Overview
Part of the book series: The New York University Salomon Center Series on Financial Markets and Institutions (SALO, volume 8)
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Table of contents (17 chapters)
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Identifying, Modeling and Hedging Risks
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Managing Risk in Financial Institutions
Keywords
About this book
The articles in this volume cover two broad themes. One theme emphasizes methods for identifying, modeling, and hedging specific types of financial and business risks. Articles in this category consider the technology of risk measurement, such as Value at Risk and extreme value theory; new classes of risk, such as liquidity risk; new financial instruments and markets for risk management, such as derivative contracts based on weather and on catastrophic insurance risks; and finally, credit risk, which has become one of the most important areas of practical interest for risk management. The second theme stresses risk management from the perspective of the firm and the financial system as a whole. Articles in this category analyze risk management in the international arena, including payment and settlement risks and sovereign risk pricing, risk management from the regulator's viewpoint, and risk management for financial institutions. The articles in this volume examine the "State of the Art" in risk management from the standpoint of academic researchers, market analysts and practitioners, and government observers.
Editors and Affiliations
Bibliographic Information
Book Title: Risk Management: The State of the Art
Editors: Stephen Figlewski, Richard M. Levich
Series Title: The New York University Salomon Center Series on Financial Markets and Institutions
DOI: https://doi.org/10.1007/978-1-4615-0791-8
Publisher: Springer New York, NY
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eBook Packages: Springer Book Archive
Copyright Information: Springer Science+Business Media New York 2002
Hardcover ISBN: 978-0-7923-7427-5Published: 30 November 2001
Softcover ISBN: 978-1-4613-5241-9Published: 26 October 2012
eBook ISBN: 978-1-4615-0791-8Published: 06 December 2012
Series ISSN: 1387-6899
Edition Number: 1
Number of Pages: XXI, 219
Topics: Finance, general