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Wiley, 2008. — 290 p. — ISBN: 0470256982, 9780470256985. In the world we live in today, disasters occur on a daily basis. Could they have been prevented from occurring? If emergency response had been more effective, how much less destruction might they have caused? Will similar disasters happen again? Operational Risk Management: A Case Study Approach to Effective Planning and...
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Wiley – 2008, 384 pages ISBN: 0470167769, 9780470167762 Millions of Americans are unable to borrow from lending institutions largely because lenders do not have the proper credit information to prove an individual's willingness and ability to pay bills. An understanding of this fine line between credit access and credit risk is key to developing a new generation of models and...
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Palgrave Macmillan, 2018. — 321 p. — ISBN 3319704249. This book provides a concise and practical guidance on the implementation analysis of the new revised standards of the Basel Committee on Banking Supervision (BCBS) on the supervision of the international banking system. Based on publicly available data on default rates and realised loss-given-default rates, it provides an...
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Palgrave Macmillan, 2018. — 321 p. — ISBN 3319704249. This book provides a concise and practical guidance on the implementation analysis of the new revised standards of the Basel Committee on Banking Supervision (BCBS) on the supervision of the international banking system. Based on publicly available data on default rates and realised loss-given-default rates, it provides an...
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Palgrave Macmillan, 2008. — 220 p. — ISBN 978-0230553811. Financial institutions are increasingly providing Islamic financial contracts in global markets. As a result of this market growth there is a high demand to understand how to assess and manage the risks arising from applying Islamic financial products and services. Credit, operational, market and liquidity risks together...
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Elsevier Academic Press – 2006, 434 pages ISBN: 0120476827, 9780120476824 Written by leading academics and practitioners in the field of financial mathematics, the purpose of this book is to provide a unique combination of some of the most important and relevant theoretical and practical tools from which any advanced undergraduate and graduate student, professional quant and...
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Wiley, 2017. — 255 p. — ISBN 978-1119318965. Risk management solutions for today's high-speed investing environment Real-Time Risk is the first book to show regular, institutional, and quantitative investors how to navigate intraday threats and stay on-course. The FinTech revolution has brought massive changes to the way investing is done. Trading happens in microsecond time...
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Wiley, 2017. — 224 p. — ISBN 978-1119318965. Risk management solutions for today's high-speed investing environment Real-Time Risk is the first book to show regular, institutional, and quantitative investors how to navigate intraday threats and stay on-course. The FinTech revolution has brought massive changes to the way investing is done. Trading happens in microsecond time...
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  • 6,31 МБ
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John Wiley & Sons, 2008. The accompanying CD-ROM. Worked-out exercises from the book on Excel spreadsheets. Factor Models. Principal Component Analysis. Classical Models of Volatility and Correlation. Introduction to GARCH Models. Time Series Models and Cointegration. Introduction to Copulas. Advanced Econometric Models. Forecasting and Model Evaluation.
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Prmia Publications – 2005, 1301 pages ISBN: 0976609703, 9780976609704 As its title implies, this book is the Handbook for the Professional Risk Manager. It is for those professionals who seek to demonstrate their skills in the field of financial risk management and for those looking simply for an excellent reference source. With contributions from nearly 40 leading authors,...
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John Wiley & Sons, 2008. — 494 p. — (Market Risk Analysis, Vol. IV). Value at Risk and Other Risk Metrics. Introduction. 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. Partial...
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Butterworth-Heinemann, 2015. — 146 p. — ISBN: 0128022248, 9780128022245 Threat Assessment and Risk Analysis: An Applied Approach details the entire risk analysis process in accessible language, providing the tools and insight needed to effectively analyze risk and secure facilities in a broad range of industries and organizations. The book explores physical vulnerabilities in...
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Wiley-Blackwell - 2004, 312 pages. ISBN 0-631-22709-1. A step-by-step, real world guide to the use of Value at Risk (VaR) models, this text applies the VaR approach to the measurement of market risk, credit risk and operational risk. The book describes and critiques proprietary models, illustrating them with practical examples drawn from actual case studies. Explaining the...
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Wiley, 2013. — 579 p. — 2nd ed. — ISBN: 111817545X, 9781118175453 A top risk management practitioner addresses the essential aspects of modern financial risk management In the Second Edition of Financial Risk Management + Website, market risk expert Steve Allen offers an insider's view of this discipline and covers the strategies, principles, and measurement techniques...
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Cambridge University Press, 2012. — 292 p. — ISBN 978-0521139656. This book presents the theory and evidence on the effect of market liquidity and liquidity risk on asset prices and on overall securities market performance. Illiquidity means incurring a high transaction cost, which includes a large price impact when trading and facing a long time to unload a large position....
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Oxford Press, 2016. — 348 p. — ISBN B01N1N5IED. Following the recent financial crisis, regulators have been preoccupied with the concept of systemic risk in financial markets, believing that such risk could cause the markets that they oversee to implode. At the same time, they have demonstrated a certain inability to develop and implement comprehensive policies to address systemic...
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Cambridge University Press – 2010, 268 pages ISBN: 0521132150, 0521114241 At a time when corporate scandals and major financial failures dominate newspaper headlines, the importance of good risk management practices has never been more obvious. The absence or mismanagement of such practices can have devastating effects on exposed organizations and the wider economy (Barings...
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Wiley, 2013. — 384 p. — ISBN: 1118349466, 9781118349465 A comprehensive and accessible introduction to modern quantitative risk management. The business world is rife with risk and uncertainty, and risk management is a vitally important topic for managers. The best way to achieve a clear understanding of risk is to use quantitative tools and probability models. Written for...
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Oxford University Press, 2007. - 790 p. ISBN: 0199226407 Credit scoring aims to quantify the likelihood of a prospective borrower defaulting on payment over a specified period of time. The credit score is calculated using increasingly sophisticated statistical models, which vary considerably between individual cases. This clearly-written and comprehensive text covers the...
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Wiley, 2017. — 262 p. — ISBN 10 1119049296. For many adults under 40, 'debt' is a four-letter word-something that should be avoided but is all too often unavoidable. In The Value of Debt in Building Wealth, bestselling author Thomas J. Anderson encourages you to rethink that. You'll walk away from this book with an understanding of how you can use debt wisely to secure the...
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Springer, 2006. — 251 p. — ISBN 978-3540374480. Past cycles of sovereign lending and default suggest that debt crises will recur at some point. This book shows why investors should reckon with similar credit events in the future. Surveying the sovereign bond market, the author provides investors with a useful toolkit for analyzing sovereign bonds and foreseeing trends in the...
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Kogan Page, 2016. — 321 p. — ISBN 978 0 7494 7758 5. Risk management maturity measures how effectively an organization can identify and tackle the risks it faces. Without measuring or tracking this maturity, board members/leaders do not have the confidence that the risk management processes they are overseeing can deliver adequate protection from risk. Author Domenic Antonucci...
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Wiley, 2017. — 448 p. — ISBN: 978-1119308805. Actionable guidance and expert perspective for real-world cybersecurity. The Cyber Risk Handbook is the practitioner's guide to implementing, measuring and improving the counter-cyber capabilities of the modern enterprise. The first resource of its kind, this book provides authoritative guidance for real-world situations, and...
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2nd ed. — Wiley, 2015. — 368 p. — ISBN: 111909805X, 9781119098058 Gain a deeper understanding of the issues surrounding financial risk and regulation Foundations of Financial Risk details the various risks, regulations, and supervisory requirements institutions face in today's economic and regulatory environment. Written by the experts at the Global Association of Risk...
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Springer –2008, 220 pages ISBN: 3540786562, For his excellent monograph, David Ardia won the Chorafas prize 2008 at the University of Fribourg Switzerland. This book presents methodologies for the Bayesian estimation of GARCH models and their application to financial risk management. The study of these models from a Bayesian viewpoint is relatively recent and can be...
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Springer, 2015. — 315 p. — ISBN: 9783319142555, 9783319142562 This book is about the formulations, theoretical investigations, and practical applications of new stochastic models for fundamental concepts and operations of the discipline of risk management. It also examines how these models can be useful in the descriptions, measurements, evaluations, and treatments of risks...
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Hoboken: Wiley-ISTE, 2015. - 198p. Presents recent developments of probabilistic assessment of systems dependability based on stochastic models, including graph theory, finite state automaton and language theory, for both dynamic and hybrid contexts. Presents recent developments of probabilistic assessment of systems dependability based on stochastic models, including graph...
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Springer, 2018. — 169 p. — ISBN 3319723197. This book describes a maximally simple market risk model that is still practical and main risk measures like the value-at-risk and the expected shortfall. It outlines the model's (i) underlying math, (ii) daily operation, and (iii) implementation, while stripping away statistical overhead to keep the concepts accessible. The author...
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Wiley, 2012. — 220 p. — 2nd ed. — ISBN 9781119966975 Foundations of Risk Analysis presents the issues core to risk analysis – understanding what risk means, expressing risk, building risk models, addressing uncertainty, and applying probability models to real problems. The author provides the readers with the knowledge and basic thinking they require to successfully manage risk...
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Cambridge University Press, 2011. – 224 p. – ISBN: 0521760577, 9780521760577 Quantitative risk assessments cannot eliminate risk, nor can they resolve tradeoffs. They can, however, guide principled risk management and reduction - if the quality of assessment is high and decision makers understand how to use it. This book builds a unifying scientific framework for discussing and...
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Wiley, 2008. — 195 p. This book is about risk analysis – basic ideas, principles and methods. Both theory and practice are covered. A number of books exist presenting the many risk analysis methods and tools, such as fault tree analysis, event tree analysis and Bayesian networks. In this book we go one step back and discuss the role of the analyses in risk management. How such...
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Springer, 2010. —-290 p. — ISBN: 3642139256, 9783642139253 Risk is a popular topic in many sciences - in natural, medical, statistical, engineering, social, economic and legal disciplines. Yet, no single discipline can grasp the full meaning of risk. Investigating risk requires a multidisciplinary approach. The authors, coming from two very different disciplinary traditions,...
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Wiley, 2018. — 346 p. — ISBN 9781119317890. Exciting new developments in risk assessment and management Risk assessment and management is fundamentally founded on the knowledge available on the system or process under consideration. While this may be self-evident to the laymen, thought leaders within the risk community have come to recognize and emphasize the need to explicitly...
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Springer London, 2007. — xii, 200 p. — (Springer Series in Reliability Engineering). Risk management is a process to assist in the decision-making. The risk management process takes the potential hazards as a starting point, in order to identify suitable arrangements and measures for accident prevention and emergency response in case of an incident. Risk management is a useful...
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John Wiley & Sons Ltd, 2003. - 190 p. Introduction. Common thinking about Risk and Risk analysis. How to think about Risk and Risk analysis. How to assess uncertainties and specify probabilities. How to use Risk Analysis to support decision-making. Summary and conclusions. Appendix A. Basic theory of probability and statistics. Appendix B. Terminology.
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N.-Y.: Chapman and Hall/CRC, 2014. - 616p. Risk Analysis in Engineering and Economics is required reading for decision making under conditions of uncertainty. The author describes the fundamental concepts, techniques, and applications of the subject in a style tailored to meet the needs of students and practitioners of engineering, science, economics, and finance. Drawing on...
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Springer, 2014. — 128 p. — ISBN: 9812872833 This book discusses the risks and opportunities that arise in Emerging Asia given the context of a new environment in global liquidity and capital flows. It elaborates on the need to ensure financial and overall economic stability in the region through improved financial regulation and other policy measures to minimize the emergent...
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Wiley, 2012. — 236 p. — ISNM 978-1118369746. A practitioner's guide to ex-post performance measurement techniques Risk within asset management firms has an undeserved reputation for being an overly complex, mathematical subject. This book simplifies the subject and demonstrates with practical examples that risk is perfectly straightforward and not as complicated as it might seem....
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Wiley, 2016. — 512 p. — ISBN 978-1119143987. The long-awaited, comprehensive guide to practical credit risk modeling Credit Risk Analytics provides a targeted training guide for risk managers looking to efficiently build or validate in-house models for credit risk management. Combining theory with practice, this book walks you through the fundamentals of credit risk management and...
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Oxford University Press Inc. – 2009, 553 pages ISBN: 0199545111, 9780199545117 Credit Risk Management: Basic Concepts is the first book of a series of three with the objective of providing an overview of all aspects, steps, and issues that should be considered when undertaking credit risk management, including the Basel II Capital Accord, which all major banks must comply with...
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2nd edition. — New York: CRC Press, 2015. — 424 p. The purpose of this book is to give engineers and managers, working in companies and governments around the world, a pragmatic and reasonable approach to system safety and risk assessment techniques and to design viable safety management systems. Plants are so complex today that we cannot identify the hazards and operating...
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Oxford University Press, 2015. — 712 p. All investments carry with them some degree of risk. In the financial world, individuals, professional money managers, financial institutions, and many others encounter and must deal with risk. Risk management is a process of determining what risks exist in an investment and then handling those risks in the best-suited way. This is...
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Cambridge University Press, 2016. — 374 p. — ISBN 978-1107146471. Credit risk is the risk resulting from the uncertainty that a borrower or a group of borrowers may be unwilling or unable to meet their contractual obligations as per the agreed terms. It is the largest element of risk faced by most banks and financial institutions. Potential losses due to high credit risk can...
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CRC Press, 2015. — 219 p. — ISBN: 1498712401, 9781498712408, 9781498712392 Flexible Models to Analyze Opponent Behavior A relatively new area of research, adversarial risk analysis (ARA) informs decision making when there are intelligent opponents and uncertain outcomes. Adversarial Risk Analysis develops methods for allocating defensive or offensive resources against...
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Palgrave Macmillan, 2013. — 321 p. Liquidity Management is now a core consideration for banks and other financial institutions following the collapse of numerous well-known banks in 2007-8. This timely new edition will provide practical guidance on liquidity risk and its management – now mandatory under new regulation.
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Palgrave Macmillan, 2009. 256 p. – ISBN: 0230577318, 9780230577312 The risk process commonly used in the corporate world to deal with risks may be suitable for non-catastrophic events, but not for extreme events. By analyzing a series of past disasters and the relevant 'lessons learned', this books proposes a series of prescriptive measures to cope with future disasters....
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Wiley – 2003, 156 pages. ISBN: 0470847743, 9780470847749. In an age where companies and financial institutions are keenly focusing on managing the financial risk of their operations, the implementation of quantitative methods and models has been of tremendous help, allowing firms to analyze and manage their risk more efficiently and effectively. However, the focus on...
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Cambridge University Press, 2001. – 414 p. – ISBN: 0521773202, 9780521773201 Probabilistic risk analysis aims to quantify the risk caused by high technology installations in situations where classical statistical analysis is difficult or impossible. This book discusses the fundamental notion of uncertainty, its relationship with probability, and the limits to the quantification...
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World Scientific Publishing Co. Pte. Ltd., 2009. — 966 p. — ISBN: 9812838627. This book covers fundamental concepts in financial markets and asset pricing such as hedging, arbitrage, speculation in different markets, classical models for pricing of simple and complex derivatives, mathematical foundations, managing and monitoring portfolios of derivatives in real time, etc. It...
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World Scientific Publishing – 2008, 644 pages ISBN: 9812770739, 9789812770738 This book provides a comprehensive discussion of the issues related to risk, volatility, value and risk management. It includes a selection of the best papers presented at the Fourth International Finance Conference 2007, qualified by Professor James Heckman, the 2000 Nobel Prize Laureate in...
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Academic Press, 2017. — 306 p. — ISBN 978-0-12-803590-0. This book provides a comprehensive view of the risk management activity by means of the stress testing process. An introduction to multivariate time series modeling paves the way to scenario analysis in order to assess a bank resilience against adverse macroeconomic conditions. Assets and liabilities are jointly studied to...
