Risk and Liquidity.:
This book presents the Clarendon Lectures in Finance by one of the leading exponents of financial booms and crises. Hyun Song Shin's work has shed light on the recent global financial crisis and he has been a central figure in the policy debates. The paradox of the global financial crisis is th...
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Oxford :
OUP Oxford,
2014.
|
| Schriftenreihe: | Clarendon lectures in finance.
|
| Schlagworte: | |
| Online-Zugang: | Volltext |
| Zusammenfassung: | This book presents the Clarendon Lectures in Finance by one of the leading exponents of financial booms and crises. Hyun Song Shin's work has shed light on the recent global financial crisis and he has been a central figure in the policy debates. The paradox of the global financial crisis is that it erupted in an era when risk management was at the core of the management of the most sophisticated financial institutions. This book explains why. The severity of the crisis is explained by financial development that put marketable assets at the heart of the financial system, and the increased soph. |
| Beschreibung: | 1 online resource (205 pages). |
| ISBN: | 9780191582813 0191582816 |
Internformat
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| 300 | |a 1 online resource (205 pages). | ||
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| 338 | |a online resource |b cr |2 rdacarrier | ||
| 490 | 1 | |a Clarendon Lectures in Finance. | |
| 588 | 0 | |a Print version record. | |
| 505 | 0 | |a Acknowledgments; List of Figures; List of Tables; 1. Nature of Financial Risk; 2. Value-at-Risk and Capital; 2.1 Portfolio Choice under VaR Constraint; 2.2 Upward-Sloping Demand Reactions; 2.3 Notes on Further Reading; 3. Boom and Bust Driven by Value-at-Risk; 3.1 General Equilibrium with Value-at-Risk; 3.2 Pricing of Risk and Credit Supply; 3.3 Long-Short Strategy Hedge Fund; 3.4 Hedge Fund with VaR Constraint; 3.5 Endogenous Risk; 3.6 Notes on Further Reading; 4. Dynamic Hedging; 4.1 Portfolio Insurance; 4.2 Delta Hedging; 4.3 Stock Market Crash of 1987. | |
| 505 | 8 | |a 5. Asset-Liability Management5.1 Review of Basic Concepts; 5.2 Example of a Pension Fund; 5.3 Example of Ivy College; 5.4 Prices as Signals for Investment; 6. Financial System; 6.1 Accounting Framework; 6.2 Realized Allocations; 6.3 Market Value of Debt; 7. Lending Booms; 7.1 Credit Risk Model; 7.2 Value-at-Risk and Lending; 7.3 Credit Boom; 7.4 Global Imbalances; 7.5 Foreign Holding of US Debt Securities; 7.6 Related Literature; 8. Case of Northern Rock; 8.1 Background; 8.2 Securitization Process; 8.3 The Run on Northern Rock; 8.4 Reassessing the Run on Northern Rock. | |
| 505 | 8 | |a 8.5 Implications for Financial Regulation9. Securitization and the Financial System; 9.1 Accounting Framework Revisited; 9.2 Boom Scenario; 9.3 Bust Scenario; 9.4 Prescriptions; 9.5 Size of Banking Sector; 10. A Fresh Start; References; Index; A; B; C; D; E; F; G; H; I; J; K; L; M; N; O; P; R; S; T; U; V; W; X; Y; Z. | |
| 520 | |a This book presents the Clarendon Lectures in Finance by one of the leading exponents of financial booms and crises. Hyun Song Shin's work has shed light on the recent global financial crisis and he has been a central figure in the policy debates. The paradox of the global financial crisis is that it erupted in an era when risk management was at the core of the management of the most sophisticated financial institutions. This book explains why. The severity of the crisis is explained by financial development that put marketable assets at the heart of the financial system, and the increased soph. | ||
| 650 | 4 | |a Financial institutions |x Management. | |
| 650 | 4 | |a Financial risk management. | |
| 650 | 4 | |a Global Financial Crisis, 2008-2009. | |
| 650 | 4 | |a Risk. | |
| 758 | |i has work: |a Risk and liquidity (Text) |1 https://id.oclc.org/worldcat/entity/E39PCFtftvJVFm6VVpCKQxdXJP |4 https://id.oclc.org/worldcat/ontology/hasWork | ||
