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Risk Management and Regulation, Tobias Adrian


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Автор: Tobias Adrian
Название:  Risk Management and Regulation
ISBN: 9781484343913
Издательство: Mare Nostrum (Eurospan)
Классификация:




ISBN-10: 1484343913
Обложка/Формат: Paperback
Страницы: 53
Вес: 0.00 кг.
Дата издания: 30.10.2018
Серия: Departmental papers / policy papers
Язык: English
Иллюстрации: Col. figs, tables
Размер: 230
Читательская аудитория: Professional and scholarly
Ключевые слова: Monetary economics,Econometrics,Economic forecasting,Investment & securities
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Поставляется из: Англии
Описание: The evolution of risk management has resulted from the interplay of financial crises, risk management practices, and regulatory actions. In the 1970s, research lay the intellectual foundations for the risk management practices that were systematically implemented in the 1980s as bond trading revolutionized Wall Street. Quants developed dynamic hedging, Value-at-Risk, and credit risk models based on the insights of financial economics. In parallel, the Basel I framework created a level playing field among banks across countries. Following the 1987 stock market crash, the near failure of Salomon Brothers, and the failure of Drexel Burnham Lambert, in 1996 the Basel Committee on Banking Supervision published the Market Risk Amendment to the Basel I Capital Accord; the amendment went into effect in 1998. It led to a migration of bank risk management practices toward market risk regulations. The framework was further developed in the Basel II Accord, which, however, from the very beginning, was labeled as being procyclical due to the reliance of capital requirements on contemporaneous volatility estimates. Indeed, the failure to measure and manage risk adequately can be viewed as a key contributor to the 2008 global financial crisis. Subsequent innovations in risk management practices have been dominated by regulatory innovations, including capital and liquidity stress testing, macroprudential surcharges, resolution regimes, and countercyclical capital requirements.

Financial Institutions Management: A Risk Management Approach, 9th edition

Автор: Saunders
Название: Financial Institutions Management: A Risk Management Approach, 9th edition
ISBN: 1259922049 ISBN-13(EAN): 9781259922046
Издательство: McGraw-Hill
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Цена: 50330.00 T
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Описание: Focuses on managing return and risk in financial institutions. This book states that the risks faced by financial institutions managers and the methods and markets through which these risks are managed are becoming increasingly similar whether an institution is chartered as a commercial bank, a savings bank, or an insurance company.

Risk management and financial institutions, 4th ed

Автор: John C. Hull
Название: Risk management and financial institutions, 4th ed
ISBN: 1118955943 ISBN-13(EAN): 9781118955949
Издательство: Wiley
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Цена: 105600.00 T
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Описание: All Finance Professionals Need to Understand Risk Companies must take risks to survive and prosper, but deciding which risks are acceptable, which are not, and what action to take is the tricky part. To be successful, all finance professionals need a solid understanding of risk. Risk Management and Financial Institutions, written by one of the most respected authorities on financial risk management, is thorough, textbook–level instruction for all finance professionals, on all aspects of financial risk. Fully revised and updated, this top–selling book clarifies such complex topics as the diff erent types of financial institutions and how they are regulated, valuation and scenario analysis, credit risk, margin and collateral, volatility, and much more. You?ll find new coverage of timely subjects, such as central clearing, scenario analysis, enterprise risk management, and the latest regulatory issues and gain access to a supplementary website with additional software and helpful learning aids.try." JOURNAL OF MOLECULAR GRAPHICS AND MODELLING "One cannot generally do better than to try to find an appropriate article in the highly successful Reviews in Computational Chemistry. The basic philosophy of the editors seems to be to help the authors produce chapters that are complete, accurate, clear, and accessible to experimentalists (in particular) and other nonspecialists (in general)." JOURNAL OF THE AMERICAN CHEMICAL SOCIETY  find indispensable.ny ways to invest in residential income property Considerations for foreclosures, REOs, and probate sales What you need to know about property inspections and closings Advice on setting rental policies and finding trustworthy tenants The lowdown on recordkeeping, accounting, and taxes Ways to increase a property?s return Ten insider?s steps to real estate investing success , over 255 papers; and given more than 160 conference presentations.aluation.Olofsson is the author of Probability, Statistics, and Stochastic Processes, Second Edition, also published by Wiley.  ned to be used every day in the fast–paced veterinary setting Includes dosages for a wide range of species, including dogs, cats, exotic animals, and farm animals Provides a must–have reference for veterinarians and veterinary students se pathways can be individually assessed and compared to one another. The book describes both the strengths and limitations of the current molecular and atomistic modelling toolkit so that the professional interested in using these techniques can determine whether or not a given tool is appropriate for simulating the corrosion phenomenon at hand. The book also can serve as a reference for researchers seeking to build new research programs that will extend the current molecular modelling toolkit into exciting new directions. Molecular Modeling of Corrosion Processes features: Recent examples of applications of molecular modeling to corrosion phenomena throughout the text An introduction to mechanisms and models in corrosion science and engineering Methods such as kinetic Monte Carlo simulation, thermodynamic analysis, simulation of adsorption phenomena, statistical mechanics, and conventional transition state theory Presents current challenges and likely developments in this field for the future Various recent examples of applications of molecular modeling to corrosion phenomena are provided throughout the text. Some of these applications include the molecular dynamics of interfaces, dissolution mechanisms and dealloying, interrogating surface chemistry, properties of passive films, localized corrosion, the metal/metal oxide interface, hydrogen embrittlement, stress corrosion cracking, the modeling of corrosion inhibitors, and computational materials discovery. Christopher Taylor Ph.D. is a Senior Researcher in the Research and Innovation Group at DNV GL, and an Associate Research Professor in the Fontana Corrosion Center of The Ohio Stat

