{"product_id":"financial-risk-management-9781119885290","title":"Financial Risk Management","description":"\u003cb\u003eBook Synopsis\u003c\/b\u003e\u003cbr\u003eProtect your organization against financial misconduct In Financial Risk Management: From Metrics to Human Conduct, Frantz Maurer delivers a thorough and practical review of the core methods used by professionals in the real world to reduce the risk of financial misconduct. Starting with the key points of banking regulation, the author then describes in simple terms the most extensively used risk metrics in the banking industry. Readers can fully grasp and implement the techniques discussed within without a strong background in probabilities or statistics. The last part of the book focuses on conduct risk markers and show how to implement a conduct risk index that benchmarks the conduct of natural risk-takers like traders. The author describes how to marry this simple approach to financial risk with a conduct risk index that benchmarks the conduct of natural risk-takers, like traders. Readers will also find: Step-by-step guidance on how to apply common risk indicators to real-world situationsActionable advice for improving the resilience of financial institutions against individual misconduct and misbehavior A holistic and non-quantitative approach to a subject of critical importance, Financial Risk Management: From Metrics to Human Conduct will earn a place in the libraries of risk managers, compliance professionals, and master's level students in business administration and finance.\u003cbr\u003e\u003cbr\u003e\u003cb\u003eTable of Contents\u003c\/b\u003e\u003cbr\u003e\u003cp\u003eForeword ix\u003c\/p\u003e \u003cp\u003eAcknowledgements xi\u003c\/p\u003e \u003cp\u003eList of Acronyms and Symbols xiii\u003c\/p\u003e \u003cp\u003eIntroduction xvii\u003c\/p\u003e \u003cp\u003e\u003cb\u003ePart One Navigating Banking Regulation\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003eChapter 1 A Brief History of the Basel Framework 3\u003c\/p\u003e \u003cp\u003eChapter 2 The Basel I Regulatory Framework and the Cooke Ratio 7\u003c\/p\u003e \u003cp\u003eChapter 3 Amendment to the Basel I Framework to Incorporate Market Risks 15\u003c\/p\u003e \u003cp\u003eChapter 4 Implementation of the Basel II Framework 21\u003c\/p\u003e \u003cp\u003eChapter 5 A Guided Tour of the Basel III Framework 29\u003c\/p\u003e \u003cp\u003eChapter 6 Climate- Related Financial Risks 41\u003c\/p\u003e \u003cp\u003e\u003cb\u003ePart Two The Financial Risk Measurement Landscape\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003eChapter 7 Historical Approach to Risk 47\u003c\/p\u003e \u003cp\u003eChapter 8 The Gaussian Framework 61\u003c\/p\u003e \u003cp\u003eChapter 9 A Brief Overview of Monte Carlo Simulation 75\u003c\/p\u003e \u003cp\u003eChapter 10 Risk Contribution 79\u003c\/p\u003e \u003cp\u003eChapter 11 Shortcomings of Risk Metrics 93\u003c\/p\u003e \u003cp\u003eChapter 12 Ex- Post Evaluation of a Risk Model: Backtesting 103\u003c\/p\u003e \u003cp\u003eChapter 13 A Forward- Looking Evaluation of Risk: Stress Testing 109\u003c\/p\u003e \u003cp\u003e\u003cb\u003ePart Three Getting Conduct Risk to Scale\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003eChapter 14 The Big Picture of Conduct Risk 119\u003c\/p\u003e \u003cp\u003eChapter 15 Markers of Conduct Risk 123\u003c\/p\u003e \u003cp\u003eChapter 16 Worked Example 7: Building a Conduct Risk Score 127\u003c\/p\u003e \u003cp\u003eChapter 17 Fostering a Culture of Appropriate Conduct Outcomes 137\u003c\/p\u003e \u003cp\u003eChapter 18 Worked Example 8: Calculating a Risk-Taker’s Conduct Risk Index 143\u003c\/p\u003e \u003cp\u003eChapter 19 Hot Questions Still Pending 159\u003c\/p\u003e \u003cp\u003eChapter 20 Understanding the Root Causes of Poor Conduct 163\u003c\/p\u003e \u003cp\u003eAppendix 173\u003c\/p\u003e \u003cp\u003eReferences 181\u003c\/p\u003e \u003cp\u003eContents 183\u003c\/p\u003e \u003cp\u003eList of Figures 187\u003c\/p\u003e \u003cp\u003eList of Tables 189\u003c\/p\u003e \u003cp\u003eIndex 191\u003c\/p\u003e","brand":"John Wiley \u0026 Sons Inc","offers":[{"title":"Default Title","offer_id":49407182176599,"sku":"9781119885290","price":38.0,"currency_code":"GBP","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0817\/1739\/5799\/files\/9781119885290.jpg?v=1730498462","url":"https:\/\/bookcurl.com\/products\/financial-risk-management-9781119885290","provider":"Book Curl","version":"1.0","type":"link"}