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risk analysis and risk management in banks

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Leo  Melamed The CME Group Risk Management Handbook. Products and Applications risk analysis and risk management in banks Leo  Melamed The CME Group Risk Management Handbook. Products and Applications risk analysis and risk management in banks

Leo Melamed The CME Group Risk Management Handbook. Products and Applications

Praise for The CME Group Risk Management Handbook «Wow! The CME Group Risk Management Handbook is a 'ten strike' and long overdue. A must-read and reference for the risk management industry!» —Jack Sandner, retired chairman of CME Group, member of the Executive Committee «This is a powerful book for its integration of futures and options markets with an understanding of the whole economy. It is an eye-opener to see how central these markets are to our economic lives.» —Robert J. Shiller, Okun Professor of Economics, Yale University; Chief Economist, MacroMarkets LLC «Risk management is essential to successful investing, and The CME Group Risk Management Handbook provides the essentials for understanding risk management. In the wake of the financial turmoil of the last few years, managing risk should be part of any investment program. Among the key elements of risk management are stock index, bond, currency, and commodity futures as well as a growing number of futures, options, swaps, and other financial instruments built on indices tracking housing prices, weather conditions, and the economy. The CME Group Risk Management Handbook offers a comprehensive guide for using all of these to better manage financial risks.» —David M. Blitzer, PhD, Managing Director and Chairman of the Index Committee, S&P Indices «Dare we ignore the advice of a financial institution, the largest of its kind in the world, that navigated the recent financial crisis without the aid of a single TARP dollar or access to the Fed's cheap loans? For CME Group, risk management has meant risk minimization as it enters its 151st year of life and its 85th year of central counterparty clearing without a single trading debt unpaid. It has been, and continues to be, a leader by example.» —Philip McBride Johnson, former CFTC chairman «For the first time, a comprehensive handbook outlining the futures market in today's world is available. The CME Group Risk Management Handbook covers futures basics for the novice trader, while the veterans will benefit from an in-depth look at options and hedging. This handbook is a necessity for any professional, investor, or other market participant seeking to manage risk in the perpetually changing futures market.» —H. Jack Bouroudjian, CEO, Index Futures Group

Frank Fabozzi J. Introduction to Fixed Income Analytics. Relative Value Analysis, Risk Measures and Valuation risk analysis and risk management in banks Frank Fabozzi J. Introduction to Fixed Income Analytics. Relative Value Analysis, Risk Measures and Valuation risk analysis and risk management in banks

Frank Fabozzi J. Introduction to Fixed Income Analytics. Relative Value Analysis, Risk Measures and Valuation

A comprehensive introduction to the key concepts of fixed income analytics The First Edition of Introduction to Fixed Income Analytics skillfully covered the fundamentals of this discipline and was the first book to feature Bloomberg screens in examples and illustrations. Since publication over eight years ago, the markets have experienced cathartic change. That's why authors Frank Fabozzi and Steven Mann have returned with a fully updated Second Edition. This reliable resource reflects current economic conditions, and offers additional chapters on relative value analysis, value-at-risk measures and information on instruments like TIPS (treasury inflation protected securities). Offers insights into value-at-risk, relative value measures, convertible bond analysis, and much more Includes updated charts and descriptions using Bloomberg screens Covers important analytical concepts used by portfolio managers Understanding fixed-income analytics is essential in today's dynamic financial environment. The Second Edition of Introduction to Fixed Income Analytics will help you build a solid foundation in this field.

