Michael a. o. Frenkel (Edts.)
Risk Management. Challenge and Opportunity.
Michael a. o. Frenkel (Edts.)
Risk Management. Challenge and Opportunity.
- Buch
Produktdetails
- Verlag: Berlin, Springer
- ISBN-13: 9783540671343
- ISBN-10: 354067134X
- Artikelnr.: 24093433
A Word of Greeting.
- Professor Dufey`s Career Contributions.
- Preface.
- Expanding the Focus of Risk Management: I. Harper, J. Keller, C. Pfeil: Does Risk Management Make Financial Markets Riskier?.
- Introduction.
- Market Risk as a Regulatory Concern.
- The Measurement of Market Risk.
- Some Empirical Results on Volatility in Major Stock Markets.
- Conclusion.
- I. Walter: The Relevance and Management of Reputation Risk in the Global Securities Industry.
- Performance Benchmarks.
- Between Values and Expectations.
- Between Expectations and Public Policy.
- Management`s High-Wire Act.
- Pricing Reputation Risk: An Example.
- Managing Reputation Risk.
- What Can be Done?.
- Balancing the Pieces.
- U. Hommel: Managing Catastrophic Risk with Financial Instruments.
- Introduction.
- CAT-Linked Securities - A New Asset Class.
- Traditional and ART-Based CAT Reinsurance.
- Optimizing the Issuer`s Risk Portfolio.
- Hedging Strategies with CAT-Linked Securities.
- Valuation Issues.
- Concluding Remarks.
- C. Geyer, W. Seifert: Introducing New Risk Classes to Organized Exchanges: The Case of Electricity Derivatives.
- Introduction.
- Building on New Paradigms.
- New Risk Classes in Electricity.
- Price Discovery: Reshaping the Power Industry.
- Transfer to Other Risk Classes.
- P. Riemer-Hommel, T. Trauth: Challenges and Solutions for the Management of Longevity Risk.
- Introduction.
- Establishing the Relevance of Longevity Risk to the Insurance Industry.
- Economic Reasons for the (Re)insurance Gap.
- Possible Solutions for Longevity Risk (Re)insurance.
- Conclusions.
- Risk Measurement Issues: A. Tschoegl: The Key to Risk Management: Management.
- Introduction.
- Some Examples of Financial Debacles.
- Conceptualizing Debacles and their Prevention.
- C. Holtorf, M. Rudolf: Market Risk: Benchmark and Standard Model.
- Intro...
- Professor Dufey`s Career Contributions.
- Preface.
- Expanding the Focus of Risk Management: I. Harper, J. Keller, C. Pfeil: Does Risk Management Make Financial Markets Riskier?.
- Introduction.
- Market Risk as a Regulatory Concern.
- The Measurement of Market Risk.
- Some Empirical Results on Volatility in Major Stock Markets.
- Conclusion.
- I. Walter: The Relevance and Management of Reputation Risk in the Global Securities Industry.
- Performance Benchmarks.
- Between Values and Expectations.
- Between Expectations and Public Policy.
- Management`s High-Wire Act.
- Pricing Reputation Risk: An Example.
- Managing Reputation Risk.
- What Can be Done?.
- Balancing the Pieces.
- U. Hommel: Managing Catastrophic Risk with Financial Instruments.
- Introduction.
- CAT-Linked Securities - A New Asset Class.
- Traditional and ART-Based CAT Reinsurance.
- Optimizing the Issuer`s Risk Portfolio.
- Hedging Strategies with CAT-Linked Securities.
- Valuation Issues.
- Concluding Remarks.
- C. Geyer, W. Seifert: Introducing New Risk Classes to Organized Exchanges: The Case of Electricity Derivatives.
- Introduction.
- Building on New Paradigms.
- New Risk Classes in Electricity.
- Price Discovery: Reshaping the Power Industry.
- Transfer to Other Risk Classes.
- P. Riemer-Hommel, T. Trauth: Challenges and Solutions for the Management of Longevity Risk.
- Introduction.
- Establishing the Relevance of Longevity Risk to the Insurance Industry.
- Economic Reasons for the (Re)insurance Gap.
- Possible Solutions for Longevity Risk (Re)insurance.
- Conclusions.
- Risk Measurement Issues: A. Tschoegl: The Key to Risk Management: Management.
- Introduction.
