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 banks, insurance companies, and the corporate sector.

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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.

Handbook of Financial Engineering - Google Livres

Different to other books on the topic, it addresses the challenges and opportunities facing the different risk management types in banks, insurance Michael Frenkel , Ulrich Hommel , Markus Rudolf.

Consequences of Basel II. Conflicts of Interest and Market Discipline in Financial Services Firms. Risk Management and Value Creation in Banks The New Basel Capital Accord. Regulatory and Other Applications Methods and Criticism.

The Challenge of Managing Longevity Risk. Risk Management Corporate Governance and the Public Corporation.

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Integrating Corporate Risk Management. ValueBased Motives for Corporate Risk Management Valuebased Corporate Risk Management. A Comprehensive Approach to the Measurement.

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. Evaluating Credit Risk Models. Estimation of Default Probabilities and Default Correlations. Managing Investment Risks of Institutional Private. Assessment of Operational Risk Capital New Approaches to Managing Catastrophic Insurance Risk.

ForeignExchangeRisk Management in German. Real Options and Financial Hedging.

The Real Option Value of Operational and Managerial Flexibility. Was Enrons Business Model Fundamentally Flawed? Convergence of Supply Chain Management. Economic Risks of EMU. Does Risk Management Make Financial Markets Riskier? Revitalization of Japanese Banks Japans Big Bang Reform.