2007 Riskbooks

Hedge funds are one of the most dynamic, and important, players in the financial services industry and command worldwide attention. This primer, authored by a leading financial services industry participant, sets out the context of ...

2007 Riskbooks

The discipline of operational risk is at a crossroads. Common questions currently asked include: How does the discipline add value to my organisation? What does the advanced measurement approach's modelling techniques say about the op ...

2007 Riskbooks

Which risk metric is right for your business? How do you compare two projects with differing risk/return profiles? And, which hedging ratio is appropriate? This guide to implementation describes in stylised terms the path travelled ...

2007 Riskbooks

An increasing number of institutions in both developed and developing markets are adopting quantitative risk models for both competitive and regulatory reasons. For market risk, such models are based on value-at-risk (VaR) techniques. VaR is ...

2007 Riskbooks

This new user-friendly book will help the reader to quickly get to grips with risk management terms and techniques and how they relate specifically to the insurance industry. It also demonstrates how Solvency II is ...

2007 Riskbooks

The most notable change is the opportunity to trade volatility, there are now volatility, corridor and covariance swaps as well as gamma and correlation trades available. The market for these contracts is expected to grow ...

2007 Riskbooks

Documenting best practice and keeping mathematical formulae to a minimum, this guide provides a straightforward set of rules and all the tools and techniques you will need to construct an equity index. With over 20 ...

2007 Riskbooks

Building on the solid foundation of the first two bestselling editions, this significantly extended third edition updates previous content and incorporates three new chapters. Expanding on the comprehensive treatment of alternative portfolio construction techniques and ...

2007 Riskbooks

This is the only multi-contributor book on commodity investment offering a breadth of opinions for sophisticated investors. It looks at commodity investment from the following perspectives: the investor, the active manager, the commodity index provider, ...

2007 Riskbooks

Scandizzo highlights the requisite set of skills and competences that a successful operational risk manager must possess and discusses the key requirements of the role, such as how to: write an operational risk policy; develop ...

2007 Riskbooks

The expertise, background, tools and methods needed to successfully implement a risk architecture are different to those required to deploy other financial systems such as accounting packages. This book provides you with both the functional ...

2006 Riskbooks

This work includes new chapters and topics, such as the asset classes required under Pillar 1, the new required elements for capital adequacy and the minimum capital requirements for securitization and operational risk, credit risk ...

2006 Riskbooks

This work evaluates four key topics from a critical perspective: benchmarking and performance measurement; risk management; portfolio management; and asset allocation. Written by leading finance academics, industry commentators and practitioners. The independence of their views ...

2006 Riskbooks

Capital adequacy allocation is not yet a legal requirement for hedge funds, but given the increase in global investigations, the high failure rate and lack of consistent benchmarking standards, the idea of financial reserves and ...

2006 Riskbooks

Focusing on internal business unit performance, this in-depth practitioner guide addresses both traditional and risk-adjusted performance measures in financial institutions, providing you with the tools to implement a ‘balanced scorecard’ approach to performance measurement.

2006 Riskbooks

Compiled by a professor of mathematical finance, Marcello Minenna, this extensive manual will enable the reader to: understand the models adopted by the financial markets; evaluate the practical application of these models; implement the models ...

2006 Riskbooks

In the spirit of enterprise risk management, the reader will benefit from an integral treatment of the three pillars of internal performance measurement in a financial institution: Funds transfer pricing; Economic capital; and Expense allocation. ...

2006 Riskbooks

As a unique implementation guide covering the entire spectrum of credit risk management, this book will assist you with your credit risk policy and help you to facilitate the establishment of risk processes and procedures. ...

2006 Riskbooks

The focus is on the three major elements embedded into the directive. The reader will gain insights into how the key aspects of this regulatory change affect them, these are: Multilateral trading facilities, Internalisation, and ...

2006 Riskbooks

The reader is given examples of the most frequently used methods in both market and credit risk, the pitfalls they depend upon and an analysis of possible solutions. An in-depth understanding of the methods to ...