Managing and measuring risk [electronic resource] : emerging global standards and regulation after the financial crisis / editors, Oliviero Roggi, Edward Altman.

Cover image for Managing and measuring risk [electronic resource] : emerging global standards and regulation after the financial crisis / editors, Oliviero Roggi, Edward Altman.

ISBN:

9789814417501

Title:

Managing and measuring risk [electronic resource] : emerging global standards and regulation after the financial crisis / editors, Oliviero Roggi, Edward Altman.

Author:

Roggi, Oliviero.

Publication Information:

Physical Description:

1 online resource.

Series:

World Scientific series in finance ; vol. 5

General Note:

Title from PDF title page (viewed on Apr. 23, 2013).

Contents:

Part A. The evolution of risk management -- part B. Sovereign and systemic risk -- part C. Liquidity -- part D. Risk management principles and strategies -- part E. Credit risk -- part F. Equity risk and market crashes.

Local Note:

eBooks on EBSCOhost

Subject Term:

Added Author:

Format:

Electronic Resources

Electronic Access:

Click here to view

Publication Date:

2013

Publication Information:

Available:*

Shelf Number	Material Type	Copy	Shelf Location	Status
658.155 23	1:E-BOOK	1	1:ONLINE	Searching... Unknown

Bound With These Titles

On Order

Summary

This edited volume presents the most recent achievements in risk measurement and management, as well as regulation of the financial industry, with contributions from prominent scholars and practitioners such as Robert Engle, 2003 Nobel Laureate in Economics, Viral Acharya, Torben Andersen, Zvi Bodie, Menachem Brenner, Aswath Damodaran, Marti Subrahmanyam, William Ziemba and others. The book provides a comprehensive overview of recent emerging standards in risk management from an interdisciplinary perspective. Individual chapters expound on the theme of standards setting in this era of financial crises where new and unseen global risks have emerged. They are organized in a such a way that allows the reader a broad perspective of the new emerging standards in macro, systemic and sovereign risk before zooming into the micro perspective of how risk is conceived and treated within a corporation. A section is dedicated to credit risk and to the increased importance of liquidity both in financial systems and at the firm's level.