John Wiley & Sons, 2008. — 494 p. — (Market Risk Analysis, Vol. IV).
Value at Risk and Other Risk Metrics.
An Overview of Market Risk Assessment.
Risk Measurement in Banks.
Risk Measurement in Portfolio Management.
Risk Measurement in Large Corporations.
Downside and Quantile Risk Metrics.
Semi-Standard Deviation and Second Order Lower.
This is not a risk management textbook. A textbook would require more rigor and
detail than either you or I could stomach. There are already many excellent sources
available on risk management that meet that need. Nor is this a How-to-Risk-Manageto-
Success-in-Ten-Easy-Steps book. I don't believe that either risk management or
success is reducible to simplistic rules or...
Nigel Da Costa Lewis. Operational Risk with Excel and VBA: Applied Statistical Methods for Risk Management, John Wiley & Sons, 2004 - 288 pages.
Introduction to Operational Risk management and modeling.
What is Operational Risk?
The Regulatory Environment.
Why a statistical Approach to Operational Risk management?
First published 2000. Foundation Of Risk Management. Derivatives Basics Allan M. Malz. Measuring VolatilityKostas Giannopoulos. The Yield CurveP. K. Satish. Choosing Appropriate Var Model Parameters And Risk. Measurement Methods Ian Hawkins. Market Risk, Credit Risk And Operational Risk. Yield Curve Risk Factors: Domestic And Global. Contexts Wesley Phoa. mplementation Of A...
Techniques and strategies for managing corporate Risk.
The convergence of Insurance Risk management and Financial Risk management.
Insurance and Risk management.
The Growth of Derivatives markets.
The Intellectual climate.
Integrated Risk management.
Plan of the Book.
Risk and Utility:...
Wiley, 2009. — 360 p. — ISBN 978-0-470-41346-3.
"The recent global economic crisis has brought home the need for realistic operational risk management as an important element of an organization's survival strategy in turbulent times. In Risk Management in Finance Dr. Tarantino and his coauthors provide an operational risk framework for the twenty-first-century organization by...