| 776 | 0 | 8 | |i Print version: |a Shin, Hyun Song. |t Risk and Liquidity. |d Oxford : OUP Oxford, ©2014 |z 9780199546367 |
| 830 | 0 | |a Clarendon lectures in finance. |0 http://id.loc.gov/authorities/names/no2007091434 | |
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| author | Shin, Hyun Song |
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| contents | Acknowledgments; List of Figures; List of Tables; 1. Nature of Financial Risk; 2. Value-at-Risk and Capital; 2.1 Portfolio Choice under VaR Constraint; 2.2 Upward-Sloping Demand Reactions; 2.3 Notes on Further Reading; 3. Boom and Bust Driven by Value-at-Risk; 3.1 General Equilibrium with Value-at-Risk; 3.2 Pricing of Risk and Credit Supply; 3.3 Long-Short Strategy Hedge Fund; 3.4 Hedge Fund with VaR Constraint; 3.5 Endogenous Risk; 3.6 Notes on Further Reading; 4. Dynamic Hedging; 4.1 Portfolio Insurance; 4.2 Delta Hedging; 4.3 Stock Market Crash of 1987. 5. Asset-Liability Management5.1 Review of Basic Concepts; 5.2 Example of a Pension Fund; 5.3 Example of Ivy College; 5.4 Prices as Signals for Investment; 6. Financial System; 6.1 Accounting Framework; 6.2 Realized Allocations; 6.3 Market Value of Debt; 7. Lending Booms; 7.1 Credit Risk Model; 7.2 Value-at-Risk and Lending; 7.3 Credit Boom; 7.4 Global Imbalances; 7.5 Foreign Holding of US Debt Securities; 7.6 Related Literature; 8. Case of Northern Rock; 8.1 Background; 8.2 Securitization Process; 8.3 The Run on Northern Rock; 8.4 Reassessing the Run on Northern Rock. 8.5 Implications for Financial Regulation9. Securitization and the Financial System; 9.1 Accounting Framework Revisited; 9.2 Boom Scenario; 9.3 Bust Scenario; 9.4 Prescriptions; 9.5 Size of Banking Sector; 10. A Fresh Start; References; Index; A; B; C; D; E; F; G; H; I; J; K; L; M; N; O; P; R; S; T; U; V; W; X; Y; Z. |
| ctrlnum | (OCoLC)1048927955 |
| dewey-full | 338.5 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 338 - Production |
| dewey-raw | 338.5 |
| dewey-search | 338.5 |
| dewey-sort | 3338.5 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| format | Electronic eBook |
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| id | ZDB-4-EBU-on1048927955 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-16T15:04:22Z |
| institution | BVB |
| isbn | 9780191582813 0191582816 |
| language | English |
| oclc_num | 1048927955 |
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| owner_facet | MAIN DE-863 DE-BY-FWS |
| physical | 1 online resource (205 pages). |
| psigel | ZDB-4-EBU |
| publishDate | 2014 |
| publishDateSearch | 2014 |
| publishDateSort | 2014 |
| publisher | OUP Oxford, |
| record_format | marc |
| series | Clarendon lectures in finance. |
| series2 | Clarendon Lectures in Finance. |
| spelling | Shin, Hyun Song. Risk and Liquidity. Oxford : OUP Oxford, 2014. 1 online resource (205 pages). text txt rdacontent computer c rdamedia online resource cr rdacarrier Clarendon Lectures in Finance. Print version record. Acknowledgments; List of Figures; List of Tables; 1. Nature of Financial Risk; 2. Value-at-Risk and Capital; 2.1 Portfolio Choice under VaR Constraint; 2.2 Upward-Sloping Demand Reactions; 2.3 Notes on Further Reading; 3. Boom and Bust Driven by Value-at-Risk; 3.1 General Equilibrium with Value-at-Risk; 3.2 Pricing of Risk and Credit Supply; 3.3 Long-Short Strategy Hedge Fund; 3.4 Hedge Fund with VaR Constraint; 3.5 Endogenous Risk; 3.6 Notes on Further Reading; 4. Dynamic Hedging; 4.1 Portfolio Insurance; 4.2 Delta Hedging; 4.3 Stock Market Crash of 1987. 