Crisis wanted? leading risk managers on risk culture
Effective risk management in today’s ever-changing world Crisis Wasted? Leading Risk Managers on Risk Culture sheds light on today’s risk management landscape through a unique collection of interviews from risk leaders in both the banking and investment industries. These interviews zero in on the ri...
| Otros Autores: | , |
|---|---|
| Formato: | Libro electrónico |
| Idioma: | Inglés |
| Publicado: |
Chichester, [England] :
Wiley
2016.
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| Edición: | 1st edition |
| Materias: | |
| Ver en Biblioteca Universitat Ramon Llull: | https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009629563006719 |
Tabla de Contenidos:
- Intro
- Epigraph
- Title page
- Copyright
- Dedication
- Preface
- Themes and questions
- Research
- Engaging the faculty of interviewees
- Execution
- Acknowledgements
- Notes
- About the Authors
- 1 Setting the Scene
- Notes
- 2 Background
- Behaviour
- Modelling and measurement
- Regulation
- Notes
- 3 Sir Michael Hintze
- Notes
- 4 John Breit
- Notes
- 5 Bill Muysken
- Notes
- 6 Hugo Bänziger
- Notes
- 7 Carol Alexander
- Notes
- 8 Mark Lawrence
- Notes
- 9 Paul Bostok
- Notes
- 10 Todd Groome
- Notes
- 11 Richard Meddings
- Notes
- 12 Adrian Blundell-Wignall
- Notes
- 13 Innovations
- How to analyse risk appetite and risk tolerance
- How to quantify risk appetite for an economy
- Why models seem to fail
- How to quantify illiquidity
- Signals of market instability
- Analysis of connectivity and contagion
- Notes
- 14 Interpretation
- Opportunity wasted?
- Failure of regulation
- What has been done so far and how useful is it?
- Watering down
- The burden of rules
- Paradoxical and counterproductive
- Could go either way
- Time to reflect on theoretical underpinnings
- Tower of Babel
- Limits to regulation
- Notes
- A Risk Silos
- Investment risk
- Liquidity risk
- Counterparty risk
- Operations risk
- Legal and compliance risk
- Note
- B The Mechanics of Selected Financial Products
- Exchange-traded v over-the-counter transactions
- Swaps
- Securitisation and collateralisation
- Asset-Backed Securities (ABS)
- Structured Investment Vehicle (SIV)
- Collateralised Debt Obligations (CDO) and Collateralised Loan Obligations (CLO)
- "Do it yourself" structured products
- Options and option implied volatility
- Volatility and variance swaps
- Option replication
- Gaussian Copulas
- Notes
- C Basel I, II and III - Risk Weightings
- Note
- Glossary of Terms.
- Glossary of People
- Further Reading
- Bibliography
- Index
- EULA.
