Risk Management in Emerging Markets :: Issues, Framework, and Modeling.
This book addresses three main dimensions of risk management in emerging markets: 1) the effectiveness of risk management practices; 2) current issues and challenges in risk assessment and modelling in emerging market countries; 3) the responses of emerging markets to the recent financial crises and...
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| Main Author: | |
|---|---|
| Other Authors: | , |
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Bingley :
Emerald Group Publishing Limited,
2016.
|
| Series: | Online access with EBA: Emerald Business, Management & Economics.
|
| Subjects: | |
| Online Access: | DE-862 DE-863 |
| Summary: | This book addresses three main dimensions of risk management in emerging markets: 1) the effectiveness of risk management practices; 2) current issues and challenges in risk assessment and modelling in emerging market countries; 3) the responses of emerging markets to the recent financial crises and the design of risk management models. |
| Item Description: | Estimating Liquidity Component. |
| Physical Description: | 1 online resource |
| Bibliography: | Includes bibliographical references and index. |
| ISBN: | 9781786354518 1786354519 |
Staff View
MARC
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| 505 | 0 | |a Front Cover; Risk Management in Emerging Markets; Copyright Page; Contents; About the Editors; About the Authors; Preface; Foreword; Part I: Framework; 1 Realized Volatility of the Spread: An Analysis in the Foreign Exchange Market; Introduction; Literature Review and Propositions Development; Data and Methodology; Dependent Variable -- Volatility of Liquidity; Independent Variables; Methodology; Empirical Results; Descriptive Statistics; Dynamic Panel Regression Results; Augmented Dynamic Panel Regression Results; Conclusion; References. | |
| 505 | 8 | |a 2 Global Responsibility and Risks of Compliance Failure in Emerging MarketsIntroduction; Global Responsibility and Compliance Risk; Compliance Risk in the BRICS; Corporate Governance, Internal Control, and Risk Management in the BRICS: Legislative and Regulatory Framework; Brazil; Russia; India; China; South Africa; Compliance Failure in the BRICS Companies: Selected Case Studies; Vale SA (Brazil); Gazprom (Russia); Maruti Suzuki (India); China National Petroleum Corporation (China); Harmony Gold Mining Ltd (South Africa); Conclusion; References. | |
| 505 | 8 | |a 3 The Dynamics of Value Comovement across Global Equity MarketsIntroduction; Data; Constructing the CAPE; Descriptive Statistics; Methodology; Value Spreads; Results; Benchmark; Correlations; America; Europe; Asia; Value Spreads; America; Europe; Asia; Value Portfolio: The Risk Angle; Conclusions; References; Appendix; 4 The Adoption of Political Risk Assessment in Emerging Markets; Introduction; Risk, Uncertainty, Political Risk, and Political Risk Assessment; Risk and Uncertainty; Political Risk and Country Risk; Political Risk Assessment. | |
| 505 | 8 | |a The Determinants of the Adoption of Political Risk AssessmentFirm Size; Firm Complexity; Level of Internationalization; Ownership; Location of Subsidiaries; Leverage; Investment Opportunities; Auditor Type; Industry; Conclusion; References; 5 Rethinking Framework of Integrated Interest Rate and Credit Risk Management in Emerging Markets; Introduction; Scope and Data; Methodology; Historical VaR Modeling of Economic Capital; Derivative-Based Segregated Approach to Risk Assessment; Derivative-Based Integrated Approach to Risk Assessment. | |
| 505 | 8 | |a Capital-Wise Elasticity of Interest Rate Risk and Credit RiskComponents of a Bond Yield; Yield-Based Integrated Approach to Risk Assessment; Estimating Liquidity Component; IRB Foundation Approach to Unexpected Loss Assessment; Results and Discussion; Derivative-Based Integrated versus Segregated Approach to Risk Assessment; Derivative-Based Studies of Expansion and Contraction Phases of Business Cycle; Derivative-Based Capital-Wise Elasticity of Interest Rate Risk and Credit Risk; Derivative-Based Integrated Approach versus Yield-Based Approach to Risk Assessment. | |
| 500 | |a Estimating Liquidity Component. | ||
| 520 | |a This book addresses three main dimensions of risk management in emerging markets: 1) the effectiveness of risk management practices; 2) current issues and challenges in risk assessment and modelling in emerging market countries; 3) the responses of emerging markets to the recent financial crises and the design of risk management models. | ||
