Description

Book Synopsis
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.

Table of Contents
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.

Beyond Value at Risk The New Science of Risk

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    A Paperback / softback by Kevin Dowd

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      Book details

      Publisher John Wiley & Sons Inc
      Published 26 March 1998
      ISBN-13 9780471976226
      978-0471976226
      ISBN-10 0471976229
      Also in:
      Budgeting and financial management Finance and accounting

      Description

      Book Synopsis
      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.

      Table of Contents
      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.

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