Description
Book SynopsisWhile derivatives continue to play an increasingly vital role in driving today''s global financial markets, they also continue to be one of the most complicated and often misunderstood financial instruments in the marketplace. In Derivatives Handbook: Risk Management and Control, two of the field''s leading experts bring together the best, current cutting-edge thinking on derivatives to provide a comprehensive and accessible resource on risk management.
Derivatives Handbook presents a cogent, clear-eyed, and fresh perspective with an all-star roster of leading practitioners, academics, attorneys, accountants, consultants, and professionals who share their invaluable insights. These seasoned players provide incisive discussions on a wide range of topics, including Risk and Regulation in Derivatives Markets, Credit Derivatives, and Minimizing Operations Risk. Plus, there are comprehensive sections dedicated to case law and legal risk, risk measurement, risk oversight, regulation, and
Table of ContentsPartial table of contents:
DERIVATIVES: RISK AND CONTROL.
Risk and Regulation in Derivatives Markets (L. Hentschel & C. Smith).
Credit Derivatives (F. Iacono).
LEGAL RISK.
Risk Reduction Through Multibranch Netting (D. Cunningham & T. Werlen).
RISK MEASUREMENT.
Assessing Value at Risk for Equity Portfolios: Implementing Alternative Techniques (J. Jordan & R. Mackay).
RISK OVERSIGHT.
Oversight of Derivative Markets: Who's Responsible for What?
(B. Becker & F. Mazur).
REGULATION.
Functional Regulation (M. Miller).
TRANSPARENCY AND DISCLOSURE.
Derivatives Address (A. Greenspan).
CASE STUDY: METALLGESELLSCHAFT.
Derivatives Debacles: Case Studies of Large Losses in Derivatives Markets (A. Kuprianov).
Glossary.
Index.
