrations text txt rdacontent computer c rdamedia online resource cr rdacarrier polychrome. rdacc http://rdaregistry.info/termList/RDAColourContent/1003 text file rdaft http://rdaregistry.info/termList/fileType/1002 Includes bibliographical references (pages 490-506) and index. Print version record. "Domestic and Foreign Financial assets of all central banks and public wealth funds worldwide are estimated to have reached more than 12 trillion us dollars in 2007. How do these institutions manage such unprecedented growth in their financial assets and how have they responded to the 'revolution' of risk management techniques during the last fifteen years? This book surveys the fundamental issues and techniques associated with risk management and shows how central banks and other public investors can create better risk management frameworks. Each chapter looks at a specific area of risk management, first presenting general problems and then showing how these materialize in the special case of publicinstitutions. Written by a team of risk management experts from the European Central Bank, this much-needed survey is an ideal resource for those concerned with the increasingly important task of managing risk in central banks and other public institutions."--Jacket Foreword; Introduction; Part I. Investment Operations of Central Banks and Other Public Investors: 1. Central banks and other public institutions as financial investors U. Binseil; 2. Strategic asset allocation for central banks and public investors K. Nyholm and M. Koivu; 3. Credit risk modeling for public institutions' bond portfolios H. van der Hoorn; 4. Risk control framework, limits, reporting, compliance monitoring, and other risk control functions A. Manzanares and H. Schwartzlose; 5. Performance measurement and attribution H. Bourquin, S. Hesselberg and R. Marton; Part II. Collaterised Lending Operations: 6. Credit risk taking in collaterised lending operations U. Binseil and F. Papadia; 7. The collateral and credit risk mitigation frameworks of central banks E. Tabakis and B. Weller; 8. Risk mitigation measures and credit risk assessment in central bank policy operations F. Gonzalez and P. Molitor; 9. Risk measures for a repo portfolio E. Heinle and M. Koivu; Part III. Organisational Issues and Operational Risk Management: 10. Organisational issues relating to the risk management function of public investors E. Tabakis; 11. Operational risk management in central banks J.-C. Sevet; Index. Banks and banking, Central. http://id.loc.gov/authorities/subjects/sh85011647 Risk management. http://id.loc.gov/authorities/subjects/sh85114200 Portfolio management. http://id.loc.gov/authorities/subjects/sh85105080 Banks of issue. http://id.loc.gov/authorities/subjects/sh85011671 Banques centrales. Gestion du risque. Gestion de portefeuille. risk management. aat BUSINESS & ECONOMICS Banks & Banking. bisacsh Banques centrales. eclas Banque centrale européenne. eclas Analyse des risques. eclas Risques financiers. eclas Placement de capitaux. eclas Investissements publics. eclas Banks of issue fast Banks and banking, Central fast Portfolio management fast Risk management fast Notenbank gnd Portfoliomanagement gnd http://d-nb.info/gnd/4115601-8 Bindseil, Ulrich, 1969- http://id.loc.gov/authorities/names/nr2004020088 González, Fernando, 1968 March 4- http://id.loc.gov/authorities/names/n2008062167 Tabakis, Evangelos. Print version: Risk management for central banks and other public investors. Cambridge, UK ; New York : Cambridge University Press, 2009 (DLC) 2008037141 FWS01 ZDB-4-EBA FWS_PDA_EBA https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=269174 Volltext |