Aron  Gottesman Understanding Systemic Risk in Global Financial Markets risk analysis and risk management in banks Aron  Gottesman Understanding Systemic Risk in Global Financial Markets risk analysis and risk management in banks

Aron Gottesman Understanding Systemic Risk in Global Financial Markets

An accessible and detailed overview of the risks posed by financial institutions Understanding Systemic Risk in Global Financial Markets offers an accessible yet detailed overview of the risks to financial stability posed by financial institutions designated as systemically important. The types of firms covered are primarily systemically important banks, non-banks, and financial market utilities such as central counterparties. Written by Aron Gottesman and Michael Leibrock, experts on the topic of systemic risk, this vital resource puts the spotlight on coherency, practitioner relevance, conceptual explanations, and practical exposition. Step by step, the authors explore the specific regulations enacted before and after the credit crisis of 2007-2009 to promote financial stability. The text also examines the criteria used by financial regulators to designate firms as systemically important. The quantitative and qualitative methods to measure the ongoing risks posed by systemically important financial institutions are surveyed. A review of the regulations that identify systemically important financial institutions The tools to use to detect early warning indications of default A review of historical systemic events their common causes Techniques to measure interconnectedness Approaches for ranking the order the institutions which pose the greatest degree of default risk to the industry Understanding Systemic Risk in Global Financial Markets offers a must-have guide to the fundamentals of systemic risk and the key critical policies that work to reduce systemic risk and promoting financial stability.

Michael  Toma The Risk of Trading. Mastering the Most Important Element in Financial Speculation risk analysis and risk management in banks Michael  Toma The Risk of Trading. Mastering the Most Important Element in Financial Speculation risk analysis and risk management in banks

Michael Toma The Risk of Trading. Mastering the Most Important Element in Financial Speculation

Develop the skills to manage risk in the high-stakes world of financial speculation The Risk of Trading is a practical resource that takes an in-depth look at one of the most challenging factors of trading—risk management. The book puts a magnifying glass on the issue of risk, something that every trader needs to understand in order to be successful. Most traders look at risk in terms of a «stop-loss» that enables them to exit a losing trade quickly. In The Risk of Trading, Michael Toma explains that risk is ever-present in every aspect of trading and advocates that traders adopt a more comprehensive view of risk that encompasses the strategic trading plan, account size, drawdowns, maximum possible losses, psychological capital, and crisis management. Shows how to conduct a detailed statistical analysis of an individual's trading methodology through back-testing and real-time results so as to identify when the methodology may be breaking down in actual trading Reveals why traders should think of themselves as project managers who are strategically managing risk The book is based on the author's unique 'focus on the risk' approach to trading using data-driven risk statistical analytics Using this book as a guide, traders can operate more as business managers and learn how to avoid market-busting losses while achieving consistently good results.

Antonio  Castagna Measuring and Managing Liquidity Risk risk analysis and risk management in banks Antonio  Castagna Measuring and Managing Liquidity Risk risk analysis and risk management in banks

Antonio Castagna Measuring and Managing Liquidity Risk

A fully up-to-date, cutting-edge guide to the measurement and management of liquidity risk Written for front and middle office risk management and quantitative practitioners, this book provides the ground-level knowledge, tools, and techniques for effective liquidity risk management. Highly practical, though thoroughly grounded in theory, the book begins with the basics of liquidity risks and, using examples pulled from the recent financial crisis, how they manifest themselves in financial institutions. The book then goes on to look at tools which can be used to measure liquidity risk, discussing risk monitoring and the different models used, notably financial variables models, credit variables models, and behavioural variables models, and then at managing these risks. As well as looking at the tools necessary for effective measurement and management, the book also looks at and discusses current regulation and the implication of new Basel regulations on management procedures and tools.