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Springer, 2015. — 315 p. — (International Series in Operations Research & Management Science, Vol. 211). — ISBN-13: 000-3319075233; ISBN-10: 3319075233. This book provides a perspective on a number of approaches to financial modelling and risk management. It examines both theoretical and practical issues. Theoretically, financial risks models are models of a real and a...
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Risk Books, 2012. — 527 p. — ISBN: 9781906348588 The author, Terry Benzschawel, succeeds in breaking down credit risk modelling into something that is easy to understand. The book does three main things: Describe data, theory and applications regarding corporations and sovereign nations likelihoods of default. Explain how the market prices the risk of default and its associated...
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Wiley–ISTE, 2018. — 295 p. — ISBN 978-1-119-47501-9. Risk management practices are growing both in number and complexity in businesses, notably driven by new regulatory standards that feature risk management at their core. Although large businesses are more likely to adopt a formal, holistic approach to risk management, the stakes are just as high for SMEs. Risk management in SMEs...
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John Wiley & Sons, 1998. — 383 p. With the stock market breaking records almost daily, leaving longtime market analysts shaking their heads and revising their forecasts, a study of the concept of risk seems quite timely. Peter Bernstein has written a comprehensive history of man's efforts to understand risk and probability, beginning with early gamblers in ancient Greece,...
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N.-Y.: Wiley, 2015. - 376p. 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. Now in its fourth edition, this useful guide has been updated with the latest information on ALM, Basel 3, derivatives, liquidity analysis, market risk, structured...
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McGraw-Hill – 2010, 352 pages ISBN: 0071623701 Bond Portfolio Investing and Risk Management helps you build portfolios to add value through every kind of economic cycle. Sharing his years of experience constructing robust, wellperforming portfolios that have navigated recurring crises, PIMCO portfolio manager Vineer Bhansali explores the various risk factors inherent in fixed...
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Wiley, 2011. — 196 p. — ISBN: 0470584629, 9780470584620 An institutional investor′s guide to the burgeoning field of reverse mortgage securitization Reverse Mortgages and Linked Securities is a contributed title comprising many of the leading minds in the Home Equity Conversion Mortgages (HECM) industry, including reverse mortgage lenders, institutional investors, underwriters,...
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Bloomberg Press, 2011. — 754 p. — ISBN 978-1576603581. A timely guide to understanding and implementing credit derivatives Credit derivatives are here to stay and will continue to play a role in finance in the future. But what will that role be? What issues and challenges should be addressed? And what lessons can be learned from the credit mess? Credit Risk Frontiers offers...
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New York: Routledge, 2017. — 207 p. The Gower Handbook of Extreme Events reviews approaches for assessing and managing the risk of extreme events: environmental catastrophe; engineering failure; financial or business meltdown; nuclear or other extreme terrorism. Extreme events are not only severe, but also outside the normal range of experience of the system in question. An event...
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Cambridge University Press – 2009, 542 pages ISBN: 0521518563, 9780521518567 Domestic and foreign financial assets of all central banks and public wealth funds worldwide are estimated to have reached more than 12 trillion US dollars in 2007. How do these institutions manage such unprecedented growth in their financial assets and how have they responded to the 'revolution' of...
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Palgrave Macmillan, 2017. — 226 p. — (Palgrave Macmillan Studies in Banking and Financial Institutions). — ISBN 978-1-137-59451-8. This book focuses on several topical issues related to the operational risk management in bank: regulation, organisation and strategy. It analyses the connections between the different key-players involved in the operational risk process and the most...
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Palgrave Macmillan, 2017. — 226 p. — (Palgrave Macmillan Studies in Banking and Financial Institutions). — ISBN: 978-1-137-59451-8. This book focuses on several topical issues related to the operational risk management in bank: regulation, organisation and strategy. It analyses the connections between the different key-players involved in the operational risk process and the most...
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  • 1,68 МБ
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Project Management Institute, 2016 — 216 p. — ISBN 978-1-62825-115-9 It’s not exactly news that putting the concepts of risk management into action can help make a project more successful. In fact, a solid understanding of risk management is a vital component of any project management professional’s training, regardless of the industry in which he or she might work. In today’s...
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Emereo Publishing – 2008, 244 pages. ISBN: 1921523042, 9781921523045. Are you exposing your business to IT risk, and leaving profit opportunities on the table? You might be if you are managing your IT risk using more traditional approaches. The IT Risk Management Guide, a new book based on research conducted by The Art of Service and ITIL's Best Practices, helps companies...
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  • 3,03 МБ
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Chapman & Hall/CRC, Baco Raton, 2003. — 285 p. The Basics of Credit Risk Management: Expected Loss; Unexpected Loss; Regulatory Capital and the Basel Initiative. Modeling Correlated Defaults: The Bernoulli Model; The Poisson Model; Bernoulli Versus Poisson Mixture; An Overview of Today’s Industry Models; One-Factor/Sector Models; Loss Distributions by Means of Copula...
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  • 5,02 МБ
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Springer, 2018. — 684 p. — ISBN 3030069001. The risk of counterparty default in banking, insurance, institutional, and pension-fund portfolios is an area of ongoing and increasing importance for finance practitioners. It is, unfortunately, a topic with a high degree of technical complexity. Addressing this challenge, this book provides a comprehensive and attainable mathematical...
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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...
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  • 1,33 МБ
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Milan: Springer-Verlag Italia, 2013. — 140 p. The increasingly risky environment in which companies operate is characterized by a rising number of risk components, factors, sources, and drivers. The identification, evaluation, and management of these risks require the capability to coordinate various skills within a company and in upstream and downstream relationships. This...
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Cambridge University Press – 2004, 400 pages, 2nd Edition ISBN: 0521819164, 9780521819169 Summarizing market data developments, some inspired by statistical physics, this book explains how to better predict the actual behavior of financial markets with respect to asset allocation, derivative pricing and hedging, and risk control. Risk control and derivative pricing are major...
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Wiley, 2012. — 352 p. — ISBN 978-1118300206. A comprehensive guide to credit risk management. The Handbook of Credit Risk Management presents a comprehensive overview of the practice of credit risk management for a large institution. It is a guide for professionals and students wanting a deeper understanding of how to manage credit exposures. The Handbook provides a detailed...
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  • 1,59 МБ
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Wiley, 2010. — 176 p. — ASIN: B0041G6SFU. The recent financial crisis has highlighted the need for better valuation models and risk management procedures, better understanding of structured products, and has called into question the actions of many financial institutions. It has become commonplace to blame the inadequacy of credit risk models, claiming that the crisis was due...
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  • 1,24 МБ
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Wiley, 2013. — 464 c. — ISBN: 9780470748466 The book’s content is focused on rigorous and advanced quantitative methods for the pricing and hedging of counterparty credit and funding risk. The new general theory that is required for this methodology is developed from scratch, leading to a consistent and comprehensive framework for counterparty credit and funding risk, inclusive...
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New Jersey.: Wiley, 2015. — 1 edition. — 272 p. — Wiley Finance. — ISBN-10 1118995902. Editorial Reviews From the Inside Flap If individual investors do not have a target asset or strategy allocation that is designed to meet their goals over time, what are the odds they will, in fact, meet them? Goals-Based Wealth Management offers a hands-on guide for protecting and...
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  • 3,50 МБ
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Berlin: Springer, 1996. — 223 p. Incredible and excellent book for actuarial siences, i need it to prepare my thesis in risk theory and give some applications i have some good learnings about this book, is like the bible for the Actuarial Maths. From the reviews: "The huge literature in risk theory has been carefully selected and supplemented by personal contributions of the...
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2nd Edition. — Springer, 2005. — 217 p. — (Grundlehren der mathematischen Wissenschaften 172). — ISBN-10: 3540051171. Actuarial mathematics originated toward the end of the 17th century, when E. Halley's famous mortality table permitted the mathematical treatment and calculation of annuity values for the first time. The underlying model expressed in mathematical language at this...
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Wiley, 2011. — 295 p. — ISBN 978-0470535066. dentify and understand the risks facing your portfolio, how to quantify them, and the best tools to hedge them This book scrutinizes the various risks confronting a portfolio, equips the reader with the tools necessary to identify and understand these risks, and discusses the best ways to hedge them. The book does not require a...
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Government Institutes, 2000. – 463 p. – ISBN: 0865 876967, 9780865876965 Written for safety and loss-control, environmental, and quality managers, this is the first comprehensive, integrated guide to developing a complete environmental risk analysis for regulated substances and processes. Unlike other books, Introduction to Risk Analysis looks at risk from a regulatory...
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Springer, 2013. — 112 p. — ISBN 978-3642297205. The book draws on current research on model risk and parameter sensitivity of securitisation ratings. It provides practical ideas and tools that can facilitate a more informed usage of securitisation ratings. We show how global sensitivity analysis techniques can be used to better analyse and to enhance the understanding of the...
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Risk Books, 2009. — 381 p. — ISBN: 1906348340, 9781906348342 This book is a collection of analyses of methods and practices used to manage OTC derivative counterparty risk and their performance during the 2007-8 financial crisis. It covers the areas of counterparty risk measurement, pricing (CVA), hedging, collateralization, stress testing, back testing and integration into...
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Wiley, 2008. — 655 p. — 2nd ed. — ISBN: 0470118725, 9780470118726 Managing Credit Risk, Second Edition opens with a detailed discussion of today’s global credit markets—touching on everything from the emergence of hedge funds as major players to the growing influence of rating agencies. After gaining a firm understanding of these issues, you’ll be introduced to some of the most...
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Palgrave Macmillan, 2016. — 305 p. — ISBN 978-3-319-30819-7. This book provides insight into current research topics in finance and banking in the aftermath of the financial crisis. In this volume, authors present empirical research on liquidity risk discussed in the context of Basel III and its implications. Chapters also investigate topics such as bank efficiency and new bank...
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Wiley, 2013. — 598 p. — ISBN 978-1119990246. 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...
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Wiley, 2018. — 224 p. — ISBN 978-1119490395. Well constructed bow ties make it very clear how risks are managed and major incidents avoided, and are increasingly used in high hazard industries. This book reviews the bow tie method and explains how to construct highly effective bow ties and avoid common pitfalls, with sound and practical treatment of human and organizational...
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Risk Books, 2013. — 358 p. — ISBN: 1782720073, 9781782720072 This book outlines practically relevant solutions to the complexities faced by quants post-crisis. Each of the 20 chapters targets a specific technical issue including pricing, hedging and risk management of financial securities. Post-Crisis Quant Finance is a must-read for quants, statisticians, researchers, risk...
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A Technical Guide/Giovanni Cesari, John Aquilina, Niels Charpillon, Zlatko Filipovi´c, Gordon Lee, Ion Manda. - Springer-Verlag Berlin Heidelberg, 2009. - 524р. ISBN 978-3-642-04453-3 The credit crisis that started in 2007, with the collapse of well-established financial institutions and the bankruptcy of many public corporations, has clearly shown the importance for any...
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Springer, 2013. — 170 p. — ISBN: 9781447150435 Risk management is often complicated by situational uncertainties and the subjective preferences of decision makers. Fuzzy Hierarchical Model for Risk Assessment introduces a fuzzy-based hierarchical approach to solve risk management problems considering both qualitative and quantitative criteria to tackle imprecise information....
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Wiley, 2013. — 420 p. — ISBN: 9780470647158 This authoritative handbook illustrates practical implementation of simulation techniques in the banking and financial industries through use of real-world, time-sensitive applications. Striking a balance between theory and practice, it demonstrates how simulation algorithms can be used to solve practical problems and showcases how...
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2nd edition. — John Wiley & Sons, 2015. — 232 p. — ISBN: 1118735811 Simulation Techniques in Financial Risk Management, Second Edition takes a unique approach to the field of simulations by focusing on techniques necessary in the fields of finance and risk management. Thoroughly updated, the new edition expands on several key topics in these areas and presents many of the...
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Statistics in Practice. A John Wiley and Sons Inc., 2006, - 230 pages. The book comprises three parts. Part one consists of the first three chapters. After introducing the motivations of simulation in Chapter 1, basic ideas of Wiener processes and Ito’s calculus are introduced in 2nd and 3rd chapters. The reason for this inclusion is that many students have experienced...
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10th ed. — South-Western College Pub, 2015. — 640 p. — ISBN 978-1305104969. One book gives you a solid understanding of how derivatives are used to manage the risks of financial decisions. Extremely reader friendly, market-leading Introduction to Derivatives and Risk Management (with stock-train coupon), 10e is packed with real-world examples while keeping technical mathematics to...
  • №91
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Risk Books, 2013. — 340 p. — ISBN: 1782720146, 9781782720140. The global financial crisis uncovered an important gap in the risk assessment of institutions operating in the supervised and shadow financial systems. Namely, risk assessments, either in private or policy making institutions, centered on the risk of a financial institution in isolation, abstracting from its risks to...
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Wiley, 2019. — 272 p. — ISBN 1119549043. Praise for Operational Risk Management "Ariane Chapelle is one of the world's leading teachers, thinkers and writers about operational risk. The combination of her professional experience as a practitioner in the financial services industry and her role as an advisor to regulators makes this textbook a must-read at all levels of both...
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Wiley, 2003. – 408 p. – 2nd ed. – ISBN: 0470853557, 9780470853559 Based on sound conceptual foundations yet developed to meet practical concerns, Project Risk Management has become recognized as a standard work on its subject. It sets out the key issues and concepts involved in effective risk and uncertainty management in a clear and accessible way, providing a comprehensive...
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Springer, Apress, 2014. — 388 p. — ISBN: 1430261331, 9781430261339 Risk control, capital allocation, and realistic derivative pricing and hedging are critical concerns for major financial institutions and individual traders alike. Events from the collapse of Lehman Brothers to the Greek sovereign debt crisis demonstrate the urgent and abiding need for statistical tools adequate...
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Academic Press, 2004. — 247 p. — ISBN: 0121706214, 9780121706210 The objective of this book is to present this analytical framework and to illustrate how it can be used in the investigation of economic decisions under risk. In a sense, the economics of risk is a difficult subject: it involves understanding human decisions in the absence of perfect information. How do we make...
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Springеr, 2010. — 1715 p. Quantitative finance is a combination of economics, accounting, statistics, econometrics, mathematics, stochastic process, and computer science and technology. Increasingly, the tools of financial analysis are being applied to assess, monitor, and mitigate risk, especially in the context of globalization, market volatility, and economic crisis. This...
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  • 23,58 МБ
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Wiley, 2012. – 285 p. – ISBN: 0470683074, 9780470683071 This book introduces readers to the use of copula functions to represent the dynamics of financial assets and risk factors, integrated temporal and cross-section applications. The first part of the book will briefly introduce the standard the theory of copula functions, before examining the link between copulas and Markov...
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Cherubini U. , Luciano E. ,Vecchiato W. - Copula Methods in Finance, John Wiley & Sons Ltd,2004 - 308p. Derivatives Pricing, Hedging and Risk Management: The State of the Art. Introduction. Derivative pricing basics: the binomial model. Replicating portfolios. No-arbitrage and the risk-neutral probability measure. No-arbitrage and the objective probability measure....
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New York: Columbia University Press, 2008. — 481 p. — ISBN: 9780231513005 More than 30 leading scholars and finance practitioners discuss the theory and practice of using enterprise-risk management (ERM) to increase corporate values. While typically working to stabilize cash flows, the primary aim of a well-designed risk management program is not to smooth corporate earnings,...
