電子書籍詳細

電子書籍詳細


洋書 kinoppy

金融リスク管理:探知、測定と管理

Financial Risk Management : Identification, Measurement and Management . 1st ed. 2017

Población García, Francisco Javier

Palgrave Macmillan 2017/02
XXVI, 417 p. 80 illus., 53 illus. in color.
出版国: CH
ISBN: 9783319413655
eISBN: 9783319413662
KNPID: EY00154432
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Full Description

This book provides a quantitative overview of corporate risk management for both financial and non-financial organisations. It systematically explores a range of important risks, including interest rate risk, equity risk, commodity price risk, credit risk management, counterparty risk, operational risk, liquidity risk, market risk, derivative credit risk and country risk. Chapters also provide comprehensive and accessible analysis of risk-related phenomena and the corporate strategies employed to minimise the impacts of risk in each case.  Chapters begin with an explanation of basic concepts and terminology, before going on to present quantitative examples and qualitative discussion sections. The author leverages his lifetime’s experience of working in risk management to offer this clear and empirical guide for scholars and practitioners researching financial stability. 

Table of Contents

Part I: Introduction and Perspectives.- Chapter 1: Introduction.- Chapter 2: Risk Quantification.- Part II: Market Risk.- Chapter 3: One-Dimensional Market Risk—Equity Risk.- Chapter 4: Multidimensional Market Risk.- Chapter 5: Interest Rate Risk.- Chapter 6: Exchange Rate Risk.- Chapter 7: Price Risk in Commodities.- Chapter 8: Market Risk Hedging.- Part III: Credit Risk.- Chapter 9: Credit Risk—Measurement.- Chapter 10: Credit Risk—Valuation.- Chapter 11: Credit Risk Management.- Chapter 12: Derivative Credit Risk (Counterparty Risk).- Part IV: Other Risks.- Chapter 13: Operational Risk.- Chapter 14: Liquidity Risk.- Chapter 15: Country Risk.- Part V:  Financial Implications of Risk.- Chapter 16: The CAPM.- Chapter 17: The WACC.