J. Aikman S. When Prime Brokers Fail. The Unheeded Risk to Hedge Funds, Banks, and the Financial Industry risk analysis and risk management in banks J. Aikman S. When Prime Brokers Fail. The Unheeded Risk to Hedge Funds, Banks, and the Financial Industry risk analysis and risk management in banks

J. Aikman S. When Prime Brokers Fail. The Unheeded Risk to Hedge Funds, Banks, and the Financial Industry

An informative primer on the new landscape of leading prime brokers Before the recent financial crisis, both regulators and market participants disregarded the complex and dangerous nature of the relationship between prime brokers (the banks) and their clients (the funds). In When Prime Brokers Fail, J. S. Aikman examines the convoluted structure of this relationship, the main participants, and the impact of the near collapse of prime brokerages on the financial world. Filled with in-depth insights and expert advice, When Prime Brokers Fail takes a close look at the unheeded risks of prime finance and lays out the steps required for managers to protect their funds and bankers to protect their brokerages. Examines the challenges, trends, and risks within the prime brokerage space Discusses the structural adjustments firms will need to make to avoid similar disasters Analyzes the complex relationship between hedge funds and their brokerages and the risks that multiply in extraordinary markets Covers new ways to manage an inherently risky business and the regulations that may soon be introduced into this arena Engaging and informative, this timely book details the intricacies and interdependencies of prime brokerages and the role that these operations play in our increasingly dynamic financial system.

Michael  Rees Business Risk and Simulation Modelling in Practice. Using Excel, VBA and @RISK risk analysis and risk management in banks Michael  Rees Business Risk and Simulation Modelling in Practice. Using Excel, VBA and @RISK risk analysis and risk management in banks

Michael Rees Business Risk and Simulation Modelling in Practice. Using Excel, VBA and @RISK

The complete guide to the principles and practice of risk quantification for business applications. The assessment and quantification of risk provide an indispensable part of robust decision-making; to be effective, many professionals need a firm grasp of both the fundamental concepts and of the tools of the trade. Business Risk and Simulation Modelling in Practice is a comprehensive, in–depth, and practical guide that aims to help business risk managers, modelling analysts and general management to understand, conduct and use quantitative risk assessment and uncertainty modelling in their own situations. Key content areas include: Detailed descriptions of risk assessment processes, their objectives and uses, possible approaches to risk quantification, and their associated decision-benefits and organisational challenges. Principles and techniques in the design of risk models, including the similarities and differences with traditional financial models, and the enhancements that risk modelling can provide. In depth coverage of the principles and concepts in simulation methods, the statistical measurement of risk, the use and selection of probability distributions, the creation of dependency relationships, the alignment of risk modelling activities with general risk assessment processes, and a range of Excel modelling techniques. The implementation of simulation techniques using both Excel/VBA macros and the @RISK Excel add-in. Each platform may be appropriate depending on the context, whereas the core modelling concepts and risk assessment contexts are largely the same in each case. Some additional features and key benefits of using @RISK are also covered. Business Risk and Simulation Modelling in Practice reflects the author′s many years in training and consultancy in these areas. It provides clear and complete guidance, enhanced with an expert perspective. It uses approximately one hundred practical and real-life models to demonstrate all key concepts and techniques; these are accessible on the companion website.

Daniel  Rosch Credit Securitisations and Derivatives. Challenges for the Global Markets risk analysis and risk management in banks Daniel  Rosch Credit Securitisations and Derivatives. Challenges for the Global Markets risk analysis and risk management in banks

Daniel Rosch Credit Securitisations and Derivatives. Challenges for the Global Markets

A comprehensive resource providing extensive coverage of the state of the art in credit secruritisations, derivatives, and risk management Credit Securitisations and Derivatives is a one-stop resource presenting the very latest thinking and developments in the field of credit risk. Written by leading thinkers from academia, the industry, and the regulatory environment, the book tackles areas such as business cycles; correlation modelling and interactions between financial markets, institutions, and instruments in relation to securitisations and credit derivatives; credit portfolio risk; credit portfolio risk tranching; credit ratings for securitisations; counterparty credit risk and clearing of derivatives contracts and liquidity risk. As well as a thorough analysis of the existing models used in the industry, the book will also draw on real life cases to illustrate model performance under different parameters and the impact that using the wrong risk measures can have.