  • №100
  • 3,22 МБ
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John Wiley and Sons, 2004. — 210 p. — (Wiley Finance, Vol. 257). — ISBN-13: 978-0470849514; ISBN-10: 0470849517. Risk has two sides: underestimating it harms the investor, while overestimating it prevents the implementation of bold business projects. This book explains, from the point of view of the practitioner, the analysis of investment risk - a proper account of adequate...
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5th edition. — Wiley, 2013. — 224 p. — ISBN 978-1118316726. The value-at-risk measurement methodology is a widely-used tool in financial market risk management. The fifth edition of Professor Moorad Choudhry’s benchmark reference text An Introduction to Value-at-Risk offers an accessible and reader-friendly look at the concept of VaR and its different estimation methods, and is...
  • №102
  • 1,63 МБ
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Wiley – 2006, 192 pages, 4th edition ISBN: 0470017570, 9780470017579 The value-at-risk measurement methodology is a widely-used tool in financial market risk management. The fourth edition of Professor Moorad Choudhry's benchmark reference text An Introduction to Value-at-Risk offers an accessible and reader-friendly look at the concept of VaR and its different estimation...
  • №103
  • 3,50 МБ
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Academic Press, 2008. – 216 p. – ISBN: 9780750681582 Risk model validation is an emerging and important area of research, and has arisen because of Basel I and II. These regulatory initiatives require trading institutions and lending institutions to compute their reserve capital in a highly analytic way, based on the use of internal risk models. It is part of the regulatory...
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Academic Press – 2011, 326 pages, 2nd edition. ISBN: 0123744482, 9780123744487. The Second Edition of this best-selling book expands its advanced approach to financial risk models by covering market, credit, and integrated risk. With new data that cover the recent financial crisis, it combines Excel-based empirical exercises at the end of each chapter with online exercises so...
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Wiley, 2012. — 558 p. — ISBN: 1118026586, 9781118026588 This book presents a road map for tactical and strategic decision making designed to control risk and capitalize on opportunities. Most provocatively it challenges the conventional wisdom that "risk management" is or ever should be delegated to a separate department. Good managers have always known that managing risk is...
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Butterworth-Heinemann – 2009, 328 pages. ISBN: 0750686502, 9780750686501. Both financial and non-financial managers with accountability for performance at either a strategic level or for a business unit have responsibility for risk management, in terms of failing to achieve organisational objectives. Fundamentals of Enterprise Risk management is structured around four parts...
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Third Edition. — CRC Press, 2017. — 445 p. — (Ergonomics Design and Management: Theory and Applications). — ISBN 978-1498736626. This book covers the application of the OCRA (Occupational Repetitive Actions) method. The methods make up a system dedicated to the analysis and management of the risk of biomechanical overload of the upper limbs. The book focuses on the OCRA checklist...
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McGraw-Hill, 2007. - 385 p. ISBN: 0071446605. Credit Risk Management is a comprehensive textbook that looks at the total integrated process for managing credit risk, ranging from the risk assessment of a single obligor to the risk measurement of an entire portfolio. This expert learning tool introduces the principle concepts of credit risk analysis…explains the techniques...
  • №109
  • 3,83 МБ
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CRC Press, 2018. — 355 p. — (The Global Warrior Series). — ISBN 1482226219, 9781482226218, 9781315118161, 1315118165, 9781482226225, 1482226227. There is a younger generation who has lost the ability to communicate effectively. And there is a host of corporate personnel that could do a much better job at communications. Every country, every culture has it's own unique branding for...
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John Wiley & Sons Ltd 2005, 401 с. ISBN 0-470-02281-7 This book describes the philosophy, principles, practices and techniques for managing risk in projects and procurements, with a particular focus on complex or large-scale project activities. The approaches contained here may also be applied to simple purchases of goods and services, although with considerable...
  • №111
  • 16,38 МБ
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Wiley, 2013. — 364 p. — ISBN 978-1118409336. The dramatic and well chronicled crisis of 2007/8 marked a watershed moment for all stakeholders in global capital markets. In the aftermath, financial markets have become even more tightly coupled as correlations in returns across multiple asset classes have been at historically elevated levels. Investors and fund managers are, to a...
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  • 22,09 МБ
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Routledge, 2014. — 486 p. — ASIN B00O68AMTG. Financial Risk Management is a topic of primary importance in financial markets and, more generally, in life. Risk can be seen as an opportunity if related to the concept of compensative return. It is therefore important to learn how to measure and control risk, in order to get exposure to as much risk as is necessary to achieve some...
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  • 3,77 МБ
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Routledge, 2014. — 486 p. — ASIN B00O68AMTG. Financial Risk Management is a topic of primary importance in financial markets and, more generally, in life. Risk can be seen as an opportunity if related to the concept of compensative return. It is therefore important to learn how to measure and control risk, in order to get exposure to as much risk as is necessary to achieve some...
  • №114
  • 8,53 МБ
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ISTE–Wiley, 2018. — 182 p. — (Big Data, Artificial Intelligence and Data Analysis Set: Volume 1). — ISBN 978-1-78630-073-7. This book will be a “must” for people who want good knowledge of big data concepts and their applications in the real world, particularly in the field of insurance. It will be useful to people working in finance and to masters students using big data tools....
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  • 3,42 МБ
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2nd ed. — Palgrave Macmillan UK, 2013. — 482 p. — (Global Financial Markets Series). — ISBN: 1137346396, 9781137346391 A practitioner's account of how investment risk affects the decisions of professional investment managers. Jargon-free, with a broad coverage of investment types and asset classes, the non-investment professional will find this book readable and accessible....
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Business Expert Press, 2018. — 195 p. — ISBN 10 1947098462, 13 978-1947098466. Frontiers of Risk Management was developed as a text to look at how risk management would develop in the light of Basel II. With an objective of being 10 years ahead of its time, the contributors have actually had even greater foresight. What is clear is that risk management still faces the same...
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  • 1,94 МБ
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Business Expert Press, 2018. — 159 p. — ISBN 1947098489. Frontiers of Risk Management was developed as a text to look at how risk management would develop in the light of Basel II. With an objective of being 10 years ahead of its time, the contributors have actually had even greater foresight. What is clear is that risk management still faces the same challenges as it did ten...
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  • 1,30 МБ
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Springer, 2013. — 418 p. 37 illus., 16 illus. in color — ISBN: 1461460573, 9781461460589 Improving Risk Analysis discusses and illustrates practical methods for assessing, communicating, and managing uncertain risks when the probabilities of consequences caused by alternative actions cannot be quantified with useful confidence, accuracy, and precision. This monograph...
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  • 3,31 МБ
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New York: Springer, 2009. — 442 p. Written by a leading authority in the field Shows practitioners how Quantitative Risk Analysis can improve risk management decisions and policies Demonstrates applications in complex and uncertain biological, engineering, and social systems
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  • 2,30 МБ
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New York: Springer, 2018. — 593 p. Causal analytics methods can revolutionize the use of data to make effective decisions by revealing how different choices affect probabilities of various outcomes. This book presents and illustrates models, algorithms, principles, and software for deriving causal models from data and for using them to optimize decisions with uncertain outcomes....
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  • 9,70 МБ
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Chapman and Hall, 2014. — 388 p. Counterparty Risk and Funding: A Tale of Two Puzzles explains how to study risk embedded in financial transactions between the bank and its counterparty. The authors provide an analytical basis for the quantitative methodology of dynamic valuation, mitigation, and hedging of bilateral counterparty risk on over-the-counter (OTC) derivative contracts...
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  • 6,64 МБ
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Palgrave Macmillan, 2016. — 378 p. — ISBN: 9781349556595, EISBN: 9781137478788 We live in world increasingly shaped by risk and the communication of risk has become a crucial part of professional work. Communicating Risk is the first book to bring together leading researchers and practitioners to explore key issues of risk communication across diverse professional domains.
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  • 2,42 МБ
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New York: McGraw-Hill, 2014. — 672 p. The definitive guide to quantifying risk vs. return — fully updated to reveal the newest, most effective innovations in financial risk management since the 2008 financial crisis Written for risk professionals and non-risk professionals alike, this easy-to-understand guide helps you meet the increasingly insistent demand to make...
  • №124
  • 6,78 МБ
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McGraw-Hill, 2005. — 432 p. — ISBN: 0071429662, 9780071429665 Learn powerful corporate governance and risk strategies to control both financial and non financial risks .Risk is an integral component of every forward looking transaction. Now more than ever before, it is essential to understand the multiple dimensions of risk as well as how to best manage risk to gain a...
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  • 2,85 МБ
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2nd edition. — Hoboken: Wiley, 2006. — 912 p. More and more each year, the modern corporation must decide what risks to keep and what risks to shed to remain competitive and to maximize its value for the capital employed. Culp explains the theory and practice of risk transfer through either balance sheet mechanism such as structured finance, derivative transactions, or...
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  • 16,08 МБ
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N.-Y.: Risk Books, 2012. - 242p. The second edition of Market Risk Modelling examines the latest developments and updates in statistical methods used to solve the day-to-day problems faced by a risk manager. After almost a decade since the publication of the first edition, this book considers new risk management methodologies, approaches and packages. Bringing together a wide...
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  • 4,47 МБ
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Hoboken: CRC Press, 2012. - 233p. Contents: Preface. Unreason Is the Even Eviler Twin Brother of Greed. The Maleficent Hand of the Men in Gray Suits. The Unpalatable Truth about Risk Management. What the Textbooks Will Not Tell You about Corporate Governance. The Most Important Lesson a Risk Manager Must Know. A Powerful Secret from Henry Fayol. The Incredible Advantage...
  • №128
  • 2,06 МБ
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Nigel Da Costa Lewis. Operational Risk with Excel and VBA: Applied Statistical Methods for Risk Management, John Wiley & Sons, 2004 - 288 pages. Preface xiii. Acknowledgments xv. Chapter. Introduction to Operational Risk management and modeling. What is Operational Risk? The Regulatory Environment. Why a statistical Approach to Operational Risk management? Summary....
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  • 3,76 МБ
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Wiley, 2016. — 314 p. — (The Wiley Finance Series). — ISBN: 1119026725, 9781119026723 A hands-on guide to navigating the new fuel markets Fuel Hedging and Risk Management: Strategies for Airlines, Shippers and Other Consumers provides a clear and practical understanding of commodity price dynamics, key fuel hedging techniques, and risk management strategies for the corporate...
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  • 21,61 МБ
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Blackwell Publishing Ltd – 2006, 403 pages ISBN: 140512069X, 9781405120692 This book raises the subjects of value and risk management above the levels of simple cost reduction and their application primarily to construction activities with which they are often, rather narrowly, associated. At the same time, it improves accessibility to what are often considered to be fairly...
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  • 1,25 МБ
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Wiley, 2017. — 316 p. — ISBN 978-1848219052. Credit risk is one of the most important contemporary problems for banks and insurance companies. Indeed, for banks, more than forty percent of the equities are necessary to cover this risk. Though this problem is studied by large rating agencies with substantial economic, social and financial tools, building stochastic models is...
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  • 4,57 МБ
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Wharton School Publishing – 2007, 408 pages ISBN: 0137043775, 0131990489 Front Flap In business and investing, risk has traditionally been viewed negatively: investors and companies can lose money due to risk and therefore we typically penalize companies for taking risks. That's why most books on risk management focus strictly on hedging or mitigating risk. But the...
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  • 13,49 МБ
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Wiley, 2013. — 352 p. — ISBN 978-0470824290. Introducing a fresh perspective on wealth management, with proven solutions to the challenges of preserving wealth and investing well in turbulent times Family Wealth Management is coauthored by two experts in the field of private wealth - one, a former director of Bain & Company and the chairman of two of the world's largest...
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  • 3,60 МБ
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Wiley – 2009, 408 pages. ISBN: 0273719297. Risks are everywhere in the business world. Mastering Risk Modelling provides the busy financial manager with useful tips and practical templates for assessing, applying and modelling risk and uncertainty in Excel. The book is designed specifically to be of help to you if you don't have time to start from scratch. It will improve your...
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  • 7,47 МБ
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Springer, 2018. — 116 p. — ISBN 978-3030018238. This book provides an overview of the risk components of CoCo bonds. CoCos are hybrid financial instruments that convert into equity or suffer a write-down of the face value upon the appearance of a trigger event. The loss-absorption mechanism is automatically enforced either via the breaching of a particular accounting ratio,...
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  • 3,54 МБ
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Springer, 2018. — 116 p. — ISBN 978-3030018238. This book provides an overview of the risk components of CoCo bonds. CoCos are hybrid financial instruments that convert into equity or suffer a write-down of the face value upon the appearance of a trigger event. The loss-absorption mechanism is automatically enforced either via the breaching of a particular accounting ratio,...
  • №137
  • 2,66 МБ
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Springer, 2014. — 85 p. 3 illus. — ISBN 9781447155676, 9781447155683 Reinsurance is an important production factor of non-life insurance. The efficiency and the capacity of the reinsurance market directly regulate those of insurance markets. The purpose of this book is to provide a concise introduction to risk theory, as well as to its main application procedures to...
  • №138
  • 604,60 КБ
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Wiley – AICPA, 2018. — 129 p. — ISBN 978-1-119-50908-0. Recognizing fraud risks in governmental and not-for-profit organizations is often challenging due. Their public nature, limited support staff, and staff with limited accounting experience can result ineffective fraud prevention and detection programs and increased opportunities for fraud. This CPE course uses a combination of...
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  • 2,06 МБ
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2nd ed. — Cambridge University Press, 2016. — 324 p. — ISBN 978-1107154605. The focus of this book is on the two major areas of risk theory: aggregate claims distributions and ruin theory. For aggregate claims distributions, detailed descriptions are given of recursive techniques that can be used in the individual and collective risk models. For the collective model, the book...
  • №140
  • 2,80 МБ
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Springer, 2017. — 380 p. — (Contributions to Management Science). — ISBN: 9783319471716 This book presents a broad overview of risk management in the banking industry, with a special focus on strategic thinking and decision-making. It reveals the broader context behind decision models and approaches to risk management in the financial industry, linking the regulatory landscape for...
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  • 6,48 МБ
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Risk Books, 2011. — 335 p. — 2nd ed. — ISBN: 1906348618, 9781906348618 All over the globe insurers are facing the impact of the turmoil on the financial markets, making it more crucial than ever to fully understand how to implement risk management best practice. In this timely second edition, industry expert René Doff argues that Solvency II, which aims to improve standards of...
  • №142
  • 1,71 МБ
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3rd ed. — Risk Books, 2015. — 362 p. — ISBN 978-1782722229. As firms prepare for the imminent arrival of the Solvency II Directive in 2016, it is more crucial than ever to fully understand how to implement risk management best practice. This fully updated user-friendly third edition of will quickly help you get to grips with risk management terms and techniques, and how they...
  • №143
  • 6,65 МБ
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3rd ed. — Risk Books, 2015. — 362 p. — ISBN 978-1782722229. As firms prepare for the imminent arrival of the Solvency II Directive in 2016, it is more crucial than ever to fully understand how to implement risk management best practice. This fully updated user-friendly third edition of will quickly help you get to grips with risk management terms and techniques, and how they...
  • №144
  • 9,07 МБ
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3rd ed. — Risk Books, 2015. — 362 p. — ISBN 978-1782722229. As firms prepare for the imminent arrival of the Solvency II Directive in 2016, it is more crucial than ever to fully understand how to implement risk management best practice. This fully updated user-friendly third edition of will quickly help you get to grips with risk management terms and techniques, and how they...
  • №145
  • 6,63 МБ
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Springer, 2018. - 115p. - ISBN: 978-3319994109 This book provides a unique, focused introduction to the analytical skills, methods and techniques in the assessment of credit risk that are necessary to tackle and analyze complex credit problems. It employs models and techniques from operations research and management science to investigate more closely risk models for applications...