- Some Examples of Financial Debacles.
- Conceptualizing Debacles and their Prevention.
- C. Holtorf, M. Rudolf: Market Risk: Benchmark and Standard Model.
- Intro...
A Word of Greeting.
- Professor Dufey`s Career Contributions.
- Preface.
- Expanding the Focus of Risk Management: I. Harper, J. Keller, C. Pfeil: Does Risk Management Make Financial Markets Riskier?.
- Introduction.
- Market Risk as a Regulatory Concern.
- The Measurement of Market Risk.
- Some Empirical Results on Volatility in Major Stock Markets.
- Conclusion.
- I. Walter: The Relevance and Management of Reputation Risk in the Global Securities Industry.
- Performance Benchmarks.
- Between Values and Expectations.
- Between Expectations and Public Policy.
- Management`s High-Wire Act.
- Pricing Reputation Risk: An Example.
- Managing Reputation Risk.
- What Can be Done?.
- Balancing the Pieces.
- U. Hommel: Managing Catastrophic Risk with Financial Instruments.
- Introduction.
- CAT-Linked Securities - A New Asset Class.
- Traditional and ART-Based CAT Reinsurance.
- Optimizing the Issuer`s Risk Portfolio.
- Hedging Strategies with CAT-Linked Securities.
- Valuation Issues.
- Concluding Remarks.
- C. Geyer, W. Seifert: Introducing New Risk Classes to Organized Exchanges: The Case of Electricity Derivatives.
- Introduction.
- Building on New Paradigms.
- New Risk Classes in Electricity.
- Price Discovery: Reshaping the Power Industry.
- Transfer to Other Risk Classes.
- P. Riemer-Hommel, T. Trauth: Challenges and Solutions for the Management of Longevity Risk.
- Introduction.
- Establishing the Relevance of Longevity Risk to the Insurance Industry.
- Economic Reasons for the (Re)insurance Gap.
- Possible Solutions for Longevity Risk (Re)insurance.
- Conclusions.
- Risk Measurement Issues: A. Tschoegl: The Key to Risk Management: Management.
- Introduction.
- Some Examples of Financial Debacles.
- Conceptualizing Debacles and their Prevention.
- C. Holtorf, M. Rudolf: Market Risk: Benchmark and Standard Model.
- Intro...
- Professor Dufey`s Career Contributions.
- Preface.
- Expanding the Focus of Risk Management: I. Harper, J. Keller, C. Pfeil: Does Risk Management Make Financial Markets Riskier?.
- Introduction.
- Market Risk as a Regulatory Concern.
- The Measurement of Market Risk.
- Some Empirical Results on Volatility in Major Stock Markets.
- Conclusion.
- I. Walter: The Relevance and Management of Reputation Risk in the Global Securities Industry.
- Performance Benchmarks.
- Between Values and Expectations.
- Between Expectations and Public Policy.
- Management`s High-Wire Act.
- Pricing Reputation Risk: An Example.
- Managing Reputation Risk.
- What Can be Done?.
- Balancing the Pieces.
- U. Hommel: Managing Catastrophic Risk with Financial Instruments.
- Introduction.
- CAT-Linked Securities - A New Asset Class.
- Traditional and ART-Based CAT Reinsurance.
- Optimizing the Issuer`s Risk Portfolio.
- Hedging Strategies with CAT-Linked Securities.
- Valuation Issues.
- Concluding Remarks.
- C. Geyer, W. Seifert: Introducing New Risk Classes to Organized Exchanges: The Case of Electricity Derivatives.
- Introduction.
- Building on New Paradigms.
- New Risk Classes in Electricity.
- Price Discovery: Reshaping the Power Industry.
- Transfer to Other Risk Classes.
- P. Riemer-Hommel, T. Trauth: Challenges and Solutions for the Management of Longevity Risk.
- Introduction.
- Establishing the Relevance of Longevity Risk to the Insurance Industry.
- Economic Reasons for the (Re)insurance Gap.
- Possible Solutions for Longevity Risk (Re)insurance.
- Conclusions.
- Risk Measurement Issues: A. Tschoegl: The Key to Risk Management: Management.
- Introduction.
- Some Examples of Financial Debacles.
- Conceptualizing Debacles and their Prevention.
- C. Holtorf, M. Rudolf: Market Risk: Benchmark and Standard Model.
- Intro...