Karen Hardy Enterprise Risk Management risk analysis and risk management in banks Karen Hardy Enterprise Risk Management risk analysis and risk management in banks

Karen Hardy Enterprise Risk Management

Don't squander your most valuable resource! Collectively, your workers are your company's most important and most valuable asset. To make the most of this asset, nothing beats quantitative performance and investment measurement. Learning and Development is an 80 billion-dollar industry, and every valuable employee represents a sizable investment on the part of your company. To keep your business moving forward, effective management of human capital is crucial. It generates plenty of data, and deep analysis of this data helps you provide feedback and make adjustments to capitalize on the combined knowledge, skills, and creativity of your workers. Developing Human Capital: Using Analytics to Plan and Optimize Your Learning and Development Investments provides a guidebook for collecting, organizing, and analyzing the data surrounding human capital so you can make the most of your employees' potential. Use predictive analysis to optimize human capital investments Learn effective study design and alignment Get the tools you need for measurement, surveys, and analysis Decide what to measure and how to measure it Outline your company's current and future analytics technology needs Map data sources, and overcome barriers to data collection Authors Gene Pease, Bonnie Beresford, and Lew Walker provide case studies in which major companies applied human capital analytics to guide people decisions, and expand upon the role of analytics in Learning and Development. Developing Human Capital: Using Analytics to Plan and Optimize Your Learning and Development Investments is an essential guide to 21st century human resources and management practices, and can keep you from squandering your company's most valuable resource.

Andrew  Waxman Rogues of Wall Street. How to Manage Risk in the Cognitive Era risk analysis and risk management in banks Andrew  Waxman Rogues of Wall Street. How to Manage Risk in the Cognitive Era risk analysis and risk management in banks

Andrew Waxman Rogues of Wall Street. How to Manage Risk in the Cognitive Era

Reduce or prevent risk failure losses with new and emerging technologies Rogues of Wall Street analyzes the recent risk failures and errors that have overwhelmed Wall Street for the past decade. Written by a veteran risk, compliance, and governance specialist, this book helps bank leaders and consultants identify the tools they need to effectively manage operational risk. Citing different types of risk events such as: Rogue and Insider Trading, cyber security, AML, the Mortgage Crisis, and other major events, chapters in the first half of the book detail each operational risk type along with its causative and contributing factors. The second half of the book takes an overarching approach to the tools and solutions available to financial institutions to manage such events in the future. From technology, to culture, to governance, and more, this book does more than simply identify the problem—it provides real-world solutions with actionable insight. Expert discussion identifies the tools financial institutions have at their disposal, and how these tools can be leveraged to create an environment in which catastrophic events are prevented or mitigated. In-depth insight from an industry specialist provides thought-provoking guidance for leaders seeking more effective risk management, and specifically addresses how to: Analyze major operational risk incidents and their underlying causes Investigate the tools that allow organizations to prevent and mitigate catastrophic events Learn how culture and governance can be optimized to support effective risk management Identify ways in which cognitive technologies could help your firm avoid losses Cognitive technologies have the potential to revolutionize the way business is done; eliminating the speed/cost/quality trade-off, these new and emerging tools are heralding the next leap in the evolution of risk management. Rogues of Wall Street shows you how bring these tools into your organization, and how they can contribute to your financial success.

Jon  Gregory Counterparty Credit Risk and Credit Value Adjustment. A Continuing Challenge for Global Financial Markets risk analysis and risk management in banks Jon  Gregory Counterparty Credit Risk and Credit Value Adjustment. A Continuing Challenge for Global Financial Markets risk analysis and risk management in banks

Jon Gregory Counterparty Credit Risk and Credit Value Adjustment. A Continuing Challenge for Global Financial Markets

A practical guide to counterparty risk management and credit value adjustment from a leading credit practitioner Please note that this second edition of Counterparty Credit Risk and Credit Value Adjustment has now been superseded by an updated version entitled The XVA Challenge: Counterparty Credit Risk, Funding, Collateral and Capital. Since the collapse of Lehman Brothers and the resultant realization of extensive counterparty risk across the global financial markets, the subject of counterparty risk has become an unavoidable issue for every financial institution. This book explains the emergence of counterparty risk and how financial institutions are developing capabilities for valuing it. It also covers portfolio management and hedging of credit value adjustment, debit value adjustment, and wrong-way counterparty risks. In addition, the book addresses the design and benefits of central clearing, a recent development in attempts to control the rapid growth of counterparty risk. This uniquely practical resource serves as an invaluable guide for market practitioners, policy makers, academics, and students.