  • №146
  • 2,33 МБ
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Springer, 2018. - 115p. - ISBN: 978-3319994109 This book provides a unique, focused introduction to the analytical skills, methods and techniques in the assessment of credit risk that are necessary to tackle and analyze complex credit problems. It employs models and techniques from operations research and management science to investigate more closely risk models for applications...
  • №147
  • 1,93 МБ
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Springer, 2018. — 115 p. — ISBN: 978-3319994109. This book provides a unique, focused introduction to the analytical skills, methods and techniques in the assessment of credit risk that are necessary to tackle and analyze complex credit problems. It employs models and techniques from operations research and management science to investigate more closely risk models for...
  • №148
  • 1,39 МБ
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Wiley, 2005. — 412 p. — 2nd ed. — ISBN: 0470013036, 9780470013038 Fully revised and restructured, "Measuring Market Risk, Second Edition" includes a new chapter on options risk management, as well as substantial new information on parametric risk, non-parametric measurements and liquidity risks, more practical information to help with specific calculations, and new examples...
  • №149
  • 3,37 МБ
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Wiley, 2002. — 307 p. The Risk Measurement Revolution Measures of Financial Risk Basic Issues in Measuring Market Risk Non-parametric VaR and ETL Parametric VaR and ETL Simulation Approaches to VaR and ETL Estimation Incremental and Component Risks Estimating Liquidity Risks Backtesting Market Risk Models Stress Testing Model Risk
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  • 1,42 МБ
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A John Wiley & Sons, Ltd., Publication, 2008. - 269 p. ISBN: 0470722991 This book provides a cutting edge introduction to market risk management for Hedge Funds, Hedge Funds of Funds, and the numerous new indices and clones launching coming to market on a near daily basis. It will present the fundamentals of quantitative risk measures by analysing the range of Value-at-Risk...
  • №151
  • 3,35 МБ
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Academic Press, 2017. — 514 p. — ISBN 978-0-12-811252-6. The Handbook of Investors' Behavior during Financial Crises provides fundamental information about investor behavior during turbulent periods, such the 2000 dot com crash and the 2008 global financial crisis. Contributors share the same behavioral finance tools and techniques while analyzing behaviors across a variety of...
  • №152
  • 15,07 МБ
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Academic Press, 2017. — 514 p. — ISBN 978-0-12-811252-6. The Handbook of Investors' Behavior during Financial Crises provides fundamental information about investor behavior during turbulent periods, such the 2000 dot com crash and the 2008 global financial crisis. Contributors share the same behavioral finance tools and techniques while analyzing behaviors across a variety of...
  • №153
  • 13,82 МБ
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Princeton University Press – 2005, 244 pages ISBN: 0691122156, 9780691122151 An understanding of risk and how to deal with it is an essential part of modern economics. Whether liability litigation for pharmaceutical firms or an individual's having insufficient wealth to retire, risk is something that can be recognized, quantified, analyzed, treated-and incorporated into our...
  • №154
  • 1,41 МБ
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InTeO – 2012, 510 pages ISBN: 9535105718, 9789535105718 Here is a book that goes beyond risk management as it is today and tries to discuss what needs to be improved further. The book also offers some cases. A large part of academic literature, business literature as well as practices in real life are resting on the assumption that uncertainty and risk does not exist. We...
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  • 25,84 МБ
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Springer – 2011, 440 pages ISBN: 3642161138, 9783642161131 The estimation and the validation of the Basel II risk parameters PD (default probability), LGD (loss given fault), and EAD (exposure at default) is an important problem in banking practice. These parameters are used on the one hand as inputs to credit portfolio models and in loan pricing frameworks, on the other to...
  • №156
  • 3,70 МБ
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Princeton University Press – 2009, 176 pages ISBN: 0691116415, 9780691116419 Financial markets respond to information virtually instantaneously. Each new piece of information influences the prices of assets and their correlations with each other, and as the system rapidly changes, so too do correlation forecasts. This fast-evolving environment presents econometricians with the...
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  • 3,42 МБ
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Wilеy – 2005, 424 pages ISBN: 0471491446 The aim of this book is to study three essential components of modern finance – Risk Management, Asset Management and Asset and Liability Management, as well as the links that bind them together. It is divided into five parts: Part I sets out the financial and regulatory contexts that explain the rapid development of these three areas...
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  • 2,32 МБ
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CRC Press, 2016. — 528 p. — ASIN B01N6XYNBF. This book presents several original theories for risk, including Theory of Risk Monitoring, and Theory of Risk Acceptance, in addition to several analytical models for computing relative and absolute risk. The book discusses risk limit, states of risk, and the emerging concept of risk monitoring. The interrelationships between risk and...
  • №159
  • 59,33 МБ
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World Scientific, 2009. – 455 p. – ISBN: 9812833374, 9789812833372 The impact of globalization of financial markets is a highly debated topic, particularly in recent months when the issue of globalization and contagion of financial distress has become a focus of intense policy debate. The papers in this volume provide an up-to-date overview of the key issues in this debate....
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  • 7,25 МБ
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Palgrave Macmillan, 2014. — 613 p. — ISBN 978-1137371638 This book provides a much needed 'middle ground' for risk practitioners who need an in-depth understanding of risk management without excessive formulae or theory. Written to appeal to a broad but financially-minded audience, it provides coverage of risk management and the frameworks commonly applied in the financial...
  • №161
  • 14,31 МБ
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CRC Press, 2018. — 402 p. — ISBN 978-1498742160. The quantitative modeling of complex systems of interacting risks is a fairly recent development in the financial and insurance industries. Over the past decades, there has been tremendous innovation and development in the actuarial field. In addition to undertaking mortality and longevity risks in traditional life and annuity...
  • №162
  • 3,94 МБ
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Risk Books, 2012. — 382 p. — ISBN 978-1906348465. Liquidity risk is hard to understand. It needs to be broken down into its components and drivers in order to manage and model it successfully. The market turmoil that began in mid-2007 re-emphasised the importance of liquidity to the functioning of financial markets and the banking sector. In advance of the turmoil, asset markets...
  • №163
  • 2,51 МБ
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Elsevier Butterworth-Heinemann, 2004. - 265с. Contents. Foreword vii. Introduction to credit risk management. What is the role of credit analysis? Framework for credit analysis. Types of lending. Types of financial statements. Contents of financial statements. Different presentations of financial statements. Problems with financial statements and auditors....
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2003. This book is presented in nine chapters, each of which treats a specific part of the syndicated lending process. The individual chapters cover the following topics: Introduction to syndicated loans Attractions of the syndicated loan market Responsibilities and obligations of syndicated loan participants The major players in the syndicated loans market Structures...
  • №165
  • 960,35 КБ
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Palgrave Macmillan, 2015. — 298 p. — ISBN 978-1137450654. Emerging Markets and Sovereign Risk provides case studies, commentary and analysis on the financial risk management and measurement in the context of frontier and developing counties from international experts covering three key areas of emerging market investments, the rating sovereign risk and managing sovereign risk.
  • №166
  • 993,22 КБ
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Oxford University Press, 2011. — 144 p. — (Very Short Introductions). We find risk everywhere--from genetically modified crops, medical malpractice, and stem-cell therapy to heartbreak, online predators, identity theft, inflation, and robbery. They arise from our own acts and they are imposed on us. In this Very Short Introduction, Baruch Fischhoff and John Kadvany draw on both...
  • №167
  • 703,90 КБ
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Blackwell Science, 1993. — 228 p. — ISBN-13: 978-0632028160; ISBN-10: 0632028165. The construction industry is subject to more risk and uncertainty than perhaps any other industry. Yet, surprisingly, managerial techniques used to identify, analyse and respond to risk were not applied in the industry until the 80's. Existing texts deal with the theoretical concepts of risk and...
  • №168
  • 8,91 МБ
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Wiley, 2013. — 400 p. — ISBN: 1848214928, 9781848214927 An overview of the methods used for risk analysis in a variety of industrial sectors, with a particular focus on the consideration of human aspects, this book provides a definition of all the fundamental notions associated with risks and risk management, as well as clearly placing the discipline of risk analysis within the...
  • №169
  • 11,21 МБ
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Emerald Group, 2008. — 291 p. — (Advances in Econometrics, Vol. 22). — ISBN 1848551967, 9781848551961. The main theme of this volume is credit risk and credit derivatives. Recent developments in financial markets show that appropriate modeling and quantification of credit risk is fundamental in the context of modern complex structured financial products. The reader will find...
  • №170
  • 3,57 МБ
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Jossey-Bass, 2003. — 288 p. Managing Risk in Organizations offers a proven framework for handling risks across all types of organizations. In this comprehensive resource, David Frame—a leading expert in risk management—examines the risks routinely encountered in business, offers prescriptions to assess the effects of various risks, and shows how to develop effective strategies to...
  • №171
  • 1015,99 КБ
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N.-Y.: Chapman and Hall/CRC, 2010. — 413 p. Taking into account the standards of the Basel Accord, Operational Risk Modelling and Management presents a simulation model for generating the loss distribution of operational risk. It also examines a multitude of management issues that must be considered when adjusting the quantitative results of a comprehensive model. The book...
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  • 3,44 МБ
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2nd edition. — Springer, 2005. — 841 p. — ISBN-10: 3540226826; ISBN-13: 9783540226826. Dealing with all aspects of risk management that have undergone significant innovation in recent years, this book aims at being a reference work in its field. Different to other books on the topic, it addresses the challenges and opportunities facing the different risk management types in...
  • №173
  • 18,97 МБ
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Goethe-University, 2001. — (Working Paper Series: Finance and Accounting). Evaluating the quality of credit portfolio risk models is an important issue for both banks and regulators. Lopez and Saidenberg (2000) suggest cross-sectional resampling techniques in order to make efficient use of available data. We show that their proposal disregards cross-sectional dependence in...
  • №174
  • 125,83 КБ
  • дата добавления неизвестна
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Butterworth-Heinemann, Elsevier Inc., 2015. — 390 p. — ISBN: 0127999329, 0124202314, 9780124202313, 9780127999326 Using the factor analysis of information risk (FAIR) methodology developed over ten years and adopted by corporations worldwide, Measuring and Managing Information Risk provides a proven and credible framework for understanding, measuring, and analyzing information...
  • №175
  • 9,13 МБ
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University of Pennsylvania Press, 2011. – 224 p. – ISBN: 0812243579, 9780812243574 The financial crisis has been blamed on reckless bankers, irrational exuberance, government support of mortgages for the poor, financial deregulation, and expansionary monetary policy. Specialists in banking, however, tell a story with less emotional resonance but a better correspondence to the...
  • №176
  • 3,23 МБ
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Oxford University Press, 2013. — 146 p. — ISBN: 0199544492, 9780199544493 This book opens new ground in the study of financial crises. It treats the financial system as a complex adaptive system and shows how lessons from network disciplines - such as ecology, epidemiology, and statistical mechanics - shed light on our understanding of financial stability. Using tools from...
  • №177
  • 925,81 КБ
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Springer, 2014. — 70 p. — ISBN 978-3319089874. The public debt crisis that Eurozone countries have experienced since 2010 has been accompanied by a resurgence of sovereign risk. Greece was obliged to restructure its debt in 2012. The credit position of even the wealthy countries is shakier than at any time since the Great Depression. Now more than ever it is essential to...
  • №178
  • 1,57 МБ
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Elsevier, 2004. - 381 p. ISBN: 0444516743 This book is devoted to modern methodologies of financial risk management of pension plans, mostly defined benefit plans. The reader is expected to know basic probability theory and mathematical analysis, while all required concepts in financial and actuarial mathematics are developed in the text. The book outlines basic actuarial...
  • №179
  • 3,41 МБ
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Financial Times; Prentice Hall, 2003. — 167 p. — (Management Briefings Executive). — ISBN-13: 978-0273663515; ISBN-10: 0273663518. Business continuity management (BCM) has become a hot topic in recent years and more significantly, in recent months. However, BCM is not just about recovery from a disaster such one caused by fire or flood or the failure of IT systems. It can also...
  • №180
  • 741,03 КБ
  • дата добавления неизвестна
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McGraw-Hill, 2003. — 576 p. — ISBN: 0071407634, 9780071407632 Under the new Basle Guidelines, all financial institutions subject to local banking laws will soon be required to operate under dramatically different risk exposure rules. Risk Management and Capital Adequacy provides details on the key risk approaches under these new guidelines and is the first book to analyze if...
  • №181
  • 2,76 МБ
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Auerbach Publications – 2006, 570 pages ISBN: 0849335930, 9780849335938 To achieve consistent software project success under the pressures of today's software development environment, software organizations require achievable plans including viable estimates of schedule, resources, and risks. To estimate realistically, you must understand how to apply sound estimation...
  • №182
  • 8,17 МБ
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CRC Press – 2008, 283 pages ISBN: 1584886374, 9781584886372 A Text on the Foundation Processes, Analytical Principles, and Implementation Practices of Engineering Risk Management Drawing from the author’s many years of hands-on experience in the field, Analytical Methods for Risk Management: A Systems Engineering Perspectivepresents the foundation processes and analytical...
  • №183
  • 4,17 МБ
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Artech House, 2002. — 430 p. — Series: Artech House Computer Library. — ISBN: 1580533140, 9781580533140 Professionals in the world of e-business need a reliable way of gauging the risks associated with new endeavours. This hands-on guide presents an effective approach to using risk to conduct test strategies. It helps professionals understand the risks of e-business and conduct...
  • №184
  • 2,83 МБ
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Jones & Bartlett Learning, 2010. – 516 p. – ISBN: 0763791873, 9780763791872 Managing Risk in Information Systems provides a unique, in-depth look at how to manage and reduce IT associated risks. Written by an industry expert, this book provides a comprehensive explanation of the SSCP® Risk, Response, and Recovery Domain in addition to providing a thorough overview of risk...
  • №185
  • 14,64 МБ
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Simon & Schuster, 2003. — 320 p. — ISBN: 0743254236, 9780743254236 At the beginning of the twentieth century, H. G. Wells predicted that statistical thinking would be as necessary for citizenship in a technological world as the ability to read and write. But in the twenty-first century, we are often overwhelmed by a baffling array of percentages and probabilities as we try to...
  • №186
  • 13,31 МБ
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Wiley, October 14, 2013. — 352 pages While many organizations know how important operational risks are, they still continue to struggle with the best ways to identify and manage them. Organizations of all sizes and in all industries need best practices for identifying and managing key operational risks, if they intend on exceling in today's dynamic environment. Operational...
  • №187
  • 60,43 МБ
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Springer, 2015. — 438 p. — ISBN: 3319091131 Quantitative models are omnipresent –but often controversially discussed– in todays risk management practice. New regulations, innovative financial products, and advances in valuation techniques provide a continuous flow of challenging problems for financial engineers and risk managers alike. Designing a sound stochastic model requires...
  • №188
  • 11,69 МБ
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Springer, 2015. — 438 p. Quantitative models are omnipresent – but often controversially discussed – in todays risk management practice. New regulations, innovative financial products, and advances in valuation techniques provide a continuous flow of challenging problems for financial engineers and risk managers alike. Designing a sound stochastic model requires finding a careful...
  • №189
  • 12,55 МБ
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KIT Scientific Publishing, 2006. — 175 p. — ISBN: 3866440057, 9783866440050 These case studies complement the earlier groundbreaking work of Natural Disaster Hotspots: A Global Risk Analysis published in April 2005. Three case studies address specific hazards: landslides, storm surges and drought. An additional, three case studies address regional multi-hazard situations in Sri...
