000 05273nam a22004815i 4500
001 978-3-540-26993-9
003 DE-He213
005 20161121230858.0
007 cr nn 008mamaa
008 100301s2005 gw | s |||| 0|eng d
020 _a9783540269939
_9978-3-540-26993-9
024 7 _a10.1007/b138437
_2doi
050 4 _aHG1-HG9999
072 7 _aKFF
_2bicssc
072 7 _aBUS027000
_2bisacsh
082 0 4 _a332
_223
245 1 0 _aRisk Management
_h[electronic resource] :
_bChallenge and Opportunity /
_cedited by Michael Frenkel, Markus Rudolf, Ulrich Hommel.
250 _aSecond Revised and Enlarged Edition.
264 1 _aBerlin, Heidelberg :
_bSpringer Berlin Heidelberg,
_c2005.
300 _aXXVII, 838 p.
_bonline resource.
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
347 _atext file
_bPDF
_2rda
505 0 _aBank Risk Management -- Basel II and the Effects on the Banking Sector -- Conflicts of Interest and Market Discipline in Financial Services Firms -- Risk Management and Value Creation in Banks -- The New Basel Capital Accord -- Value at Rist: Regulatory and Other Applications, Methods, and Criticism -- Parsimonious Value at Risk for Fixed Income Portfolios -- Risk Budgeting with Value at Risk Limits -- Value at Risk, Bank Equity and Credit Risk -- Parametric and Nonparametric Estimation of Conditional Return Expectations -- Credit Risk Portfolio Modeling: An Overview -- Evaluating Credit Risk Models -- Estimation of Default Probabilities and Default Correlations -- Managing Investment Risks of Institutional Private Equity Investors — The Challenge of Illiquidity -- Assessment of Operational Risk Capital -- Operational Risk: The Management Perspective -- Insurance Risk Management -- Catastrophic Events as Threats to Society: Private and Public Risk Management Strategies -- New Approaches to Managing Catastrophic Insurance Risk -- Alternative Risk Transfer -- The Challenge of Managing Longevity Risk -- Asset/Liability Management of German Life Insurance Companies: A Value-at-Risk Approach in the Presence of Interest Rate Guarantees -- Corporate Risk Management -- Risk Management, Corporate Governance and the Public Corporation -- Integrating Corporate Risk Management -- Value-Based Motives for Corporate Risk Management -- Value-Based Corporate Risk Management -- Statutory Regulation of the Risk Management Function in Germany: Implementation Issues for the Non-Financial Sector -- A Comprehensive Approach to the Measurement of Macroeconomic Exposure -- Foreign-Exchange-Risk Management in German Non-Financial Corporations: An Empirical Analysis -- Estimating the Exchange Rate Exposure of US Multinational Firms: Evidence from an Event Study Methodology -- International Corporate Risk Management: A Comparison of Three Major Airlines -- Corporate Risk Management: Real Options and Financial Hedging -- The Real Option Value of Operational and Managerial Flexibility in Global Supply Chain Networks -- Managing Acquisition-Related Currency Risk Exposures: The E.ON-Powergen Case -- Introducing New Risk Classes to Organized Exchanges: The Case of Electricity Derivatives -- Was Enron’s Business Model Fundamentally Flawed? -- “Real” Risk Management: Opportunities and Limits of Consumption-Based Strategies -- Capacity Options: Convergence of Supply Chain Management and Financial Asset Management -- Systemic Issues of Risk Management -- The Key to Risk Management: Management -- Economic Risks of EMU -- Does Risk Management Make Financial Markets Riskier? -- Risk Management, Rational Herding and Institutional Investors: A Macro View -- Revitalization of Japanese Banks: Japan’s Big Bang Reform.
520 _aDealing 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 banks, insurance companies, and the corporate sector. Due to the rising volatility in the financial markets as well as political and operational risks affecting the business sector in general, capital adequacy rules are equally important for non-financial companies. For the banking sector, the book emphasizes the modifications implied by the Basel II proposal. The volume has been written for academics as well as practitioners, in particular finance specialists. It is unique in bringing together such a wide array of experts and correspondingly offers a complete coverage of recent developments in risk management.
650 0 _aFinance.
650 0 _aManagement.
650 0 _aEconomics, Mathematical.
650 1 4 _aFinance.
650 2 4 _aFinance, general.
650 2 4 _aQuantitative Finance.
650 2 4 _aManagement.
700 1 _aFrenkel, Michael.
_eeditor.
700 1 _aRudolf, Markus.
_eeditor.
700 1 _aHommel, Ulrich.
_eeditor.
710 2 _aSpringerLink (Online service)
773 0 _tSpringer eBooks
776 0 8 _iPrinted edition:
_z9783540226826
856 4 0 _uhttp://dx.doi.org/10.1007/b138437
912 _aZDB-2-SBE
950 _aBusiness and Economics (Springer-11643)
999 _c505308
_d505308