Hossein Kazemi The New Science of Asset Allocation. Risk Management in a Multi-Asset World risk analysis and risk management in banks Hossein Kazemi The New Science of Asset Allocation. Risk Management in a Multi-Asset World risk analysis and risk management in banks

Hossein Kazemi The New Science of Asset Allocation. Risk Management in a Multi-Asset World

A feasible asset allocation framework for the post 2008 financial world Asset allocation has long been a cornerstone of prudent investment management; however, traditional allocation plans failed investors miserably in 2008. Asset allocation still remains an essential part of the investment arena, and through a new approach, you'll discover how to make it work. In The New Science of Asset Allocation, authors Thomas Schneeweis, Garry Crowder, and Hossein Kazemi first explore the myths that plague this field then quickly move on to examine how the practice of asset allocation has failed in recent years. They then propose new allocation models that employ liquidity, transparency, and real risk controls across multiple asset classes. Outlines a new approach to asset allocation in a post-2008 world, where risk seems hidden The «great manager» problem is examined with solutions on how to capture manager alpha while limiting downside risk A complete case study is presented that allocates for beta and alpha Written by an experienced team of industry leaders and academic experts, The New Science of Asset Allocation explains how you can effectively apply this approach to a financial world that continues to change.

Adrian  Docherty Better Banking. Understanding and Addressing the Failures in Risk Management, Governance and Regulation risk analysis and risk management in banks Adrian  Docherty Better Banking. Understanding and Addressing the Failures in Risk Management, Governance and Regulation risk analysis and risk management in banks

Adrian Docherty Better Banking. Understanding and Addressing the Failures in Risk Management, Governance and Regulation

Why did the financial crisis happen? Why did no one see it coming? And how did our banks lose so much of our money? What's being done to sort out the banking industry? And will it work? These are the questions that industry experts Adrian Docherty and Franck Viort cover in Better Banking: Understanding and Addressing the Failures in Risk Management, Governance and Regulation. They give a clear and thorough run-through of some of the key concepts and developments in banking, to enable the reader to understand better this vital yet perilous industry. Without excessive detail or jargon, they explain the most important issues in risk management, regulation and governance and build a comprehensive description of how failings in these areas resulted in the current financial crisis. In order to make the diagnosis clear, the authors illustrate their descriptions with a series of informative case studies. The book revolves around a critique of the current regulatory developments, which the authors feel will be ineffective in fixing the structural flaws in banking. Crucially, and as the title of the book suggests, they set out their own series of proposals to contribute to the development of a better, safer and more effective banking industry. Docherty and Viort's book fills an important gap in the literature on banking and its role in the current financial crisis. It is at once a history, a primer, a critique and a manifesto. It does not take sides but works through a constructive diagnosis towards ideas that could lead to major improvements in the quality and stability of the financial world. Better Banking: Understanding and Addressing the Failures in Risk Management, Governance and Regulation is a technical yet accessible book that seeks to engage interested readers of all kinds – students, professionals, bankers and regulators but also politicians and the broader audience of citizens outside the banking industry, who are keen to inform themselves and understand what needs to be done to avoid a repeat of this crisis.