| spellingShingle | Risk management for central banks and other public investors / Foreword; Introduction; Part I. Investment Operations of Central Banks and Other Public Investors: 1. Central banks and other public institutions as financial investors U. Binseil; 2. Strategic asset allocation for central banks and public investors K. Nyholm and M. Koivu; 3. Credit risk modeling for public institutions' bond portfolios H. van der Hoorn; 4. Risk control framework, limits, reporting, compliance monitoring, and other risk control functions A. Manzanares and H. Schwartzlose; 5. Performance measurement and attribution H. Bourquin, S. Hesselberg and R. Marton; Part II. Collaterised Lending Operations: 6. Credit risk taking in collaterised lending operations U. Binseil and F. Papadia; 7. The collateral and credit risk mitigation frameworks of central banks E. Tabakis and B. Weller; 8. Risk mitigation measures and credit risk assessment in central bank policy operations F. Gonzalez and P. Molitor; 9. Risk measures for a repo portfolio E. Heinle and M. Koivu; Part III. Organisational Issues and Operational Risk Management: 10. Organisational issues relating to the risk management function of public investors E. Tabakis; 11. Operational risk management in central banks J.-C. Sevet; Index. Banks and banking, Central. http://id.loc.gov/authorities/subjects/sh85011647 Risk management. http://id.loc.gov/authorities/subjects/sh85114200 Portfolio management. http://id.loc.gov/authorities/subjects/sh85105080 Banks of issue. http://id.loc.gov/authorities/subjects/sh85011671 Banques centrales. Gestion du risque. Gestion de portefeuille. risk management. aat BUSINESS & ECONOMICS Banks & Banking. bisacsh Banques centrales. eclas Banque centrale européenne. eclas Analyse des risques. eclas Risques financiers. eclas Placement de capitaux. eclas Investissements publics. eclas Banks of issue fast Banks and banking, Central fast Portfolio management fast Risk management fast Notenbank gnd Portfoliomanagement gnd http://d-nb.info/gnd/4115601-8 |
| subject_GND | http://id.loc.gov/authorities/subjects/sh85011647 http://id.loc.gov/authorities/subjects/sh85114200 http://id.loc.gov/authorities/subjects/sh85105080 http://id.loc.gov/authorities/subjects/sh85011671 http://d-nb.info/gnd/4115601-8 |
| title | Risk management for central banks and other public investors / |
| title_auth | Risk management for central banks and other public investors / |
| title_exact_search | Risk management for central banks and other public investors / |
| title_full | Risk management for central banks and other public investors / edited by Ulrich Bindseil, Fernando González and Evangelos Tabakis. |
| title_fullStr | Risk management for central banks and other public investors / edited by Ulrich Bindseil, Fernando González and Evangelos Tabakis. |
| title_full_unstemmed | Risk management for central banks and other public investors / edited by Ulrich Bindseil, Fernando González and Evangelos Tabakis. |
| title_short | Risk management for central banks and other public investors / |
| title_sort | risk management for central banks and other public investors |
| topic | Banks and banking, Central. http://id.loc.gov/authorities/subjects/sh85011647 Risk management. http://id.loc.gov/authorities/subjects/sh85114200 Portfolio management. http://id.loc.gov/authorities/subjects/sh85105080 Banks of issue. http://id.loc.gov/authorities/subjects/sh85011671 Banques centrales. Gestion du risque. Gestion de portefeuille. risk management. aat BUSINESS & ECONOMICS Banks & Banking. bisacsh Banques centrales. eclas Banque centrale européenne. eclas Analyse des risques. eclas Risques financiers. eclas Placement de capitaux. eclas Investissements publics. eclas Banks of issue fast Banks and banking, Central fast Portfolio management fast Risk management fast Notenbank gnd Portfoliomanagement gnd http://d-nb.info/gnd/4115601-8 |
| topic_facet | Banks and banking, Central. Risk management. Portfolio management. Banks of issue. Banques centrales. Gestion du risque. Gestion de portefeuille. risk management. BUSINESS & ECONOMICS Banks & Banking. Banque centrale européenne. Analyse des risques. Risques financiers. Placement de capitaux. Investissements publics. Banks of issue Banks and banking, Central Portfolio management Risk management Notenbank Portfoliomanagement |
| url | https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=269174 |
| work_keys_str_mv | AT bindseilulrich riskmanagementforcentralbanksandotherpublicinvestors AT gonzalezfernando riskmanagementforcentralbanksandotherpublicinvestors AT tabakisevangelos riskmanagementforcentralbanksandotherpublicinvestors |