Risk Management. A Modern Perspective

Content: 
Contributors, Pages xxi-xxiii
Chapter 1 - Managing Risk Across the Enterprise: Challenges and Benefits, Pages 3-19, James Lam
Chapter 2 - Asset and Liability Management from an Enterprise-Wide Risk Management Perspective, Pages 21-39,I, Donald R. van Deventer
Chapter 3 - Enterprise Risk Management in the Energy and Power Industry, Pages 41-58, Martin Jermakyan
Chapter 4 - ERM Strategies for Investors, Pages 59-65, Tanya Styblo Beder
Chapter 5 - Risk Budgeting as a Strategic Tool for Pension Plans, Pages 69-88, Jorge Mina
Chapter 6 - Advanced Risk Budgeting Techniques, Pages 89-111, Arjan B. Berkelaar, Adam Kobor, Roy Kouwenberg
Chapter 7 - Hedge Fund Investing, Pages 113-143, Milind Sharma
Chapter 8 - The Hedge Fund Paradigm, Pages 145-180, Nolke Posthuma, Pieter Jelle van der Sluis
Chapter 9 - Retrospective Assessment of Value at Risk, Pages 183-202, Kevin Dowd
Chapter 10 - New Challenges in Credit Risk Modeling and Measurement, Pages 203-234, Jorge R. Sobehart, Sean C. Keenan
Chapter 11 - Estimating Parameters Required for Credit Risk Modeling, Pages 235-251, Michel Araten
Chapter 12 - Determining Loss Given Default and Transaction Ratings in Collateralized Lending with Obligor-Collateral Correlation, Pages 253-272,II-III, Stevan Maglic, Nenad Marinovich
Chapter 13 - Modeling Correlation Risk, Pages 273-294,IV-VI, Jahangir Sultan
Chapter 14 - Developing a Framework for Operational Risk Analytics, Pages 295-307, Marcelo Cruz
Chapter 15 - An Analysis of Value and Risk: The Procter & Gamble-Bankers Trust Case, Pages 309-337, William Margrabe, David M. Shull, Thomas M. Porcano
Chapter 16 - Integration of Credit and Market Risk, Pages 341-365, Ludger Overbeck
Chapter 17 - Mathematical Framework for Integrating Market and Credit Risk, Pages 367-389, Rüdiger Kiesel, Thomas Liebmann, Gerhard Stahl
Chapter 18 - Integration of Operational Risk Management and the Sarbanes-Oxley Act Section 404, Pages 391-412, Randy Marshall, Angela Isaac, Jim Ryan
Chapter 19 - Capital Allocation Using Risk Management Tools, Pages 415-431, Vandana Rao, Ashish Dev
Chapter 20 - Risk Capital Attribution and Risk-Adjusted Performance Measurement, Pages 433-454, Michel Crouhy, Dan Galai, Robert Mark
Chapter 21 - Aligning Regulatory Capital with Economic Capital, Pages 455-479, Esa Jokivuolle
Chapter 22 - Aligning Regulatory Capital with Economic Capital: An Alternative Approach to Risk Weights According to Basel II, Pages 481-506, Stefan Benvegnù, Sebastian Fritz, Wilfried Paus
Chapter 23 - Forecasting Extreme Financial Risk, Pages 509-536, Jón Daníelsson
Chapter 24 - Measuring Financial Extremes, Pages 537-555, Kay Giesecke, Lisa R. Goldberg
Chapter 25 - The Distribution of Returns and Risk Forecasting, Pages 557-581, John F.O. Bilson
Chapter 26 - Relevance of Volatility Forecasting in Financial Risk Management, Pages 583-603, Gilles Zumbach
Chapter 27 - The Evolution of Risk Reporting, Pages 607-631, George A. Holt
Chapter 28 - Emerging Trends in Risk Reporting, Pages 633-650, Vijay R. Raghavan, Anlong Li
Chapter 29 - The Role of Behavioral Finance in Risk Management, Pages 653-676, Hersh Shefrin
Chapter 30 - “Buy on the Rumor” and “Sell on the News”, Pages 677-701,VII-VIII, Richard L. Peterson
Chapter 31 - Aligning Compensation Systems with Risk Management Objectives, Pages 703-722,IX, David R. Koenig
Index, Pages 723-739