  • №190
  • 7,70 МБ
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Gabler, 2008. - 219 p. ISBN: 3834909858 Ordinarily, only the interests of shareholders, debtholders, and corporate management are taken into account when analyzing corporate financial decisions while the interests of non-financial stakeholders are often neglected. Gregor Gossy develops a so-called stakeholder rationale for risk management arguing that firms which are more...
  • №191
  • 3,11 МБ
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Palgrave Macmillan – 2006, 400 pages ISBN: 0230019161, 9780230019164 This book comprises an edited series of papers about risk management and the latest developments in the field. Covering topics such as Stochastic Volatility, Risk Dynamics, Weather Derivatives and Portfolio Diversification, this book will have broad international appeal. It is highly relevany for optimal...
  • №192
  • 3,62 МБ
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2nd ed. — Wiley, 2012. — 480 p. — ISBN: 9781118316672 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,...
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  • 4,11 МБ
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2010 John Wiley & Sons Ltd. This book is a comprehensive guide to the subject of counterparty risk for practitioners dealing with this or related topics. All aspects of counterparty risk and related areas are discussed. Whilst financial risk management has tended to be rather quantitative in recent years, there is a well-known danger in overuse of models and quantitative...
  • №194
  • 2,96 МБ
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3rd ed. — Wiley, 2015. — 496 p. — ISBN: 1119109418, 9781119109419 A detailed, expert-driven guide to today's major financial point of interest The xVA Challenge: Counterparty Credit Risk, Funding, Collateral, and Capital is a practical guide from one of the leading and most influential credit practitioners, Jon Gregory. Focusing on practical methods, this informative guide...
  • №195
  • 8,67 МБ
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Springer, 2005. — 252 p. The goal of this book is to bring the reader up to date on recent developments in the nature and application of catastrophe models used to manage risk from natural disasters. It describes current and potential future uses of such models. The book emphasizes natural disasters, but also discusses application of the models to the terrorist attacks of...
  • №196
  • 10,47 МБ
  • дата добавления неизвестна
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McGraw-Hill, 2000. — 752 p. This is the all-in-one banker's and financial manager's guide for implementing and using an effective risk management program. In today's world of multibillion-dollar credit losses and bailouts, it has become increasingly imperative for corporate and banking leaders to monitor and manage risk on all fronts. "Risk Management" introduces and explores...
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  • 8,30 МБ
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This book is an introduction to modern credit risk methodology as well a cookbook for putting credit risk models to work. We hope that the two purposes go together well. From our own experience, analytical methods are best understood by implementing them. Credit risk literature broadly falls into two separate camps: risk measurement and pricing. We belong to the risk...
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  • 7,40 МБ
  • дата добавления неизвестна
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N.-Y.: CRC Press, 2013. - 523p. The challenges of the current financial environment have revealed the need for a new generation of professionals who combine training in traditional finance disciplines with an understanding of sophisticated quantitative and analytical tools. Risk Management and Simulation shows how simulation modeling and analysis can help you solve risk...
  • №199
  • 7,93 МБ
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Earthscan, 2007. - 313 p. ISBN: 1844074242 Trust is an important factor in risk management, affecting judgements of risk and benefit, technology acceptance and other forms of cooperation. In this book the world?s leading risk researchers explore all aspects of trust as it relates to risk management and communication. Drawing on a wide variety of disciplinary approaches and...
  • №200
  • 3,70 МБ
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Wiley, 2013. — 173 p. — (FOCUS Series). — ISBN: 1848214642, 9781848214644 With the impact of the recent financial crises, more attention must be given to new models in finance rejecting Black-Scholes-Samuelson assumptions leading to what is called non-Gaussian finance. With the growing importance of Solvency II, Basel II and III regulatory rules for insurance companies and...
  • №201
  • 2,29 МБ
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McGraw-Hill, 2010. — 624 p. — ISBN: 0071744355, 9780071744355 A superior new replacement to traditional discounted cash flow valuation models Executives and corporate finance practitioners now have a more reliable discount rate to value companies and make important business and investment decisions. In todays market, its free cash flow, cost of capital and return on invested...
  • №202
  • 4,24 МБ
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Wiley – 2009, 1033 pages, 3rd edition ISBN: 0470282371, 9780470282373 Examines timely multidisciplinary applications, problems, and case histories in risk modeling, assessment, and management Risk Modeling, Assessment, and Management, Third Edition describes the state of the art of risk analysis, a rapidly growing field with important applications in engineering, science,...
  • №203
  • 48,33 МБ
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Wiley, 2004. - 864 pages. Since the first edition of Risk Modeling, Assessment, and Management was published, public interest in the field of risk analysis has grown astronomically. Its adaptation across many disciplines and its deployment by industry and government agencies in decision making has led to an unprecedented development of new theory, methodology, and practical...
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  • 5,99 МБ
  • дата добавления неизвестна
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Princeton University Press – 2010, 144 pages ISBN: 0691142424 Individuals and families make key decisions that impact many aspects of financial stability and determine the future of the economy. These decisions involve balancing current sacrifice against future benefits. People have to decide how much to invest in health care, exercise, their diet, and insurance. They must...
  • №205
  • 523,24 КБ
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Amacom, 2011. — 320 p. — ISBN; 0814417442, 9780814417447 Managing financial risks comes down to understanding how to reduce a complex business environment into workable concepts and models. "The AMA Handbook of Financial Risk Management" provides readers with the tools they need for dealing with the most important areas of financial decision making. Filled with strategies,...
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  • 1,56 МБ
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3rd ed. — CABI, 2015. — 296 p. — ISBN: 1780645740, 9781780645742 Risk and uncertainty are inescapable factors in agriculture which require careful management. Farmers face production risks from the weather, crop and livestock performance, and pests and diseases, as well as institutional, personal and business risks. This revised third edition of this popular textbook includes...
  • №207
  • 12,61 МБ
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3rd ed. — FT Press, 2010. — 816 p. — ISBN 978-0273725206. Published by the International Swaps and Derivatives Association, the 1992 and 2002 ISDA Master Agreements are the main contracts used in the over the counter global derivatives market. Mastering the ISDA Master Agreements provides a practical, clear and useful guide to help understand and negotiate these Master Agreements....
  • №208
  • 150,85 МБ
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Wiley-ISTE, 2017. — 164 p. — ISBN 978-1786300089. The author investigates the Cramer –Lundberg model, collecting the most interesting theorems and methods, which estimate probability of default for a company of insurance business. These offer different kinds of approximate values for probability of default on the base of normal and diffusion approach and some special asymptotic.
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  • 1,48 МБ
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Wiley, 2010. — 797 p. — ISBN: 9780470903391 Risk management may have been the single most important topic in finance over the past two decades. To appreciate its complexity, one must understand the art as well as the science behind it. Risk Management: Foundations for a Changing Financial World provides investment professionals with a solid framework for understanding the...
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  • 3,96 МБ
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Springer, 2016. — 162 p. — ISBN 978-3319250540. This book focuses on identifying and explaining the key determinants of scenario analysis in the context of operational risk, stress testing and systemic risk, as well as management and planning. Each chapter presents alternative solutions to perform reliable scenario analysis. The author also provides technical notes and describes...
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  • 3,96 МБ
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CIMA Publishing, 2005 — 134 p. — ISBN 9780750665988. Financial risk management is currently subject to much debate, especially the accounting for derivative products, and a number of commentators are objecting to the introduction of International Accounting Standard IAS 39 for Derivatives that will be in force by January 2005 for all EU companies. The topic of hedge accounting and...
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  • 3,01 МБ
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Chapman and Hall, 2017. — 204 p. — ASIN B0714LWJP6. Model-free Hedging: A Martingale Optimal Transport Viewpoint focuses on the computation of model-independent bounds for exotic options consistent with market prices of liquid instruments such as Vanilla options. The author gives an overview of Martingale Optimal Transport, highlighting the differences between the optimal...
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  • 3,32 МБ
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Physica-Verlag – 2010, 267 pages ISBN: 3790826065, 9783790826067 Risk concentrations play a crucial role for the survival of individual banks and for the stability of the whole banking system. Thus, it is important from an economical and a regulatory perspective to properly measure and manage these concentrations. In this book, the impact of credit concentrations on portfolio...
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  • 3,04 МБ
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Finance and Ventus, 2008. — 109 p. — ISBN 978-87-7681-425-0. In a world of geo-political, social and economic uncertainty, Strategic Financial Management is under pressure. This book reviews the subject within the context of current events. Each chapter contains activities (with solutions) to test understanding at your own pace. Comprehensive, yet concise, the material is also...
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  • 3,33 МБ
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Springer – 2012, 1206 pages ISBN: 9400714343, 9400714327 Risk has become one of the main topics in fields as diverse as engineering, medicine and economics, and it is also studied by social scientists, psychologists and legal scholars. But the topic of risk also leads to more fundamental questions such as: What is risk? What can decision theory contribute to the analysis of...
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  • 10,06 МБ
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Ashgate Publishing Company, 2005. – 191 p. – ISBN: 0566086271, 9780566086274 Despite many years of development, risk management remains problematic for the majority of organizations. One common challenge is the human dimension, in other words, the way people perceive risk and risk management. Risk management processes and techniques are operated by people, each of whom is a...
  • №217
  • 3,63 МБ
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CRC Press, 2009. — 419 p. — ISBN: 1439809739, 9781439809730 Defining the fundamentals of building a risk management plan, Applied Risk Management in Agriculture uses strategic management to organize the process of risk management. A time-tested procedure inside and outside the business community, this technique provides an ideal platform for organizing risk. Making complex...
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  • 15,54 МБ
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Wiley, 2011. — 242 p. — ISBN 978 0 470 82719 2. Ideas on how to reform the financial services industry, from experts on the inside In the wake of the financial crisis of 2008 the practices of the entire global financial services industry have been called into question. From the government, to the media, to the general public, everyone is rethinking the way forward for the...
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  • 3,38 МБ
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Wiley, 2019. — 430 p. — ISBN 978-1-119-34563-3. Gain a holistic view of agricultural (re)insurance and capital market risk transfer Increasing agricultural production and food security remain key challenges for mankind. In order to meet global food demand, the Food and Agriculture Organisation estimates that production has to increase by 50% by 2050 and requires large investments....
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  • 7,41 МБ
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Capstone – 2002, 128 pages ISBN: 1841123412, 9781841123417 ExpressExec is a unique business resource of one hundred books. These books present the best current thinking and span the entire range of contemporary business practice. Each book gives you the key concepts behind the subject and the techniques to implement the ideas effectively, together with lessons from benchmark...
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  • 3,77 МБ
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Gower, 2009. — 130 p. — ISBN: 0566089955, 9780566089954. There are all sorts of problems associated with reputation risk. Many organisations find that it doesn't fit neatly within operational risk others struggle to allocate responsibility for it or to find ways of reporting effectively. Perhaps the biggest problem of all is that organisations often confuse reputation risk with...
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  • 3,41 МБ
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Kogan Page, 2010. — 384 p. — ISBN-10: 0749459425; ISBN-13: 978-0749459420. This book is intended for all who want a comprehensive introduction to the theory and application of risk management. It sets out an integrated introduction to the management of risk in public and private organizations. Studying this book will provide insight into the world of risk management and may...
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  • 3,58 МБ
  • дата добавления неизвестна
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3rd Edition. — Kogan Page, 2014. — 411 p. — ISBN 9978 0 7494 7245 0. It is increasingly important that organizations recognize, assess and respond to all forms of risk that they face. Fundamentals of Risk Management, now in its third edition, provides a comprehensive introduction to the subject of commercial and business risk. Completely aligned to ISO 31000, it examines the key...
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  • 4,36 МБ
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Kogan Page, 2018. - 480p. - 978-0749483074 5th.ed. This fifth edition of Fundamentals of Risk Management is a comprehensive introduction to commercial and business risk for students and risk professionals. Providing extensive coverage of the core frameworks of business continuity planning, enterprise risk management and project risk management, this is the definitive guide to...
  • №225
  • 4,48 МБ
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Kogan Page, 2018. - 480p. - 978-0749483074 5th.ed. This fifth edition of Fundamentals of Risk Management is a comprehensive introduction to commercial and business risk for students and risk professionals. Providing extensive coverage of the core frameworks of business continuity planning, enterprise risk management and project risk management, this is the definitive guide to...
  • №226
  • 5,70 МБ
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Wiley, 2005. — 257 pp. — ISBN 978-0-471-70616-8 Качество: распознанный текст без ошибок (OCR). Financial markets are a fascinating reflection of the people behind them. Usually interesting, occasionally irrational, markets take on a life of their own,moving farther and faster than models predict and sometimes concluding with events that are theoretically unlikely. There is...
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  • 1,39 МБ
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Wiley, 2005. — 257 pp. — ISBN 0471706167. A concise introduction to financial risk management strategies, policies, and techniques This ideal guide for business professionals focuses on strategic and management issues associated with financial risk. Essentials of Financial Risk Management identifies risk-mitigation policies and strategies; suggestions for determining an...
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  • 3,82 МБ
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Wiley – 2009, 299 pages ISBN: 0470387955, 9780470387955 The 2008 credit crisis, terrorism, Katrina, computer hackers, and air travel disasters all have something in common-the methods used to assess and manage these risks are fundamentally flawed. If risks cannot be properly evaluated, risk management itself becomes the biggest risk. The Failure of Risk Management shows you...
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  • 3,62 МБ
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Wiley, 2012. — 350 p. — ISBN: 1119979528, 9781119979524. Everything you need to know in order to manage risk effectively within your organization. You cannot afford to ignore the explosion in mathematical finance in your quest to remain competitive. This exciting branch of mathematics has very direct practical implications: when a new model is tested and implemented it can have...
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  • 3,05 МБ
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Springer, 2012. – 348 p. – ISBN: 1461441021 Investment and risk management problems are fundamental problems for financial institutions and involve both speculative and hedging decisions. A structured approach to these problems naturally leads one to the field of applied mathematics in order to translate subjective probability beliefs and attitudes towards risk and reward into...
  • №231
  • 5,92 МБ
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Wiley, 2014. — 300 p. — ISBN: 1118176405, 9781118176405 A comprehensive guide to the key investment decisions all investors must make and how to manage the risk that entails Since all investors seek maximize returns balanced against acceptable risks, successful investment management is all about successful risk management. Strategic Risk Management uses that reality as a...
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  • 53,48 МБ
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Palgrave Macmillan – 2006, 182 pages. ISBN: 023001352X, 9780230013520. Dealing with high-stakes risk potentials depends on our ability to come to grips with some easy to understand, yet difficult to apply, criteria for decision. We need to go beyond the façade of pseudo-scientific assessments that cater to special interests. We need to take a fresh, honest look at the only two...
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  • 3,28 МБ
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Wiley – 2006, 224 pages ISBN: 0471790362, 9780471790365 Could your nonprofit stand up to risk assessment from outside authorities? Would it be ready should a keystaff member leave? Risk management and business continuity planning have the potential for growing and strengthening the internal structure of your nonprofit, yet, these crucial practices are often deferred—or...
  • №234
  • 1,53 МБ
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FT Press, 2002. — 320 p. — ISBN: 0273656988 Alternative Investment Strategies, such as hedge funds, can enhance returns and reduce risk of a global investment portfolio. However, managing their "risk dimension" is critical to success. Managing Risk in Alternative Investment Strategies provides insight into the latest thinking about hedge funds and hedge fund risk management,...
  • №235
  • 1,49 МБ
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World Scientific Publishing, 2017. — 207 p. — ISBN 9789813149960. This book presents the theory, the practice, and applies this knowledge to provide a forensic analysis of some well-known risk management failures. By doing so, this book introduces a unified framework for understanding how to manage the risk of an individual's or corporation's or financial institution's assets and...