Energy risk

Автор: Pilipovic, Dragana
Название: Energy risk
ISBN: 0071485945 ISBN-13(EAN): 9780071485944
Издательство: McGraw-Hill
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Цена: 76630.00 T
Наличие на складе: Нет в наличии.
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The Latest Methods and Strategies for Successfully Trading and Managing Risk in Today's Volatile Energy Markets

The updated Second Edition of Energy Risk presents an authoritative overview of the contemporary energy trading arena, combining the lesson's from the last decade with proven methods and strategies required for valuing energy derivatives and managing risk in these ever volatile markets.

Written by renowned energy risk expert Dragana Pilipovic this revised classic examines market behavior, covering both quantitative analysis and trader-oriented insights. The book shows how to establish a modeling process that involves the key players_managers, traders, quantitative analysts, and engineers_and provides practical answers to energy trading and risk management questions.

The Second Edition of Energy Risk features:

  • Detailed coverage of the primary factors that influence energy risk
  • Techniques for building marked-to-market forward price curves, creating volatility matrices, and valuing complex options
  • Specific guidelines and tools for achieving risk goals
  • New to this edition: three new chapters on the emerging energy market and marked-to-market issues; new material on energy-specific models, seasonal effects, and the derivation of the mean-reverting price model; and more
Risk Management in Banking

Автор: Bessis Joel
Название: Risk Management in Banking
ISBN: 1118660218 ISBN-13(EAN): 9781118660218
Издательство: Wiley
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Цена: 44350.00 T
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Описание: The seminal guide to risk management, streamlined and updated Risk Management in Banking is a comprehensive reference for the risk management industry, covering all aspects of the field.

Risk Sharing, Risk Spreading and Efficient Regulation

Автор: T.V.S. Ramamohan Rao
Название: Risk Sharing, Risk Spreading and Efficient Regulation
ISBN: 8132234464 ISBN-13(EAN): 9788132234463
Издательство: Springer
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Цена: 74530.00 T
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Описание: The book provides an integrated approach to risk sharing, risk spreading and efficient regulation through principal agent models.

The Economics, Regulation, and Systemic Risk of Insurance Markets

Автор: Hufeld Felix, Koijen Ralph S. J., Thimann Christian
Название: The Economics, Regulation, and Systemic Risk of Insurance Markets
ISBN: 0198788819 ISBN-13(EAN): 9780198788812
Издательство: Oxford Academ
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Цена: 92930.00 T
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Описание: The book brings together academics, regulators, and industry experts to provide a multifaceted array of research and perspectives on insurance, its role and functioning, and the potential systemic risk it could create.

The Future of Financial Regulation

Автор: Johan A. Lybeck
Название: The Future of Financial Regulation
ISBN: 1107106850 ISBN-13(EAN): 9781107106857
Издательство: Cambridge Academ
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Цена: 107710.00 T
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Описание: Johan A. Lybeck uses European and American case studies to review thirty bank resolutions from the last financial crisis and to outline the requirements for successful bank resolutions in the future. Via in-depth analysis of recent legislation, he emphasizes the need for taxpayer-funded bail-outs to create a viable banking system.

