Financial Risk Management: Identification, Measurement and Management

✍ Scribed by Francisco Javier Población García (auth.)

Publisher: Palgrave Macmillan
Year: 2017
Tongue: English
Leaves: 423
Edition: 1
Category: Library

No coin nor oath required. For personal study only.

✦ Synopsis

This book provides a quantitative overview of corporate risk management for both financial and non-financial organisations. It systematically explores a range of important risks, including interest rate risk, equity risk, commodity price risk, credit risk management, counterparty risk, operational risk, liquidity risk, market risk, derivative credit risk and country risk. Chapters also provide comprehensive and accessible analysis of risk-related phenomena and the corporate strategies employed to minimise the impacts of risk in each case. Chapters begin with an explanation of basic concepts and terminology, before going on to present quantitative examples and qualitative discussion sections. The author leverages his lifetime’s experience of working in risk management to offer this clear and empirical guide for scholars and practitioners researching financial stability.

✦ Table of Contents

Front Matter....Pages i-xxvi
Front Matter....Pages 1-1
Introduction....Pages 3-15
Risk Quantification....Pages 17-38
Front Matter....Pages 39-39
One-Dimensional Market Risk; Equity Risk....Pages 41-73
Multidimensional Market Risk....Pages 75-99
Interest Rate Risk....Pages 101-134
Exchange Rate Risk....Pages 135-153
Price Risk in Commodities....Pages 155-169
Market Risk Hedging....Pages 171-198
Front Matter....Pages 199-199
Credit Risk: Measurement....Pages 201-234
Credit Risk: Validation....Pages 235-248
Credit Risk Management....Pages 249-263
Derivative Credit Risk (Counterparty Risk)....Pages 265-273
Front Matter....Pages 275-275
Operational Risk....Pages 277-292
Liquidity Risk....Pages 293-303
Country Risk....Pages 305-319
Front Matter....Pages 321-321
The CAPM....Pages 323-344
The WACC....Pages 345-351
Conclusions....Pages 353-358
Back Matter....Pages 359-417

✦ Subjects

Risk Management

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