  • №236
  • 2,29 МБ
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Cambridge University Press, 2017. — 202 p. — ISBN 978-1-107-18559-3. In the years since the subprime financial crisis of 2007–2011, we have learned a number of important lessons about the crisis, and have subsequently applied appropriate legislation, such as increased capital ratios and systematic stress testing, in order to combat it. However, it would be naive to suggest that...
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  • 2,10 МБ
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New York: Cambridge University Press, 2008. - 298 pages The field of credit risk and corporate bankruptcy prediction has gained considerable momentum following the collapse of many large corporations around the world, and more recently through the sub-prime scandal in the United States. This book provides a thorough compendium of the different modelling approaches available in...
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  • 1,48 МБ
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Wiley, 2010. — 812 p. — ISBN: 0470904011, 9780470904015. Filled with in-depth insights and practical advice, the Financial Risk Manager Handbook is the core text for risk management training programs worldwide. Presented in a clear and consistent fashion, this completely updated Sixth Edition, mirrors recent updates to the new two-level Financial Risk Manager (FRM) exam, and is...
  • №239
  • 141,13 МБ
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2nd edition. — McGraw-Hill, 2001. — 543 p. Language: English. Since its original publication, Value at Risk has become the industry standard in risk management. Now in its Second Edition, this international bestseller addresses the fundamental changes in the field that have occurred across the globe in recent years. Philippe Jorion provides the most current information...
  • №240
  • 6,18 МБ
  • дата добавления неизвестна
  • изменен
3rd ed. — McGraw-Hill, 2006. — 594 p. — ISBN: 0071464956, 9780071464956 Since its original publication, Value at Risk has become the industry standard in risk management. Now in its Third Edition, this international bestseller addresses the fundamental changes in the field that have occurred across the globe in recent years. Philippe Jorion provides the most current information...
  • №241
  • 11,34 МБ
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Wiley, 2013. — 448 p. — ISBN: 1118604911, 9781118604915 Credit is essential in the modern world and creates wealth, provided it is used wisely. The Global Credit Crisis during 2008/2009 has shown that sound understanding of underlying credit risk is crucial. If credit freezes, almost every activity in the economy is affected. The best way to utilize credit and get results is to...
  • №242
  • 2,68 МБ
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Cambridge University Press – 2001, 686 pages. ISBN: 0521792371, 9780521792370. During the last twenty five years, research in mathematical finance has been very intense; much work has been done towards clarifying the foundations and what new directions need to be developed. The aim of this book is to present the current state of our understanding in the field of mathematical...
  • №243
  • 3,20 МБ
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IT Governance Publishing, 2010. – 316 p. – ISBN: 1849280924, 9781849280938 Realize the benefits of Internet technologies, while ensuring your company is protected from the associated risks! An effective risk management strategy is vital to your company s survival Internet technologies have revolutionized the way that business is conducted. However, these innovations expose...
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  • 1,53 МБ
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Springer, 2018. — 335 p. — ISBN 978-981-10-4106-8, 9811041067, 978-981-10-4105-1. This book covers important issues related to managing supply chain risks from various perspectives. Supply chains today are vulnerable to disruptions with a significant impact on firms’ business and performance. The aim of supply chain risk management is to identify the potential sources of risks and...
  • №245
  • 7,76 МБ
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Springer, 2018. — 387 p. — (Supply Chain Management). — ISBN 9783658199173, 9783658199180. With her work, Irène Kilubi builds a bridge between two areas of business research, on the one hand the supply chain management, and on the other hand innovation and technology management. In the context of her work, she proposes to expand the usual instruments of supply chain risk...
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  • 3,51 МБ
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Springer, Gabler Verlag, 2016. — 159 p. — ISBN: 9783658124595, 9783658124601 This publication links information asymmetries and decision processes of financial investors through quantitative models. The aim is to analyze empirical observations and synthesize outputs in order to add new academic insights with practical pertinence. Multivariate scoring models and statistical...
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  • 1,51 МБ
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Springer, 2015. — 412 p. — ASIN B00XWDQPVK. This book covers the latest results in the field of risk analysis. Presented topics include probabilistic models in cancer research, models and methods in longevity, epidemiology of cancer risk, engineering reliability and economical risk problems. The contributions of this volume originate from the 5th International Conference on Risk...
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  • 9,54 МБ
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2nd ed. — 2009. — 339 p. Printed in the United States of America Contents Acknowledgments vii Introduction Tools of the Trade Accounting Economics Investment Mathematics Quantitative Analysis Fundamental Financial Security Analysis Equity Analysis and Valuation Credit Analysis Real Estate Portfolio Management The Investment Management Process...
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  • 1,92 МБ
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Springer, 2014. — 472 p. 100 illus., 42 illus. in color. — ISBN: 3319044850, 9783319044866 This is a unique book addressing the integration of risk methodology from various fields. It stimulates intellectual debate and communication across disciplines, promotes better risk management practices and contributes to the development of risk management methodologies. Book chapters...
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  • 10,48 МБ
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Springer, 2013. — 128 p. 25 illus., 23 illus. in color. — (SpringerBriefs in Finance). — ISBN: 1461444896, 9781461444909 Multifractal Financial Markets ?explores appropriate models for estimating risk and profiting from market swings, allowing readers to develop enhanced portfolio management skills and strategies. Fractals in finance allow us to understand market instability...
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  • 3,85 МБ
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Wiley – 2009, 600 pages ISBN: 0470499109, 9780470499108 Essential insights on the various aspects of financial derivatives If you want to understand derivatives without getting bogged down by the mathematics surrounding their pricing and valuation, Financial Derivatives is the book for you. Through in-depth insights gleaned from years of financial experience, Robert Kolb and...
  • №252
  • 6,77 МБ
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A John Wiley & Sons, Ltd., Publication, 2010. - 397 p. ISBN: 1405185856 Corporate Boards: Managers of Risk, Sources of Risk deals with the highly timely topic of the Corporate Board and its relationship to risk, both in terms of its management and its creation. Utilizes a multi-disciplinary perspective which draws on the fields of economics, law, business ethics, and...
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  • 3,33 МБ
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Palgrave Macmillan, 2017. — 234 p. — ISBN 978-1137524065. Modern Credit Risk Management: From Theory to Practice is a practical guide to the latest risk management tools and techniques applied in the market to assess and manage credit risks at bank, sovereign, corporate and structured finance level. It strongly advocates the importance of sound credit risk management and how this...
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  • 4,09 МБ
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Wiley-Interscience – 2010, 440 pages ISBN: 0471762547, 9780471762546 Information Technology Risk Management in Enterprise Environments provides a comprehensive review of industry approaches, practices, and standards on how to handle the ever-increasing risks to organizations' business-critical assets. Through a practical approach, this book explores key topics that enable...
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  • 1,76 МБ
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Springer, 2014. — 505 p. — ISBN: 9781461490357 This book presents an overview of the risks involved in modern electricity production, delivery and trading, including technical risk in production, transportation and delivery, operational risk for the system operators, market risks for traders, and political and other long term risks in strategic management. Using decision making...
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  • 12,12 МБ
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Monograph: Saarbrücken, Germany. - Publisher AV Akademikerverlag GmbH& Co. KG (LAP LAMBERT Academic Publishing), 2012. - 226 p. The book reveals complex cross-cutting issues of estimation uncertainty and certainty, analysis and management in the socio-economic systems, including information theory, decision making, determining the mechanisms of self-organization and chaos in...
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  • 3,96 МБ
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Springer, 2013. — 93 p. 7 illus., 3 illus. in color. — ISBN: 3319023020, 9783319023038 Motivated by the many and long-standing contributions of H. Gerber and E. Shiu, this book gives a modern perspective on the problem of ruin for the classical Cramér–Lundberg model and the surplus of an insurance company. The book studies martingales and path decompositions, which are the main...
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  • 1,03 МБ
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Wiley, 2014. — 256 p. — ISBN 978-1118796801. A comprehensive guide to one of the key risk management issues in the expanding field of Islamic finance For Islamic financial institutions, Sharia non-compliance is a growing and key risk that must be carefully managed. This book offers a thorough look at non-compliance risk and explains the legal documentation necessary to ensure...
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  • 6,19 МБ
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Princeton University Press – 2004, 328 pages ISBN: 0691089299, 978-0691089294 Credit risk is today one of the most intensely studied topics in quantitative finance. This book provides an introduction and overview for readers who seek an up-to-date reference to the central problems of the field and to the tools currently used to analyze them. The book is aimed at researchers...
  • №260
  • 3,35 МБ
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Wiley, 2014. — 336 p. — ISBN: 9781118497425, 9781118497432, 9781118497456 With over 30 years’ experience of risk management in banks, Mark Laycock provides a comprehensive but succinct non-technical overview of risk and its governance in financial institutions. Bridging the gap between texts on governance and the increasingly technical aspects of risk management the book covers...
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  • 16,28 МБ
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L.: Imperial College Press, 2014. - 372p. Each financial crisis calls for — by its novelty and the mechanisms it shares with preceding crises — appropriate means to analyze financial risks. In Extreme Financial Risks and Asset Allocation, the authors present in an accessible and timely manner the concepts, methods, and techniques that are essential for an understanding of these...
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  • 2,20 МБ
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World Scientific, 2014. — 372 p. — (Series in Quantitative Finance, Book 5). — ISBN: 1783263083, 9781783263080 Each financial crisis calls for - by its novelty and the mechanisms it shares with preceding crises - appropriate means to analyze financial risks. In Extreme Financial Risks and Asset Allocation, the authors present in an accessible and timely manner the concepts,...
  • №263
  • 2,44 МБ
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Wiley, 2017. — 272 p. — ISBN 978-1119348504 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...
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  • 1,23 МБ
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Wiley – 2010, 202 pages ISBN: 0470710527, 9780470710524 This uniquely accessible, breakthrough book lets auditors grasp the thinking behind the mathematical approach to risk without doing the mathematics. Risk control expert and former Big 4 auditor, Matthew Leitch, takes the reader gently but quickly through the key concepts, explaining mistakes organizations often make and...
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  • 2,97 МБ
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Ashgate – 2008, 272 pages. ISBN: 0566087995, 9780566087998. Many people in organizations resent internal control and risk management; these two processes representing unwelcome tasks to be completed for the benefit of auditors and regulators. Over the last few years this perception has been heightened by the disastrous implementation of section 404 of the Sarbanes-Oxley Act of...
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  • 3,23 МБ
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Springer, 2013. — 206 p. — ISBN: 364232231X, 9783642322327 The Global Financial Crisis and the Eurozone crisis that has followed have drawn attention to weaknesses in financial records, information and data. These weaknesses have led to operational risks in financial institutions, flawed bankruptcy and foreclosure proceedings following the Crisis, and inadequacies in financial...
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  • 3,91 МБ
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Palgrave Macmillan, 2018. — 211 p. — ISBN 978-3319694092. This book covers Operational Risk Management (ORM), in the current context, and its new role in the risk management field. The concept of operational risk is subject to a wide discussion also in the field of ORM’s literature, which has increased throughout the years. By analyzing different methodologies that try to...
  • №268
  • 4,69 МБ
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Palgrave Macmillan, 2018. — 211 p. — ISBN 978-3319694092. This book covers Operational Risk Management (ORM), in the current context, and its new role in the risk management field. The concept of operational risk is subject to a wide discussion also in the field of ORM’s literature, which has increased throughout the years. By analyzing different methodologies that try to...
  • №269
  • 1,90 МБ
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Springer, 2011. — 219 p. — ISBN: 1461405106 Risk management has become an essential issue in supply chain management, from the modeling of the decision maker's risk preference, and the studies on uncertain elements such as demand, supply, price, lead time, etc., to the consideration of more practical background including cash flow constraints, inventory financing and delayed...
  • №270
  • 1,29 МБ
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Buttеrworth-Hеinemann – 2006, 352 pages ISBN: 0750682310, 9780750682312 The rate of failure of IT projects has remained little changed in survey after survey over the past 15-20 years-over 40-50%. This has happened in spite of new technology, innovative methods and tools, and different management methods. Why does this happen? Why can't the situation be better? One reason is...
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  • 2,39 МБ
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Butterworth-Heinemann – 2006, 190 pages ISBN: 0750667990, 9780750667999 Operations Risk-a form of Operational Risk, is becoming increasingly important as more and more sophisticated products and the use of those products occurs in the financial services industry. Outsourcing, including overseas outsourcing, is changing the structure of firms and particularly operations teams....
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  • 16,33 МБ
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Palgrave Macmillan – 2005, 184 pages. ISBN: 1403949786, 9781403949783. Risk communication helps companies, governments and institutions minimize disputes, resolve issues, and anticipate problems before they result in an irreversible breakdown in communications. Most policy makers still use outdated methods-developed at a time before health scares like BSE, genetically modified...
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  • 3,74 МБ
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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...
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  • 7,21 МБ
  • дата добавления неизвестна
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Routledge, 2003. — 492 p. — ISBN: 0415771137, 9780415771139 This new book uses advanced signal processing technology to measure and analyze risk phenomena of the financial markets. It explains how to scientifically measure, analyze and manage non-stationarity and long-term time dependence (long memory) of financial market returns. It studies, in particular, financial crises in...
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  • 3,27 МБ
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Springer, 2012. — 454p. 178 illus. — ISBN: 9783642257551 This book presents innovative theories, methodologies, and techniques in the field of risk management and decision making. It introduces new research developments and provides a comprehensive image of their potential applications to readers interested in the area. The collection includes: computational intelligence...
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  • 10,98 МБ
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Palgrave Macmillan, 2011. — 282 p. — ISBN: 0230281133, 9780230281134 Economics, psychology, and neuroscience have converged into a single field under the label of neuroeconomics, aimed to employ recent neuroscientific methods in order to analyze economically relevant brain processes. This innovative field has repeatedly revealed deviations from the classical theory of...
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  • 1,89 МБ
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Springer, 2013. — 162 p. — ISBN: 9789400774407 This volume explores various aspects of risk taking. It offers an analysis of financial, entrepreneurial and social risks, as well as a discussion of the ethical implications of empirical findings. The main issues examined in the book are the financial crisis and its implications for business ethics. The book discusses unethical...
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  • 1,26 МБ
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Springer, 2011. — 476 p. — ISBN: 3642123228, 9783642123238 The term 'risk' is known from many fields, and we are used to references to contractual risk, economic risk, operational risk, legal risk, security risk, and so forth. We conduct risk analysis, using either offensive or defensive approaches to identify and assess risk. Offensive approaches are concerned with balancing...
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  • 14,44 МБ
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Springer – 2008, 244 pages ISBN: 3540708693, 9783540708704 Modeling and management of credit risk are the main topics within banks and other lending institutions. Historical experience shows that, in particular, concentration of risk in credit portfolios has been one of the major causes of bank distress. Therefore, concentration risk is highly relevant to anyone who wants to...
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  • 13,61 МБ
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North-Holland/Elsevier, 2014 . — 897 p. — ISBN: 9780444536853. The need to understand the theories and applications of economic and finance risk has been clear to everyone since the financial crisis, and this collection of original essays proffers broad, high-level explanations of risk and uncertainty. The economics of risk and uncertainty is unlike most branches of economics in...
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  • 8,86 МБ
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Springer – 2005, 328 pages ISBN: 354027264X, 9783540272649 Portfolio analysis and optimization, together with the associated risk assessment and management, require knowledge of the likely distributions of returns at different time scales and insights into the nature and properties of dependences between the different assets. This book offers an original and thorough treatment...