| 504 | |a Includes bibliographical references and index. | ||
| 650 | 0 | |a Financial risk management |z Developing countries. | |
| 651 | 0 | |a Developing countries |x Economic policy. | |
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| 700 | 1 | |a Nguyen, Duc Khuong. | |
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| author | Boubaker, Sabri |
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| contents | Front Cover; Risk Management in Emerging Markets; Copyright Page; Contents; About the Editors; About the Authors; Preface; Foreword; Part I: Framework; 1 Realized Volatility of the Spread: An Analysis in the Foreign Exchange Market; Introduction; Literature Review and Propositions Development; Data and Methodology; Dependent Variable -- Volatility of Liquidity; Independent Variables; Methodology; Empirical Results; Descriptive Statistics; Dynamic Panel Regression Results; Augmented Dynamic Panel Regression Results; Conclusion; References. 2 Global Responsibility and Risks of Compliance Failure in Emerging MarketsIntroduction; Global Responsibility and Compliance Risk; Compliance Risk in the BRICS; Corporate Governance, Internal Control, and Risk Management in the BRICS: Legislative and Regulatory Framework; Brazil; Russia; India; China; South Africa; Compliance Failure in the BRICS Companies: Selected Case Studies; Vale SA (Brazil); Gazprom (Russia); Maruti Suzuki (India); China National Petroleum Corporation (China); Harmony Gold Mining Ltd (South Africa); Conclusion; References. 3 The Dynamics of Value Comovement across Global Equity MarketsIntroduction; Data; Constructing the CAPE; Descriptive Statistics; Methodology; Value Spreads; Results; Benchmark; Correlations; America; Europe; Asia; Value Spreads; America; Europe; Asia; Value Portfolio: The Risk Angle; Conclusions; References; Appendix; 4 The Adoption of Political Risk Assessment in Emerging Markets; Introduction; Risk, Uncertainty, Political Risk, and Political Risk Assessment; Risk and Uncertainty; Political Risk and Country Risk; Political Risk Assessment. The Determinants of the Adoption of Political Risk AssessmentFirm Size; Firm Complexity; Level of Internationalization; Ownership; Location of Subsidiaries; Leverage; Investment Opportunities; Auditor Type; Industry; Conclusion; References; 5 Rethinking Framework of Integrated Interest Rate and Credit Risk Management in Emerging Markets; Introduction; Scope and Data; Methodology; Historical VaR Modeling of Economic Capital; Derivative-Based Segregated Approach to Risk Assessment; Derivative-Based Integrated Approach to Risk Assessment. Capital-Wise Elasticity of Interest Rate Risk and Credit RiskComponents of a Bond Yield; Yield-Based Integrated Approach to Risk Assessment; Estimating Liquidity Component; IRB Foundation Approach to Unexpected Loss Assessment; Results and Discussion; Derivative-Based Integrated versus Segregated Approach to Risk Assessment; Derivative-Based Studies of Expansion and Contraction Phases of Business Cycle; Derivative-Based Capital-Wise Elasticity of Interest Rate Risk and Credit Risk; Derivative-Based Integrated Approach versus Yield-Based Approach to Risk Assessment. |
| ctrlnum | (OCoLC)961453184 |
| dewey-full | 330 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 330 - Economics |
| dewey-raw | 330 |
| dewey-search | 330 |
| dewey-sort | 3330 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| format | Electronic eBook |
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| geographic | Developing countries Economic policy. Developing countries Economic conditions. http://id.loc.gov/authorities/subjects/sh85037344 Developing countries fast Schwellenländer gnd http://d-nb.info/gnd/4053920-9 Entwicklungsländer gnd http://d-nb.info/gnd/4014954-7 |
| geographic_facet | Developing countries Economic policy. Developing countries Economic conditions. Developing countries Schwellenländer Entwicklungsländer |
| id | ZDB-4-EBU-ocn961453184 |
| illustrated | Not Illustrated |
| indexdate | 2025-03-18T14:27:58Z |
| institution | BVB |
| isbn | 9781786354518 1786354519 |
| language | English |
| oclc_num | 961453184 |
| open_access_boolean | |
| owner | MAIN DE-862 DE-BY-FWS DE-863 DE-BY-FWS |
| owner_facet | MAIN DE-862 DE-BY-FWS DE-863 DE-BY-FWS |
| physical | 1 online resource |
| psigel | ZDB-4-EBU FWS_PDA_EBU ZDB-4-EBU |
| publishDate | 2016 |
| publishDateSearch | 2016 |
| publishDateSort | 2016 |
| publisher | Emerald Group Publishing Limited, |