The Oxford handbook of financial regulation

Автор: Niamh Moloney, Eilis Ferran, Jennifer Payne
Название: The Oxford handbook of financial regulation
ISBN: 019968720X ISBN-13(EAN): 9780199687206
Издательство: Oxford Academ
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Цена: 176880.00 T
Наличие на складе: Нет в наличии.
Описание: The Oxford Handbook of Financial Regulation is the first comprehensive, state of the art survey of the nature and function of financial regulation. Written by an international team of leading scholars in the field, it takes a contextual and comparative approach to examine scholarly, policy, and regulatory developments in the past three decades.

Risk Adjustment, Risk Sharing and Premium Regulation in Health Insurance Markets

Автор: McGuire, Thomas
Название: Risk Adjustment, Risk Sharing and Premium Regulation in Health Insurance Markets
ISBN: 0128113251 ISBN-13(EAN): 9780128113257
Издательство: Elsevier Science
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Цена: 110030.00 T
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Описание: Risk Adjustment, Risk Sharing and Premium Regulation in Health Insurance Markets: Theory and Practice describes the goals, design and evaluation of health plan payment systems. . . Part I contains 5 chapters discussing the role of health plan payment in regulated health insurance markets, key aspects of payment design (i.e. risk adjustment, risk sharing and premium regulation), and evaluation methods using administrative data on medical spending. . . Part II contains 14 chapters describing the health plan payment system in 14 countries and sectors around the world, including Australia, Belgium, Chile, China, Columbia, Germany, Ireland, Israel, the Netherlands, Russia, Switzerland and the United States. Authors discuss the evolution of these payment schemes, along with ongoing reforms and key lessons on the design of health plan payment.

China`s Monetary Policy Regulation and Financial Risk Prevention

Автор: Hui Zhou
Название: China`s Monetary Policy Regulation and Financial Risk Prevention
ISBN: 3662525879 ISBN-13(EAN): 9783662525876
Издательство: Springer
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Цена: 93160.00 T
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Описание: This book utilizes an innovative approach combining qualitative and quantitative methods to investigate the correlations between monetary policy, economic growth, inflation and asset price volatility, explores the creation of financial risk prevention systems and reaches conclusions with both theoretical and practical value.

Competition and Stability in Banking: The Role of Regulation and Competition Policy

Автор: Vives Xavier
Название: Competition and Stability in Banking: The Role of Regulation and Competition Policy
ISBN: 0691171793 ISBN-13(EAN): 9780691171791
Издательство: Wiley
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Цена: 44350.00 T
Наличие на складе: Невозможна поставка.
Описание:

Does too much competition in banking hurt society? What policies can best protect and stabilize banking without stifling it? Institutional responses to such questions have evolved over time, from interventionist regulatory control after the Great Depression to the liberalization policies that started in the United States in the 1970s. The global financial crisis of 2007 09, which originated from an oversupply of credit, once again raised questions about excessive banking competition and what should be done about it. "Competition and Stability in Banking "addresses the critical relationships between competition, regulation, and stability, and the implications of coordinating banking regulations with competition policies.

Xavier Vives argues that while competition is not responsible for fragility in banking, there are trade-offs between competition and stability. Well-designed regulations would alleviate these trade-offs but not eliminate them, and the specificity of competition in banking should be accounted for. Vives argues that regulation and competition policy should be coordinated, with tighter prudential requirements in more competitive situations, but he also shows that supervisory and competition authorities should stand separate from each other, each pursuing its own objective. Vives reviews the theory and empirics of banking competition, drawing on up-to-date analysis that incorporates the characteristics of modern market-based banking, and he looks at regulation, competition policies, and crisis interventions in Europe, the United States, as well as emerging economies.

Focusing on why banking competition policies are necessary, "Competition and Stability in Banking "examines regulation's effect on the industry's efficiency and effectiveness."

Risk Management and Regulation in Banking

Автор: Dan Galai; David Ruthenberg; Marshall Sarnat; Ben
Название: Risk Management and Regulation in Banking
ISBN: 1461372925 ISBN-13(EAN): 9781461372929
Издательство: Springer
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Цена: 93160.00 T
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Описание: Over the last fifty years, increasingly sophisticated risk measurement and management techniques have revolutionized the field of finance. More recently, the globalization of financial markets and policy changes in the regulation of financial institutions have impacted upon how commercial banks manage risk.


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