5. Asset-Liability Management5.1 Review of Basic Concepts; 5.2 Example of a Pension Fund; 5.3 Example of Ivy College; 5.4 Prices as Signals for Investment; 6. Financial System; 6.1 Accounting Framework; 6.2 Realized Allocations; 6.3 Market Value of Debt; 7. Lending Booms; 7.1 Credit Risk Model; 7.2 Value-at-Risk and Lending; 7.3 Credit Boom; 7.4 Global Imbalances; 7.5 Foreign Holding of US Debt Securities; 7.6 Related Literature; 8. Case of Northern Rock; 8.1 Background; 8.2 Securitization Process; 8.3 The Run on Northern Rock; 8.4 Reassessing the Run on Northern Rock. 8.5 Implications for Financial Regulation9. Securitization and the Financial System; 9.1 Accounting Framework Revisited; 9.2 Boom Scenario; 9.3 Bust Scenario; 9.4 Prescriptions; 9.5 Size of Banking Sector; 10. A Fresh Start; References; Index; A; B; C; D; E; F; G; H; I; J; K; L; M; N; O; P; R; S; T; U; V; W; X; Y; Z. This book presents the Clarendon Lectures in Finance by one of the leading exponents of financial booms and crises. Hyun Song Shin's work has shed light on the recent global financial crisis and he has been a central figure in the policy debates. The paradox of the global financial crisis is that it erupted in an era when risk management was at the core of the management of the most sophisticated financial institutions. This book explains why. The severity of the crisis is explained by financial development that put marketable assets at the heart of the financial system, and the increased soph. Financial institutions Management. Financial risk management. Global Financial Crisis, 2008-2009. Risk. has work: Risk and liquidity (Text) https://id.oclc.org/worldcat/entity/E39PCFtftvJVFm6VVpCKQxdXJP https://id.oclc.org/worldcat/ontology/hasWork Print version: Shin, Hyun Song. Risk and Liquidity. Oxford : OUP Oxford, ©2014 9780199546367 Clarendon lectures in finance. http://id.loc.gov/authorities/names/no2007091434 FWS01 ZDB-4-EBU FWS_PDA_EBU https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=327522 Volltext |
| spellingShingle | Shin, Hyun Song Risk and Liquidity. Clarendon lectures in finance. Acknowledgments; List of Figures; List of Tables; 1. Nature of Financial Risk; 2. Value-at-Risk and Capital; 2.1 Portfolio Choice under VaR Constraint; 2.2 Upward-Sloping Demand Reactions; 2.3 Notes on Further Reading; 3. Boom and Bust Driven by Value-at-Risk; 3.1 General Equilibrium with Value-at-Risk; 3.2 Pricing of Risk and Credit Supply; 3.3 Long-Short Strategy Hedge Fund; 3.4 Hedge Fund with VaR Constraint; 3.5 Endogenous Risk; 3.6 Notes on Further Reading; 4. Dynamic Hedging; 4.1 Portfolio Insurance; 4.2 Delta Hedging; 4.3 Stock Market Crash of 1987. 5. Asset-Liability Management5.1 Review of Basic Concepts; 5.2 Example of a Pension Fund; 5.3 Example of Ivy College; 5.4 Prices as Signals for Investment; 6. Financial System; 6.1 Accounting Framework; 6.2 Realized Allocations; 6.3 Market Value of Debt; 7. Lending Booms; 7.1 Credit Risk Model; 7.2 Value-at-Risk and Lending; 7.3 Credit Boom; 7.4 Global Imbalances; 7.5 Foreign Holding of US Debt Securities; 7.6 Related Literature; 8. Case of Northern Rock; 8.1 Background; 8.2 Securitization Process; 8.3 The Run on Northern Rock; 8.4 Reassessing the Run on Northern Rock. 8.5 Implications for Financial Regulation9. Securitization and the Financial System; 9.1 Accounting Framework Revisited; 9.2 Boom Scenario; 9.3 Bust Scenario; 9.4 Prescriptions; 9.5 Size of Banking Sector; 10. A Fresh Start; References; Index; A; B; C; D; E; F; G; H; I; J; K; L; M; N; O; P; R; S; T; U; V; W; X; Y; Z. Financial institutions Management. Financial risk management. Global Financial Crisis, 2008-2009. Risk. |
| title | Risk and Liquidity. |
| title_auth | Risk and Liquidity. |
| title_exact_search | Risk and Liquidity. |
| title_full | Risk and Liquidity. |
| title_fullStr | Risk and Liquidity. |
| title_full_unstemmed | Risk and Liquidity. |
| title_short | Risk and Liquidity. |
| title_sort | risk and liquidity |
| topic | Financial institutions Management. Financial risk management. Global Financial Crisis, 2008-2009. Risk. |
| topic_facet | Financial institutions Management. Financial risk management. Global Financial Crisis, 2008-2009. Risk. |
| url | https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=327522 |
| work_keys_str_mv | AT shinhyunsong riskandliquidity |