Crisis wasted? : leading risk managers on risk culture /
| Κύριοι συγγραφείς: | , |
|---|---|
| Μορφή: | Ηλ. βιβλίο |
| Γλώσσα: | English |
| Έκδοση: |
Chichester, West Sussex, United Kingdom :
John Wiley & Sons,
2016.
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| Θέματα: | |
| Διαθέσιμο Online: | Full Text via HEAL-Link |
Πίνακας περιεχομένων:
- Epigraph; Title page; Copyright; Dedication; Preface; Themes and questions; Research; Engaging the faculty of interviewees; Execution; Acknowledgements; Notes; About the Authors; 1 Setting the Scene; Notes; 2 Background; Behaviour; Modelling and measurement; Regulation; Notes; 3 Sir Michael Hintze; Notes; 4 John Breit; Notes; 5 Bill Muysken; Notes; 6 Hugo Bänziger; Notes; 7 Carol Alexander; Notes; 8 Mark Lawrence; Notes; 9 Paul Bostok; Notes; 10 Todd Groome; Notes; 11 Richard Meddings; Notes; 12 Adrian Blundell-Wignall; Notes; 13 Innovations; How to analyse risk appetite and risk tolerance
- How to quantify risk appetite for an economyWhy models seem to fail; How to quantify illiquidity; Signals of market instability; Analysis of connectivity and contagion; Notes; 14 Interpretation; Opportunity wasted?; Failure of regulation; What has been done so far and how useful is it?; Watering down; The burden of rules; Paradoxical and counterproductive; Could go either way; Time to reflect on theoretical underpinnings; Tower of Babel; Limits to regulation; Notes; A Risk Silos; Investment risk; Liquidity risk; Counterparty risk; Operations risk; Legal and compliance risk; Note
- B The Mechanics of Selected Financial ProductsExchange-traded v over-the-counter transactions; Swaps; Securitisation and collateralisation; Asset-Backed Securities (ABS); Structured Investment Vehicle (SIV); Collateralised Debt Obligations (CDO) and Collateralised Loan Obligations (CLO); "Do it yourself" structured products; Options and option implied volatility; Volatility and variance swaps; Option replication; Gaussian Copulas; Notes; C Basel I, II and III
- Risk Weightings; Note; Glossary of Terms; Glossary of People; Further Reading; Bibliography; Index; EULA