| record_format | marc |
| series | Online access with EBA: Emerald Business, Management & Economics. |
| spelling | Boubaker, Sabri. Risk Management in Emerging Markets : Issues, Framework, and Modeling. Bingley : Emerald Group Publishing Limited, 2016. 1 online resource text txt rdacontent computer c rdamedia online resource cr rdacarrier data file rda Print version record. Front Cover; Risk Management in Emerging Markets; Copyright Page; Contents; About the Editors; About the Authors; Preface; Foreword; Part I: Framework; 1 Realized Volatility of the Spread: An Analysis in the Foreign Exchange Market; Introduction; Literature Review and Propositions Development; Data and Methodology; Dependent Variable -- Volatility of Liquidity; Independent Variables; Methodology; Empirical Results; Descriptive Statistics; Dynamic Panel Regression Results; Augmented Dynamic Panel Regression Results; Conclusion; References. 2 Global Responsibility and Risks of Compliance Failure in Emerging MarketsIntroduction; Global Responsibility and Compliance Risk; Compliance Risk in the BRICS; Corporate Governance, Internal Control, and Risk Management in the BRICS: Legislative and Regulatory Framework; Brazil; Russia; India; China; South Africa; Compliance Failure in the BRICS Companies: Selected Case Studies; Vale SA (Brazil); Gazprom (Russia); Maruti Suzuki (India); China National Petroleum Corporation (China); Harmony Gold Mining Ltd (South Africa); Conclusion; References. 3 The Dynamics of Value Comovement across Global Equity MarketsIntroduction; Data; Constructing the CAPE; Descriptive Statistics; Methodology; Value Spreads; Results; Benchmark; Correlations; America; Europe; Asia; Value Spreads; America; Europe; Asia; Value Portfolio: The Risk Angle; Conclusions; References; Appendix; 4 The Adoption of Political Risk Assessment in Emerging Markets; Introduction; Risk, Uncertainty, Political Risk, and Political Risk Assessment; Risk and Uncertainty; Political Risk and Country Risk; Political Risk Assessment. The Determinants of the Adoption of Political Risk AssessmentFirm Size; Firm Complexity; Level of Internationalization; Ownership; Location of Subsidiaries; Leverage; Investment Opportunities; Auditor Type; Industry; Conclusion; References; 5 Rethinking Framework of Integrated Interest Rate and Credit Risk Management in Emerging Markets; Introduction; Scope and Data; Methodology; Historical VaR Modeling of Economic Capital; Derivative-Based Segregated Approach to Risk Assessment; Derivative-Based Integrated Approach to Risk Assessment. Capital-Wise Elasticity of Interest Rate Risk and Credit RiskComponents of a Bond Yield; Yield-Based Integrated Approach to Risk Assessment; Estimating Liquidity Component; IRB Foundation Approach to Unexpected Loss Assessment; Results and Discussion; Derivative-Based Integrated versus Segregated Approach to Risk Assessment; Derivative-Based Studies of Expansion and Contraction Phases of Business Cycle; Derivative-Based Capital-Wise Elasticity of Interest Rate Risk and Credit Risk; Derivative-Based Integrated Approach versus Yield-Based Approach to Risk Assessment. Estimating Liquidity Component. This book addresses three main dimensions of risk management in emerging markets: 1) the effectiveness of risk management practices; 2) current issues and challenges in risk assessment and modelling in emerging market countries; 3) the responses of emerging markets to the recent financial crises and the design of risk management models. Includes bibliographical references and index. Financial risk management Developing countries. Developing countries Economic policy. Developing countries Economic conditions. http://id.loc.gov/authorities/subjects/sh85037344 Finance. bicssc BUSINESS & ECONOMICS Economics General. bisacsh BUSINESS & ECONOMICS Reference. bisacsh Economic history fast Economic policy fast Financial risk management fast Developing countries fast Schwellenländer gnd http://d-nb.info/gnd/4053920-9 Entwicklungsländer gnd http://d-nb.info/gnd/4014954-7 Buchanan, Bonnie. Nguyen, Duc Khuong. has work: Risk management in emerging markets (Text) https://id.oclc.org/worldcat/entity/E39PCFxcWPppX7RY7tjJkCRFXb https://id.oclc.org/worldcat/ontology/hasWork Print version: Boubaker, Sabri. Risk Management in Emerging Markets : Issues, Framework, and Modeling. Bingley : Emerald Group Publishing Limited, ©2016 Online access with EBA: Emerald Business, Management & Economics. |
