Руководство - Risk Metrics

Greenwhich Treasury Advosors by Jeff Wallace, 2008. Growing importance of commodity hedging. Modern corporate risk management. Hedging Commodity risk vs. FX risk. Common commodity hedging mistakes. Understanding net commodity risk. Managing your net commodity risk. Accounting for your net commodity hedging. About Greenwich Treasury advisors.

This is not a risk management textbook. A textbook would require more rigor and detail than either you or I could stomach. There are already many excellent sources available on risk management that meet that need. Nor is this a How-to-Risk-Manageto- Success-in-Ten-Easy-Steps book. I don't believe that either risk management or success is reducible to simplistic rules or recipes that anyone can follow. I do believe, however, that there are general...

Carol Alexander -Value-at-Risk Models,Market Risk Analysis,Volume IV. Published in 2008 by John Wiley & Sons Ltd, England, 494p. Contents. Value at Risk and Other Risk Metrics. Introduction. An Overview of Market Risk Assessment. Risk Measurement in Banks. Risk Measurement in Portfolio Management. Risk Measurement in Large Corporations. Downside and Quantile Risk Metrics. Semi-Standard Deviation and Second Order Lower. Partial Moment....

Wiley Finance Series, John Wiley and Sons, Ltd, 2004, - 210 pages. Introduction to Investment Risk The Beginning of Risk Investing under Risk Investing under Attack Investing under Investigation Risk Warning Signs The Promise of Risk Management Systems Realistic Risk Management The Basel II Banking Regulations Future-proofing against Risk Integrated Risk Management Summary and Conclusions

Blackwell Science 1993, c.228 The construction industry is subject to more risk and uncertainty than perhaps any other industry. Yet, surprisingly, managerial techniques used to identify, analyse and respond to risk were not applied in the industry until the 80's. Existing texts deal with the theoretical concepts of risk and the techniques that identify and manage it. This book provides a set of tools that enable these management techniques to be...

Wiley finance series. John Wiley & Sons Inc., 2003. – 333 pages. In this book reader finds that Risk Management is about balancing of risk and reward, art and science, and process and people. Contents: Risk Management in Context The Enterprise Risk Management Framework Risk Management Applications A Look to the Future

- 2nd edion - by McGraw-Hill - 2001. Язык: english. Страниц: 543. Издательство: McGraw-Hill. Год: 2001. Издание:2nd. Editorial Reviews. Product Description. Since its original publication, Value at Risk has become the industry standard in risk management. Now in its Second Edition, this international bestseller addresses the fundamental changes in the field that have occurred across the globe in recent years. Philippe Jorion provides the most cur...

First published 2000. Contents. Part 1 Foundation Of Risk Management1. Derivatives Basics Allan M. Malz 3. Measuring VolatilityKostas Giannopoulos. The Yield CurveP. K. Satish. Choosing Appropriate Var Model Parameters And Risk. Measurement Methods Ian Hawkins. Part 2 Market Risk, Credit Risk And Operational Risk. Yield Curve Risk Factors: Domestic And Global. Contexts Wesley Phoa. mplementation Of A Value-At-Risk System Alvin Kuruc. Additional...

Wiley finance series. Hoboken, New Jersey: John Wiley & Sons, Inc., 2006. – 623 pages. This book is divided into nine parts starting from a discussion of what risk is and how it is quantified, to how risk can be predicted, diversified, taken advantage of, hedged, and, finally, managed. Contents: Risk Identification Risk Evaluation Risk Quantification Industry Applications Risk Prediction Risk Diversification Risk Mitigation More Industry Ap...

This book is intended for all who want a comprehensive introduction to the theory and application of risk management. It sets out an integrated introduction to the management of risk in public and private organizations. Studying this book will provide insight into the world of risk management and may also help readers decide whether risk management is a suitable career option for them. Many readers will wish to use this book in order to gain a be...