  • №282
  • 8,95 МБ
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Springer, 2006. — 321 p. Portfolio analysis and optimization, together with the associated risk assessment and management, require knowledge of the likely distributions of returns at different time scales and insights into the nature and properties of dependences between the different assets. This book offers an original and thorough treatment of these two domains, focusing mainly...
  • №283
  • 4,99 МБ
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Springer, 2015. — 198 p. — ISBN: 9783319031033, 9783319031040 The recent world economic crisis showed very clearly that financial crises and sovereign defaults are severe threats to economic and social prosperity. In addition, it became apparent that currency crises and banking crises often occur together and are closely related to sovereign debt crises and defaults. The...
  • №284
  • 3,05 МБ
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Wiley, 2011. — 722 p. — (Wiley Finance). — ISBN 0470481803. Financial risk has become a focus of financial and nonfinancial firms, individuals, and policy makers. But the study of risk remains a relatively new discipline in finance and continues to be refined. The financial market crisis that began in 2007 has highlighted the challenges of managing financial risk. Now, in...
  • №285
  • 5,06 МБ
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Springer, 2015. — 273 p. — ISBN: 1447167856, 9781447167853 Maximizing reader insights into project management and handling complexity-driven risks, this book explores propagation effects, non-linear consequences, loops, and the emergence of positive properties that may occur over the course of a project. This book presents an introduction to project management and analysis of...
  • №286
  • 20,13 МБ
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Автор неизвестен Содержание Причины, по которым компании управляют рисками Степень внедрения систем риск менеджмента в компаниях Наиболее эффективный путь внедрения систем риск менеджмента Предполагаемые затраты на внедрение систем риск менеджмента Риск менеджмент как отдельная функция в структуре компании Количество и состав сотрудников в подразделениях по риск...
  • №287
  • 844,53 КБ
  • дата добавления неизвестна
  • изменен
Springer, 2014. — 160 p. — (International Series in Operations Research & Management Science). — ISBN: 4431546189, 9784431546191 This book presents recent work in the physics and economics of management through the developmental theory and practice of management science/operations research (MS/OR) that goes beyond the author’s earlier book on the same subject. (Volume 125 in...
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  • 4,22 МБ
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Springer, 2008. – 293 p. – ISBN: 0387848037, 9780387848037 This book presents a stochastic management approach for manufacturing and service enterprises with risks by a game/strategic view in order to show the goal and constraints on these enterprises and to provide a strategic/collaborative solution for management with risks in heterogeneity. The book focuses on the three...
  • №289
  • 13,56 МБ
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McGraw-Hill - 2004, 256 pages. ISBN: 0-07-143471-2. What all managers need to know about growth in a turbulent world. Especially in these turbulent times, good risk management is about exploiting opportunities for growth while protecting value already created. To do this, corporate leaders must, first and foremost, learn to manage the chain of cause and effect between risk and...
  • №290
  • 41,22 МБ
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Wiley, 2014. — 352 p. — (Wiley Finance Series). — ISBN: 9781118796900 A thorough guide to correlation risk and its growing importance in global financial markets Ideal for anyone studying for CFA, PRMIA, CAIA, or other certifications, Correlation Risk Modeling and Management is the first rigorous guide to the topic of correlation risk. A relatively overlooked type of risk...
  • №291
  • 4,30 МБ
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N.-Y.: Chapman & Hall/CRC, 2011. - 328p. Risk Analysis in Finance and Insurance, Second Edition presents an accessible yet comprehensive introduction to the main concepts and methods that transform risk management into a quantitative science. Taking into account the interdisciplinary nature of risk analysis, the author discusses many important ideas from mathematics, finance,...
  • №292
  • 1,81 МБ
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Springer-Verlag Berlin Heidelberg, 2015. — 254 p. — (Intelligent Systems Reference Library 80). — ISBN: 9783662457030, 9783662457047 This book presents recent research using cognitive science to apprehend risk situations and elaborate new organizations, new systems and new methodological tools in response. The book demonstrates the reasons, advantages and implications of the...
  • №293
  • 4,89 МБ
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Wiley – 2008, 440 pages ISBN: 9780470518335 The book analyzes, compares, and contrasts tools and techniques used in risk management at corporate, strategic business and project level and develops a risk management mechanism for the sequencing of risk assessment through corporate, strategic and project stages of an investment in order to meet the requirements of the 1999...
  • №294
  • 3,61 МБ
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N.-Y.: Risk Books, 2011. - 124p. Senior management are expected to make crucial business decisions using complex risk models that, without specialized quantitative financial knowledge, can lead to ill judged choices. The recent controversial discussions concerning the use of risk models during the financial crisis, and the new regulatory framework, have highlighted the need for...
  • №295
  • 2,06 МБ
  • добавлен
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W.E. Upjohn Institute for Employment Research, 2003. — 192 p. This collection offers an economics-based overview of the various facets of risk. It contains six papers that examine a broad array of research relating to risk. Two papers examine risk management and its application to decision making as well as what researchers have learned over the past few decades in their...
  • №296
  • 996,80 КБ
  • добавлен
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John Wiley & Sons, 2015. — 454 p. — (Wiley finance). — ISBN: 9781118904022, 1118904028, 9781118904039, 1118904036, 9781118904046, 1118904044, 1118904052, 9781118904053 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...
  • №297
  • 29,88 МБ
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This book draws on our collective and business experience to offer a user-friendly view of financial risk-management.
  • №298
  • 6,05 МБ
  • дата добавления неизвестна
  • изменен
CRC Press, 2010. — 742 p. — ISBN: 1439817529, 9781439817520 As pension fund systems decrease and dependency ratios increase, risk management is becoming more complex in public and private pension plans. Pension Fund Risk Management: Financial and Actuarial Modeling sheds new light on the current state of pension fund risk management and provides new technical tools for...
  • №299
  • 5,96 МБ
  • добавлен
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2nd ed. — Wiley, 2014. — 333 p. — ISBN 9781118750292. Mathematics and Statistics for Financial Risk Management is a practical guide to modern financial risk management for both practitioners and academics. Now in its second edition with more topics, more sample problems and more real world examples, this popular guide to financial risk management introduces readers to...
  • №300
  • 30,59 МБ
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Wiley, 2018. — 323 p. — ISBN 111952220X. A mathematical guide to measuring and managing financial risk Our modern economy depends on financial markets. Yet financial markets continue to grow in size and complexity. As a result, the management of financial risk has never been more important. Quantitative Financial Risk Management introduces students and risk professionals to...
  • №301
  • 3,49 МБ
  • добавлен
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Wiley - ISTE, 2014. — 420 p. — ISBN: 1848214804 Risk management deals with prevention, decision-making, action taking, crisis management and recovery, taking into account consequences of unexpected events. The authors of this book are interested in ecological processes, human behavior, as well as the control and management of life-critical systems, which are potentially highly...
  • №302
  • 11,58 МБ
  • добавлен
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ISTE Press – Elsevier, 2016. — 266 p. — ISBN 978-1-78548-218-2. This book deals with continuous-time risk models and covers several aspects of risk theory. The first of them is the smoothness of the survival probabilities. In particular, the book provides a detailed investigation of the continuity and differentiability of the infinite-horizon and finite-horizon survival...
  • №303
  • 2,45 МБ
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Wiley-Blackwell, 2017. — 529 p. — ISBN 978-1-118-90604-0. This book covers both the practical and theoretical aspects of catastrophe modelling for insurance industry practitioners and public policymakers. Written by authors with both academic and industry experience it also functions as an excellent graduate-level text and overview of the field. Ours is a time of unprecedented...
  • №304
  • 8,46 МБ
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Wiley, 2011. — 384 p. — (Wiley Finance). — ISBN 047066679X, 9780470666791. The Handbook of News Analytics in Finance is a landmark publication bringing together the latest models and applications of News Analytics for asset pricing, portfolio construction, trading and risk control. The content of the Hand Book is organised to provide a rapid yet comprehensive understanding of...
  • №305
  • 4,98 МБ
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Berlin: Springer, 2001. - 276p. Contents : Front Matter Introduction Risk and Risk Measures Modelling the Dynamics of the Risk Factors Valuation of Financial Instruments Approximation of the Portfolio Distribution Sample Estimation of Risk Measures Conclusion and Outlook Back Matter
  • №306
  • 8,23 МБ
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CRC Press – 1997, 451 pages ISBN: 1566701309, 9781566701303 The theoretical background of risk analysis Applications of risk analysis Risk perception, law, politics, and risk communication Risk management This book bridges the gap between the many different disciplines used in applications of risk analysis to real world problems. Contributed by some of the world's leading...
  • №307
  • 16,06 МБ
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Palgrave Macmillan – 2011, 320 pages ISBN: 0230313353, 9780230313354 This text comprises a selection of papers that provide state of the art insights into bank performance, risk and firm financing post crisis that were presented at the European Association of University Teachers of Banking and Finance Conference (otherwise known as the Wolpertinger Conference) held at Bangor...
  • №308
  • 3,60 МБ
  • добавлен
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2nd Edition. — Wiley, 2018. — 358 p. — ISBN 978-1-118-23385-6. The definitive guide to risk arbitrage, fully updated with new laws, cases, and techniques Risk Arbitrage is the definitive guide to the field and features a comprehensive overview of the theory, techniques, and tools that traders and risk managers need to be effective. This new edition is completely updated and fully...
  • №309
  • 4,52 МБ
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Wiley – 2011, 448 pages ISBN 0470977612 A guide to the validation and risk management of quantitative models used for pricing and hedging Whereas the majority of quantitative finance books focus on mathematics and risk management books focus on regulatory aspects, this book addresses the elements missed by this literature the risks of the models themselves. This book starts...
  • №310
  • 5,00 МБ
  • добавлен
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Cambridge University Press – 2009, 385 pages. ISBN: 0521897882, 9780521897884. Credit derivatives have enjoyed explosive growth in the last decade, particularly synthetic Collateralized Debt Obligations (synthetic CDOs). This modern book describes the state-of-the-art in quantitative and computational modeling of CDOs. Beginning with an overview of the structured finance...
  • №311
  • 3,50 МБ
  • добавлен
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John Wiley & Sons, 2006. — 623 p. — (Wiley Finance). This book is divided into nine parts starting from a discussion of what risk is and how it is quantified, to how risk can be predicted, diversified, taken advantage of, hedged, and, finally, managed. Risk Identification. Risk Evaluation. Risk Quantification. Industry Applications. Risk Prediction. Risk...
  • №312
  • 34,27 МБ
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KIT Scientific Publishing, 2008. — 154 p. An important tool in risk management is the implementation of risk measures. We study dynamic models where risk measures and dynamic risk measures can be applied. In particular, we solve various portfolio optimization problems and introduce a class of dynamic risk measures via the notion of Markov decision processes. Using Bayesian control...
  • №313
  • 1,07 МБ
  • добавлен
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Wiley, 2012. — 374 p. — (Theory and Decision Library B). — ISBN: 9401043345, 9789401043342 Most of the writings of Maurice Allais, 1988 Nobel Laureate in Economics have only been published in French. Thus to date, economists, management scientists and operations researchers have been severely restricted in gaining access to his work. Markets, Risk and Money presents, for the...
  • №314
  • 13,15 МБ
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Chapman and Hall/CRC – 2008, 472 pages ISBN: 1584888938, 9781584888932 Sound risk management often involves a combination of both mathematical and practical aspects. Taking this into account, Understanding Risk: The Theory and Practice of Financial Risk Management explains how to understand financial risk and how the severity and frequency of losses can be controlled. It...
  • №315
  • 5,67 МБ
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N.-Y.: Risk Books, 2013. - 379p. The economic environment left exposed in the wake of the financial crisis of 2007-2012 has revealed a vast amount of risk-related problems and new case studies in waiting. Due to the increasing amount of new regulations which were imposed in order to contend with the results of the crisis, companies have amped up their scrutiny of risk...
  • №316
  • 5,96 МБ
  • добавлен
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Wiley, 2017. — 376 p. — ISBN 978-1118939819. Improve financial product control operations with this comprehensive reference Effective Product Control provides detailed "how-to" guidance for the product control function, serving as a control standards primary reference for both internal and external stakeholders. Coverage includes tasks, roles, and functions, presented in an...
  • №317
  • 10,64 МБ
  • добавлен
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Wiley, 2017. — 376 p. — ISBN 978-1118939819. Improve financial product control operations with this comprehensive reference Effective Product Control provides detailed "how-to" guidance for the product control function, serving as a control standards primary reference for both internal and external stakeholders. Coverage includes tasks, roles, and functions, presented in an...
  • №318
  • 6,27 МБ
  • добавлен
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Wiley, 2005. — 396 p. — ISBN: 0471427241, 9780471427247 The definitive guide to fixed income valuation and risk analysis The Trilogy in Fixed Income Valuation and Risk Analysis comprehensively covers the most definitive work on interest rate risk, term structure analysis, and credit risk. The first book on interest rate risk modeling examines virtually every well-known IRR...
  • №319
  • 2,19 МБ
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Techniques and strategies for managing corporate Risk. Contents. preface ix. Part One. Background Analysis. Chapter. 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. References. Chapter. Risk and Utility:...
  • №320
  • 5,60 МБ
  • дата добавления неизвестна
  • изменен
Vieweg+Teubner Verlag – 2008, 105 pages. ISBN: 3834805475, 9783834805478. The author presents two concepts to handle the classic linear mixed-integer two-stage stochastic optimization problem. She describes mean-risk modeling and stochastic programming with first order dominance constraints. Both approaches are applied to optimize the operation of a dispersed generation...
  • №321
  • 3,19 МБ
  • добавлен
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Palgrave Macmillan, 2019. — 367 p. — ISBN 978-981-10-8988-6. This book is a capstone to the magisterial career of one of Japan's most senior scholars of risk, accounting, and management. How can companies and organizations navigate today's world, rife with unexpected challenges and opportunities? In this trenchant book, Nishimura offers case studies, theoretical models, and useful...
  • №322
  • 4,34 МБ
  • добавлен
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InTech, 2011. – 278 p. – ISBN: 9533073149, 9789533073149 In many human activities risk is unavoidable. It pervades our life and can have a negative impact on individual, business and social levels. Luckily, risk can be assessed and we can cope with it through appropriate management methodologies. The book Risk Management Trends offers to both, researchers and practitioners, new...
  • №323
  • 7,86 МБ
  • добавлен
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Wiley, 2018. — 474 p. — ISBN 978-1-119-25265-8. An in-depth guide to global and risk finance based on financial models and data-based issues that confront global financial managers. This book offers perspectives on global risk finance in a world with economies in transition. Developed from lectures and research projects investigating the consequences of globalization and strategic...
  • №324
  • 7,69 МБ
  • добавлен
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Academic Press, 2016. — 609 p. — ISBN: 978-0-12-805479-6. This book provides an up-to-date resource on how domestically-based banks in emerging economies can provide financial services for all economic sectors while also contributing to national economic development policies. Because these types of bank are often exposed to risky sectors, they are usually set apart from foreign...
  • №325
  • 5,30 МБ
  • добавлен
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Hoboken: Wiley, 2012. — 416 p. Risk analysis is the method of analyzing the dangers to individuals, businesses, and government agencies posed by potential natural and man–made hazards. Designed as a practical, in–the–field toolkit, this book details every aspect of how a risk assessment is performed, showing the proper tool to be used at various steps in the process, as well as...
  • №326
  • 3,68 МБ
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Wiley, 2006. 448 p. – ISBN: 0471760897, 9780471760894 Discover how to optimize business strategies from both qualitative and quantitative points of view Operational Risk: Modeling Analytics is organized around the principle that the analysis of operational risk consists, in part, of the collection of data and the building of mathematical models to describe risk. This book is...
