Kevin Dowd

Beyond Value at Risk

The New Science of Risk Management

• Broschiertes Buch

Produktbeschreibung

Beyond Value at Risk The New Science of Risk Management A Comprehensive Guide to Value at Risk and Risk Management Risk management and measurement are now, without doubt, the hottest topics in the finance world. Today, quantifying risk management is not only a management tool - but is also used by regulators for banks and finance houses.

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Risikoabschätzung und -management - ein 'heißes' Thema der internationalen Finanzwelt, und das nicht erst seit dem Zusammenbruch von Barings! Dieses Buch erläutert die wichtigsten Methoden der Risikobewertung, insbesondere VAR ('Value at Risk'), in einfacher, verständlicher Form und untersucht die theoretischen Grundlagen der Hilfsmittel und Techniken, anhand derer Finanzdienstleister ihr Risiko berechnen.

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Hinweis: Dieser Artikel kann nur an eine deutsche Lieferadresse ausgeliefert werden.

Produktdetails

• Wiley Professional Banking and Finance Series /Wiley Frontiers in Finance
• Verlag: Wiley & Sons
• 1. Auflage
• Seitenzahl: 288
• Erscheinungstermin: 4. Mai 1999
• Englisch
• Abmessung: 244mm x 170mm x 16mm
• Gewicht: 495g
• ISBN-13: 9780471976226
• ISBN-10: 0471976229
• Artikelnr.: 07515894

Autorenporträt

Kevin Dowd is Professor and Head of Economics at the University of Sheffield, England, and is an Adjunct Scholar at the Cato Institute, Washington DC. Prior to this he was Professor of Financial Economics at Sheffield Hallam University and Reader in Monetary Economics at the University of Nottingham. His previous works include Competition and Finance: A Reinterpretation of Financial and Monetary Economics (1996), and Laissez-Faire Banking (1993). He also edited The Experience of Free Banking (1992).

Inhaltsangabe

INTRODUCTION TO VAR.
The Risk Management Revolution.
VaR Basics.
DIFFERENT APPROACHES TO MEASURING VAR.
The Variance-Covariance Approach.
The Historical Simulation Approach.
Monte Carlo Simulation and Related Approaches.
Stress Testing.
RISK MANAGEMENT.
Risk-Adjusting Returns and Evaluating Performance.
Decision Making.
Credit Risk.
Liquidity, Operational and Legal Risks.
Allocating Capital.
Firm-Wide Risk Management.
Glossary of Main Terms.
Bibliography.
Indexes.