| spellingShingle | Boubaker, Sabri Risk Management in Emerging Markets : Issues, Framework, and Modeling. Online access with EBA: Emerald Business, Management & Economics. Front Cover; Risk Management in Emerging Markets; Copyright Page; Contents; About the Editors; About the Authors; Preface; Foreword; Part I: Framework; 1 Realized Volatility of the Spread: An Analysis in the Foreign Exchange Market; Introduction; Literature Review and Propositions Development; Data and Methodology; Dependent Variable -- Volatility of Liquidity; Independent Variables; Methodology; Empirical Results; Descriptive Statistics; Dynamic Panel Regression Results; Augmented Dynamic Panel Regression Results; Conclusion; References. 2 Global Responsibility and Risks of Compliance Failure in Emerging MarketsIntroduction; Global Responsibility and Compliance Risk; Compliance Risk in the BRICS; Corporate Governance, Internal Control, and Risk Management in the BRICS: Legislative and Regulatory Framework; Brazil; Russia; India; China; South Africa; Compliance Failure in the BRICS Companies: Selected Case Studies; Vale SA (Brazil); Gazprom (Russia); Maruti Suzuki (India); China National Petroleum Corporation (China); Harmony Gold Mining Ltd (South Africa); Conclusion; References. 3 The Dynamics of Value Comovement across Global Equity MarketsIntroduction; Data; Constructing the CAPE; Descriptive Statistics; Methodology; Value Spreads; Results; Benchmark; Correlations; America; Europe; Asia; Value Spreads; America; Europe; Asia; Value Portfolio: The Risk Angle; Conclusions; References; Appendix; 4 The Adoption of Political Risk Assessment in Emerging Markets; Introduction; Risk, Uncertainty, Political Risk, and Political Risk Assessment; Risk and Uncertainty; Political Risk and Country Risk; Political Risk Assessment. The Determinants of the Adoption of Political Risk AssessmentFirm Size; Firm Complexity; Level of Internationalization; Ownership; Location of Subsidiaries; Leverage; Investment Opportunities; Auditor Type; Industry; Conclusion; References; 5 Rethinking Framework of Integrated Interest Rate and Credit Risk Management in Emerging Markets; Introduction; Scope and Data; Methodology; Historical VaR Modeling of Economic Capital; Derivative-Based Segregated Approach to Risk Assessment; Derivative-Based Integrated Approach to Risk Assessment. Capital-Wise Elasticity of Interest Rate Risk and Credit RiskComponents of a Bond Yield; Yield-Based Integrated Approach to Risk Assessment; Estimating Liquidity Component; IRB Foundation Approach to Unexpected Loss Assessment; Results and Discussion; Derivative-Based Integrated versus Segregated Approach to Risk Assessment; Derivative-Based Studies of Expansion and Contraction Phases of Business Cycle; Derivative-Based Capital-Wise Elasticity of Interest Rate Risk and Credit Risk; Derivative-Based Integrated Approach versus Yield-Based Approach to Risk Assessment. Financial risk management Developing countries. Finance. bicssc BUSINESS & ECONOMICS Economics General. bisacsh BUSINESS & ECONOMICS Reference. bisacsh Economic history fast Economic policy fast Financial risk management fast |
| subject_GND | http://id.loc.gov/authorities/subjects/sh85037344 http://d-nb.info/gnd/4053920-9 http://d-nb.info/gnd/4014954-7 |
| title | Risk Management in Emerging Markets : Issues, Framework, and Modeling. |
| title_auth | Risk Management in Emerging Markets : Issues, Framework, and Modeling. |
| title_exact_search | Risk Management in Emerging Markets : Issues, Framework, and Modeling. |
| title_full | Risk Management in Emerging Markets : Issues, Framework, and Modeling. |
| title_fullStr | Risk Management in Emerging Markets : Issues, Framework, and Modeling. |
| title_full_unstemmed | Risk Management in Emerging Markets : Issues, Framework, and Modeling. |
| title_short | Risk Management in Emerging Markets : |
| title_sort | risk management in emerging markets issues framework and modeling |
| title_sub | Issues, Framework, and Modeling. |
| topic | Financial risk management Developing countries. Finance. bicssc BUSINESS & ECONOMICS Economics General. bisacsh BUSINESS & ECONOMICS Reference. bisacsh Economic history fast Economic policy fast Financial risk management fast |
| topic_facet | Financial risk management Developing countries. Developing countries Economic policy. Developing countries Economic conditions. Finance. BUSINESS & ECONOMICS Economics General. BUSINESS & ECONOMICS Reference. Economic history Economic policy Financial risk management Developing countries Schwellenländer Entwicklungsländer |
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