Research Catalog

Risk management : the state of the art

Title
Risk management : the state of the art / edited by Stephen Figlewski, Richard M. Levich.
Publication
Boston : Kluwer Academic, [2002], ©2002.

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Additional Authors
  • Figlewski, Stephen.
  • Levich, Richard M.
Description
xix, 219 pages : illustrations; 25 cm.
Series Statement
New York University Salomon Center series on financial markets and institutions ; v. 8
Uniform Title
New York University Salomon Center series on financial markets and institutions ; v. 8.
Subject
Bibliography (note)
  • Includes bibliographical references and index.
Contents
  • I. Identifying, Modeling and Hedging Risks. 1. Modeling Liquidity Risk / Anil Bangia, Francis X. Diebold and Til Schuermann / [et al.]. 2. Credit Risk Capital: More than One Way to Guard a Guarantee / Paul Kupiec. 3. Qualitative and Quantitative Derivatives Risk Management / Emanuel Derman. 4. Remarks on the Legal Risks of Derivatives / Thomas Russo. 5. The Evolving Market for Catastrophic Event Risk / Kenneth Froot. 6. Industrial Risk Management with Weather Derivatives / Richard Jefferis. 7. Designing and Pricing New Instruments for Insurance and Weather Risks / Joseph B. Cole. 8. Measuring Credit Risk: The Credit Migration Approach Extended for Credit Derivatives / Michel Crouhy, John Im and Greg Nudelman. 9. The Y2K Enigma / Dan Galai, Menachem Brenner and Michel Crouhy -- II. Managing Risk in Financial Institutions. 10. Payment and Settlement Risks in International Financial Markets / Darryll Hendricks.
  • 11. Risks, Regimes and Overconfidence / Mark Kritzman, Kenneth Lowry and Anne-Sophie van Royen. 12. The Bi-Currency Balance Sheet Model of Latent Currency Risk / Anthony C. Morris. 13. Does Contagion Exist? / Roberto Rigobon. 14. An Analysis and Critique of the BIS Proposal on Capital Adequacy and Ratings / Edward I. Altman and Anthony Saunders. 15. Hedge Fund Transparency is no Silver Bullet! / Bruce Brittain. 16. Capital Adequacy in Financial Institutions: Basel Proposals / Darryll Hendricks. 17. Risk Management: Where Are We Heading? Where Have We Been? / Leslie Rahl.
ISBN
0792374274 (alk. paper)
LCCN
2001034440
OCLC
  • ocm46969930
  • SCSB-4221884
Owning Institutions
Columbia University Libraries