Models at work : a practitioner's guide to risk management

• 作者： Farid, Jawwad Ahmed, author.
• 其他作者：
  • Palgrave Connect (Online service)
• 其他題名：
  • Global financial markets (Houndmills, Basingstoke, England)
• 出版： Basingstoke : Palgrave Macmillan
• 叢書名： Global financial markets
• 主題： Financial risk management--Mathematical models. , Electronic books.
• ISBN： 1137371641 (electronic bk.) 、 9781137371645 (electronic bk.)
• FIND@SFXID: CGU
• 資料類型: 電子書
• 內容註: Includes bibliographical references and index. PART I: RISK -- 1. What is Risk? -- 2. Measuring Risk -- 3. Stress Testing, Bank Regulations and Risk -- 4. Managing Risks -- 5. Building Risk Systems -- PART II: MONTE CARLO SIMULATION -- 6. Monte Carlo Simulators in Excel -- 7. Simulation Applications -- PART III: FIXED INCOME AND COMMODITY MARKETS - DISSECTING PRICING -- 8. Identifying Drivers for Projecting Crude Oil Prices -- 9. Gold and the Australian Dollar -- 10. Relative Value and the Gold - Silver Ratio -- 11. Correlations: Crude Oil and Other Commodities -- 12. Crude Palm Oil Futures -- 13. Crude Oil and Inflation -- 14. Historical Spreads in Bond Yealds in the Indo-Pak Sub-Continent -- 15. Volatility Trends in Commodity Prices -- 16. Energy Insights -- PART IV: DERIVATIVE SECURITIES -- 17. Derivatives Terminology -- 18. Products and Pricing -- 19. Variations -- 20. Derivative Pricing -- 21. Advanced Fixed Income Securities -- 22. The Treasury Function -- 23. Advanced Products.
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• 摘要註: Risk Management's greatest failure has been its inability to simplify its factual presentation and connect with board and executive team members in a language that they can understand and relate to. By using simple well established tools, Models at Work takes readers through a journey that cuts across models, frameworks, practice, data, markets, countries and case studies. A central theme of the book it is that we need sophistication in analysis, not complexity in modeling; that risk models don't work in isolation and for a risk function to be successful it needs to focus on presenting results that are understood by broader audiences, not just the mathematically inclined. If you have been searching for market relevant, background material on risk that can be shared with board members and business line managers, with technology, implementation and audit teams, with new arrivals in the compliance function or even business school students, this book is for you. It fills in the missing context that kills conversations around risk management. How do you measure and manage risk? How do you link risk to business drivers? How does risk work outside the financial services industry? Why doesn't Value at Risk work? Using lay person language and simple tools, Models at Work answers questions raised by risk management practitioners and students around the world and will become a valuable resource for both audiences.
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