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Titlebook: Risk Management: The State of the Art; Stephen Figlewski,Richard M. Levich Book 2002 Springer Science+Business Media New York 2002 Credit

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發(fā)表于 2025-3-21 16:22:29 | 只看該作者 |倒序?yàn)g覽 |閱讀模式
書(shū)目名稱(chēng)Risk Management: The State of the Art
編輯Stephen Figlewski,Richard M. Levich
視頻videohttp://file.papertrans.cn/831/830702/830702.mp4
叢書(shū)名稱(chēng)The New York University Salomon Center Series on Financial Markets and Institutions
圖書(shū)封面Titlebook: Risk Management: The State of the Art; Stephen Figlewski,Richard M. Levich Book 2002 Springer Science+Business Media New York 2002 Credit
描述Very often, we associate the dawn of modern financial theorywith Harry Markowitz who in the 1950s introduced the formalmathematics of probability theory to the problem of managing risk inan asset portfolio.The 1970s saw the advent of formal models forpricing options and other derivative contracts, whose primary purposewas also financial risk management and hedging.But events in the1990s made it clear that effective risk management is a criticalelement for success, and indeed, for long term survival, not only forfinancial institutions, but also for industrial firms, and even fornonprofit organizations and governmental bodies. These recent eventsvividly show that the world is filled with all manner of risks, and sorisk management must extend far beyond the use of standard derivativeinstruments in routine hedging applications. .The articles in this volume cover two broad themes. One themeemphasizes methods for identifying, modeling, and hedging specifictypes of financial and business risks. Articles in this categoryconsider the technology of risk measurement, such as Value at Risk andextreme value theory; new classes of risk, such as liquidity risk; newfinancial instruments and market
出版日期Book 2002
關(guān)鍵詞Credit Derivatives; Credit Risk; Financial Risk Management; Hedging; Risk Management; Risk Measurement; bu
版次1
doihttps://doi.org/10.1007/978-1-4615-0791-8
isbn_softcover978-1-4613-5241-9
isbn_ebook978-1-4615-0791-8Series ISSN 1387-6899
issn_series 1387-6899
copyrightSpringer Science+Business Media New York 2002
The information of publication is updating

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發(fā)表于 2025-3-21 20:34:05 | 只看該作者
Book 2002ry to the problem of managing risk inan asset portfolio.The 1970s saw the advent of formal models forpricing options and other derivative contracts, whose primary purposewas also financial risk management and hedging.But events in the1990s made it clear that effective risk management is a criticalel
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地板
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Industrial Risk Management with Weather Derivativeslustrate the role of weather derivatives in managing profit fluctuations. I also discuss the role of market makers in the weather derivatives market, and contrast this with the service provided by intermediaries in other, more conventional derivative markets.
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Measuring Credit Risk: The Credit Migration Approach Extended for Credit Derivativesn a similar fashion as for market risk. It is the distance from the mean of the percentile of the forward distribution, at the desired confidence level. (This definition of CVaR applies to all credit models, and is independent of the underlying theoretical framework.)
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發(fā)表于 2025-3-22 21:43:18 | 只看該作者
Payment and Settlement Risks in International Financial Marketse system which the Federal Reserve operates, and the Clearing House Interbank Payments System (CHIPS), which is a private system operated by the New York Clearing House Association. Over three trillion dollars a day goes through those systems, so the amounts involved are quite significant.
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Credit Risk Capital: More than One Way to Guard a Guaranteel standards set in the 1988 Basle Accord.. The consultative paper, “A New Capital Adequacy Framework,” proposes to reclassify bank credits among the Accord’s original 0, 20, 50 and 100 percent risk buckets using external credit ratings to replace the Organization for Economic Cooperation and Develop
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