  • №327
  • 17,95 МБ
  • добавлен
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Wiley, 2002. — 334 p. This book describes the tools and techniques of value-at-risk and risk decomposition, which underlie risk budgeting. Most readers will never actually compute a value-at-risk (VaR) estimate. That is the role of risk measurement and portfolio management systems. Nonetheless, it is crucial that consumers of value-at-risk estimates and other risk measures...
  • №328
  • 2,07 МБ
  • добавлен
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Auerbach Publications, 2008. — 458 p. — ISBN: 1420062751, 9781420062755 Based on the seminars of Tom Peltier, this volume presents the various processes that your organization can employ in assessing risk, fully detailing each of its strengths and weaknesses. This information will allow managers to determine what processes best fit the needs of a given situation to mitigate...
  • №329
  • 4,43 МБ
  • добавлен
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Wiley, 2012. — 463 p. — ISBN: 9781118129593 Investment Theory and Risk Management is a practical guide to today's investment environment. The book's sophisticated quantitative methods are examined by an author who uses these methods at the Virginia Retirement System and teaches them at the Virginia Commonwealth University. In addition to showing how investment performance can...
  • №330
  • 3,48 МБ
  • добавлен
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London: Springer, 2011. — 430 pp. — ISBN 978-0-85729-469-2 Contents Safety and Reliability Modeling Krzysztof Kołowrocki. Reliability Modelling of Complex Systems Charles S. Tapiero. The Price of Safety and Economic Reliability Chakraborty S., Sam C. Reliability Analysis of Structures Under Hybrid Uncertainty Minjae Park M., Pham H. Maintenance and Warranty Concepts...
  • №331
  • 13,11 МБ
  • добавлен
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Wiley, 2005. – 288 p. – ISBN: 0471690538, 9780471690535 Risk management is a part of mainstream corporate life that touches all aspects of every type of organization. Auditors must focus firmly on risk: risk to the business, the executives, and the stakeholders. Auditing the Risk Management Process incorporates all the latest developments in risk management as it applies to...
  • №332
  • 1,63 МБ
  • добавлен
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Momentum Press, 2015. — 148 p. — ISBN 978-1606505304. Businesspersons-including engineers, managers, and technoprenuers-are trained and drilled to make things happen. Part of their practice is to guide others on building monuments of success, and to make difficult decisions along the way. However, they will all realize that decisions they make eventually determine the chances they...
  • №333
  • 4,63 МБ
  • добавлен
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Palgrave Macmillan, 2017. — 585 p. — ISBN 10 3319592963, 13 978-331959296. This handbook examines the latest techniques and strategies that are used to unlock the risk transfer capacity of global financial and capital markets. Taking the financial crisis and global recession into account, it frames and contextualises non-traditional risk transfer tools created over the last 20...
  • №334
  • 9,05 МБ
  • добавлен
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Palgrave Macmillan, 2006. - 344 p. ISBN: 1403936080 The authors present a comprehensive and timely discussion of economic capital and financial risk management for financial services firms and conglomerates. Topics covered include: *the different types of risks that firms collect; *risk governance issues; *how stress testing can be used to measure risk; *the...
  • №335
  • 3,04 МБ
  • добавлен
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Oxford: Oxford University Press, 2016. — 280 p. — ISBN 978-0198753223. This collection of essays deals with the situated management of risk in a wide variety of organizational settings - aviation, mental health, railway project management, energy, toy manufacture, financial services, chemicals regulation, and NGOs. Each chapter connects the analysis of risk studies with critical...
  • №336
  • 1,36 МБ
  • добавлен
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Ventus, 2012. — 236 p. — ISBN 978-87-403-0120-5. This is a short, focused text, considering a range of methods, issues and concepts in management decision making. Written from the perspective of a student/manager unfamiliar and/or uncomfortable with mathematics, the text considers a range of established decision making methods and presents them in the context of a need to...
  • №337
  • 4,79 МБ
  • добавлен
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ESI International, 2001. — 340 p. — ISBN: 1890367303, 9781890367305. Risk Management: Concepts and Guidance, third edition, is an encyclopedia of risk management tools, practices and protocols. Its 35 tool-packed chapters cover the latest perspectives on risk, focusing on a systematic approach to risk management. It highlights specific techniques to enhance organizational risk...
  • №338
  • 9,19 МБ
  • добавлен
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N.-Y.: Auerbach Publications, 2014. - 474p. This new edition of Risk Management: Concepts and Guidance supplies a look at risk in light of current information, yet remains grounded in the history of risk practice. Taking a holistic approach, it examines risk as a blend of environmental, programmatic, and situational concerns. Supplying comprehensive coverage of risk management...
  • №339
  • 4,34 МБ
  • добавлен
  • изменен
Project Management Institute, 2009. — 72 p. — 4th ed. — ISBN: 9781933890388. Project Management Institute (PMI) practice standards are guides to the use of a tool, technique, or process identified in A Guide to the Project Management Body of Knowledge (PMBOK® Guide – Fourth Edition) or other PMI standards. Practice standards are targeted at audiences who participate in the...
  • №340
  • 4,92 МБ
  • добавлен
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Risk professional workshop. — Albania, 2012. — 182 p. The materials cover the following aspects: Operational Risk Management Setup including classification of risks, Identification Tools, Risk Measurement and Analysis and Management Actions and Framework.
  • №341
  • 11,37 МБ
  • добавлен
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Wiley, 2008. — 300 p. — ASIN B000SF4VDY. While operational risk has long been regarded as a mere part of "other" risks--outside the realm of credit and market risk--it has quickly made its way to the forefront of finance. In fact, with implementation of the Basel II Capital Accord already underway, many financial professionals--as well as those preparing to enter this field--must...
  • №342
  • 2,79 МБ
  • добавлен
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Wiley – 2011, 387 pages ISBN: 1405183691 A Probability Metrics Approach to Financial Risk Measures relates the field of probability metrics and risk measures to one another and applies them to finance for the first time.Helps to answer the question: which risk measure is best for a given problem?Finds new relations between existing classes of risk measuresDescribes...
  • №343
  • 3,42 МБ
  • добавлен
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Palgrave Macmillan, 2017. — 448 p. — ISBN ISBN 978-3-319-30876-0. This book draws on financial, economic, and management theory in its exploration of the theory underlying risk and risk management at both micro- and macroeconomic levels. It has a particular reference to the public financial sector. Chapters investigate the elimination of currency risk in the Transatlantic Trade...
  • №344
  • 2,01 МБ
  • добавлен
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Wiley, 2011. — 664 p. — ISBN: 0470637641, 9780470637647 An introduction to risk assessment that utilizes key theory and state-of-the-art applications With its balanced coverage of theory and applications along with standards and regulations, Risk Assessment: Theory, Methods, and Applications serves as a comprehensive introduction to the topic. The book serves as a practical...
  • №345
  • 62,74 МБ
  • добавлен
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McGraw-Hill – 2010, 304 pages ISBN: 0071700595, 9780071700597 A revolutionary new approach for detecting and managing inherent risk The unprecedented turmoil in the financial markets turned the field of quantitative finance on its head and generated severe criticism of the statistical models used to manage risk and predict black swan events. Something very important had been...
  • №346
  • 4,11 МБ
  • добавлен
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Wiley, 2010. — 240 p. — ISBN 978-0470666012. In Coherent Stress Testing: A Bayesian Approach, industry expert Riccardo Rebonato presents a groundbreaking new approach to this important but often undervalued part of the risk management toolkit. Based on the author's extensive work, research and presentations in the area, the book fills a gap in quantitative risk management by...
  • №347
  • 1,78 МБ
  • добавлен
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Prinston: Prinston University Press, 2007. - 303p. Today's top financial-risk professionals have come to rely on ever-more sophisticated mathematics in their attempts to come to grips with financial risk. But this excessive reliance on quantitative precision is misleading-and it puts us all at risk. This is the case that Riccardo Rebonato makes in Plight of the Fortune Tellers...
  • №348
  • 1,82 МБ
  • добавлен
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Cambridge University Press, 2014. — 516 p. Portfolio Management under Stress offers a novel way to apply the well-established Bayesian-net methodology to the important problem of asset allocation under conditions of market distress or, more generally, when an investor believes that a particular scenario (such as the break-up of the Euro) may occur. Employing a coherent and...
  • №349
  • 6,99 МБ
  • добавлен
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Springer, 2018. — 174 p. — ISBN 3658228210. The thesis of Kristina Reimer provides a comprehensive analysis of asymmetric cost behavior (also known as cost stickiness) by discussing its origin and development in the theoretical and empirical research from the 1920s of the past century up until today. Further, using an empirical approach, she investigates the implications of...
  • №350
  • 2,82 МБ
  • добавлен
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Global 13th Edition. — Pearson Education, 2017. — 720 p. — ISBN 9781292151038. Redja’s Principles of Risk Management and Insurance provides an in-depth examination of major risk themes. Using rich and up-to-date content on the basic concepts of risk and insurance, and introductory and advanced topics in traditional and enterprise risk management, the text is relevant to a wide...
  • №351
  • 15,28 МБ
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Prentice Hall: 2008, 747 p. - ISBN: 0321414934, 9780321414939. Principles of Risk Management and Insurance is the market-leading text for this course, ideal for undergraduate courses and students from a mix of academic majors. Focusing primarily on the consumers of insurance, the text blends basic risk management and insurance principles with consumer considerations. Rejda’s...
  • №352
  • 14,33 МБ
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Prentice Hall, 2013. — 720 p. in color. — 12th ed. — ISBN: 0132992914, 9780132992916 Intended primarily for undergraduate courses in Risk Management and Insurance, this text also provides practical content to current and aspiring industry professionals. Principles of Risk Management and Insurance is the market-leading text, focusing primarily on the consumers of insurance, and...
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Wiley – 2007, 810 pages ISBN: 0470029781, 9780470029787 This book presents an integrated framework for risk measurement, capital management and value creation in banks. Moving from the measurement of the risks facing a bank, it defines criteria and rules to support a corporate policy aimed at maximizing shareholders' value. Parts I - IV discuss different risk types (including...
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Kogan Page, 2010. — 304 p. — 7th ed. — ISBN: 0749457139, 9780749457136 Effective risk management is a vital issue to consider when looking to safeguard a company’s commercial future and deal with the latest regulatory requirements. Managing Business Risk enables readers to maintain the clearest possible controls on risks that may threaten their businesses, while at the same...
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2 edition, Neil Ritson and Ventus Publishing AsP, 2011. – 52 p. This textbook introduces the reader to the different approaches and schools within strategic thinking as well as the tools used to investigate the strategic environment surrounding a business.
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Springer, 2016. — 168 p. — ISBN 978-3658119072. In this book Simona Roccioletti reviews several valuable studies about risk measures and their properties; in particular she studies the new (and heavily discussed) property of "Elicitability" of a risk measure. More important, she investigates the issue related to the backtesting of Expected Shortfall. The main contribution of the...
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Springer, 2013. — 152 p. — ISBN: 940075454X, 9789400754553 Risk has become one of the main topics in fields as diverse as engineering, medicine and economics, and it is also studied by social scientists, psychologists and legal scholars. This Springer Essentials version offers an overview of the in-depth handbook and highlights some of the main points covered in the Handbook of...
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Apress, 2018. — 284 p. — ISBN 978-1484241936. Understand critical cybersecurity and risk perspectives, insights, and tools for the leaders of complex financial systems and markets. This book offers guidance for decision makers and helps establish a framework for communication between cyber leaders and front-line professionals. Information is provided to help in the analysis of...
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Springer, 2017. — 176 p. — (Integrated Disaster Risk Management). — ISBN 978-981-10-2566-2. This study develops a methodology for rapidly obtaining approximate estimates of the economic consequences from numerous natural, man-made and technological threats. This software tool is intended for use by various decision makers and analysts to obtain estimates rapidly. It is programmed...
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Wiley, 2015. — 256 p. — ISBN 978-1118734421. Gain insight into the unique risk management challenges within the Islamic banking system Risk Management for Islamic Banks: Recent Developments from Asia and the Middle East analyzes risk management strategies in Islamic banking, presented from the perspectives of different banking institutions. Using comprehensive global case studies,...
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Wiley, 2014. — 528 p. — ISBN: 1118045955¸9781118045954 Balanced, practical risk management for post – financial crisis institutions Fundamentals of Risk Management fills a critical gap left by existing risk management texts. Instead of focusing only on quantitative risk analysis or only on institutional risk management, this book takes a comprehensive approach. The disasters of...
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Springer, 2016. — 193 p. — (Contributions to Economics). — ISBN: 9783319174129, 9783319174136 This book explores some relevant distortions and market failures in financial and banking markets caused by the recent financial crisis and offers important insights to policymakers as well. After having introduced the reader to the economic background behind the origin of the present...
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Palgrave Macmillan, 2015. — 432 p. — (Applied Quantitative Finance). — ISBN: 1137448199, 9781137448194 XVA Desks: A New Era for Risk Management is a comprehensive guide to the fundamentals and latest developments in this rapidly expanding field. Written by a seasoned practitioner, it begins with an overview of the role of OTC derivatives in the current banking industry. The...
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Butterworth-Heinemann, 2008. — 354 p. Events of all types are produced every day for all manner of purposes, attracting all sorts of people. Creating and managing the environment in which these people will gather carries with it awesome responsibilities — legal, ethical, and financial.
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Gower Publishing Company, 2015. — 272 p. Risk management and contingency planning has really come to the fore since the first edition of this book was originally published. Computer failure, fire, fraud, robbery, accident, environmental damage, new regulations - business is constantly under threat. But how do you determine which are the most important dangers for your business?...
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Academic Press, 2007. — 280 p. — (Academic Press Advanced Finance). — ISBN 9780123694669 (print); ISBN 9780080471068 (eBook). A unique combination of concise, expert academic analysis of the latest technical VaR measures and their applications and the practical realities of bank decision making about capital management and capital allocation. Preface. Value at Risk,...
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  • 2,87 МБ
  • дата добавления неизвестна
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Edinburgh University Press, 2013. — 232 p. — ISBN 978-0748670086. An integrated risk-management framework for Islamic banks. This guide shows students and professions how to identify, measure and mitigate risk in Sharia'h-compliant banks. Using simulated Islamic bank financial statements, it demonstrates the integrated risk management process, and investigates how risk regulatory...
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Chapman and Hall/CRC – 2010, 1113 pages ISBN: 1439821305, 9781439821305 Reflecting the author’s wealth of experience in this field, Handbook of Solvency for Actuaries and Risk Managers: Theory and Practice focuses on the valuation of assets and liabilities, the calculation of capital requirement, and the calculation of the standard formula for the European Solvency II...
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Springer, 2014. — 242 p. 61 illus., 38 illus. in color. — (Computational Risk Management). — ISBN: 3642549551, 9783642549557 This book approaches macroprudential oversight from the viewpoint of three tasks. The focus concerns a tight integration of means for risk communication into analytical tools for risk identification and risk assessment. Generally, this book explores...
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Wiley – 2010, 380 pages. ISBN: 0470478349, 9780470478349. A classic book on credit risk management is updated to reflect the current economic crisis Credit Risk Management In and Out of the Financial Crisis dissects the 2007-2008 credit crisis and provides solutions for professionals looking to better manage risk through modeling and new technology. This book is a complete...
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2nd Edition. New York: John Wiley & Sons, Inc., 2002. – 334 pages. The need for books such as this one has increased as regulatory and market conditions encourage greater proliferation of credit risk models. We have tried to be faithful to the original book’s paradigm and present the economic intuition of each of the models accurately, but in terms that are accessible to a...
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