Michael  McMillan Investments. Principles of Portfolio and Equity Analysis risk analysis and risk management in banks Michael  McMillan Investments. Principles of Portfolio and Equity Analysis risk analysis and risk management in banks

Michael McMillan Investments. Principles of Portfolio and Equity Analysis

A comprehensive guide to investment analysis and portfolio management by an expert team from the CFA Institute In a world of specialization, no other profession likely requires such broad, yet in-depth knowledge than that of financial analyst. Financial analysts must not only possess a broad understanding of the financial markets-including structure, organization, efficiency, portfolio management, risk and return, and planning and construction-but they must also have a strong sense of how to evaluate industries and companies prior to engaging in an analysis of a specific stock. Investments: Principles of Portfolio and Equity Analysis provides the broad-based knowledge professionals and students of the markets need to manage money and maximize return. The book Details market structure and functions, market anomalies, secondary market basics, and regulation Describes investment assets and asset classes, types of positions and orders, as well as forecasting methodologies Discusses return and risk characteristics, portfolio diversification and management, the basics of both technical analysis and major technical indicators, and much more A companion Workbook, which includes learning outcomes, summary overviews, and problems and solutions sections is available and sold separately Investments provides readers unparalleled access to the best in professional quality information on investment analysis and portfolio management.

Joel McPhee E. Mastering Strategic Risk. A Framework for Leading and Transforming Organizations risk analysis and risk management in banks Joel McPhee E. Mastering Strategic Risk. A Framework for Leading and Transforming Organizations risk analysis and risk management in banks

Joel McPhee E. Mastering Strategic Risk. A Framework for Leading and Transforming Organizations

The modern business climate demands a new risk management strategy Mastering Strategic Risk: A Framework for Leading and Transforming Organizations is a comprehensive guide to redesigning organizational systems to better manage the risks and complexities of the modern world. Based on the notion of «Create, Facilitate, and Support,» the book provides a roadmap to ensuring optimum performance in even the most challenging circumstances. Whether applied to a system or an entire organization, the ideas presented can help unlock a business's potential and ensure a sustainable advantage. Modern business leaders face unprecedented challenges, and risk management has become a strategic priority. Traditional management frameworks are outdated, and cannot be re-tooled to effectively account for the demands and complexities of the 21st century. Instead of adjusting old, ineffective models, businesses are better served by implementing an entirely new model custom-built to lead organizations through today's business environment. Mastering Strategic Risk describes this brand new framework, and provides the tools and background leaders need to remain effective in this new age. Topics include: The three forces behind customer behavior, competitive advantage, and a culture of discipline New major change agents that drive complexity and intensity Tools that help identify and mitigate the biggest risks to operations A new HR model to drive peak performance and galvanize employees The book contains well-known real-world examples from Wachovia, Toyota, World-Com, and Citrix, that illustrate key concepts within the new framework and demonstrate the core elements of modern risk management. For the savvy leader looking to push an organization to the next level, Mastering Strategic Risk: A Framework for Leading and Transforming Organizations provides a brand new model for effective management.

Charles Tapiero S. Risk Finance and Asset Pricing. Value, Measurements, and Markets risk analysis and risk management in banks Charles Tapiero S. Risk Finance and Asset Pricing. Value, Measurements, and Markets risk analysis and risk management in banks

Charles Tapiero S. Risk Finance and Asset Pricing. Value, Measurements, and Markets

A comprehensive guide to financial engineering that stresses real-world applications Financial engineering expert Charles S. Tapiero has his finger on the pulse of shifts coming to financial engineering and its applications. With an eye toward the future, he has crafted a comprehensive and accessible book for practitioners and students of Financial Engineering that emphasizes an intuitive approach to financial and quantitative foundations in financial and risk engineering. The book covers the theory from a practitioner perspective and applies it to a variety of real-world problems. Examines the cornerstone of the explosive growth in markets worldwide Presents important financial engineering techniques to price, hedge, and manage risks in general Author heads the largest financial engineering program in the world Author Charles Tapiero wrote the seminal work Risk and Financial Management.

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