Risk Management and Shareholders’ Value in Banking: From Risk Measurement Models to Capital …..

By Andrea Sironi, Andrea Resti
Publisher: Wiley
Number Of Pages: 808
Publication Date: 2007-06-04
ISBN-10 / ASIN: 0470029781
ISBN-13 / EAN: 9780470029787
Binding: Hardcover


This book presents an integrated framework for risk measurement, capital management and value creation in banks. Moving from the measurement of the risks facing a bank, it defines criteria and rules to support a corporate policy aimed at maximizing shareholders’ value.


Parts I – IV discuss different risk types (including interest rate, market, credit and operational risk) and how to assess the amount of capital they absorb by means of up-to-date, robust risk-measurement models. Part V surveys regulatory capital requirements: a special emphasis is given to the Basel II accord, discussing its economic foundations and managerial implications. Part VI presents models and techniques to calibrate the amount of economic capital at risk needed by the bank, to fine-tune its composition, to allocate it to risk-taking units, to estimate the “fair” return expected by shareholders, to monitor the value creation process. Risk Management and Shareholders’ Value in Banking includes:

MFCians Blog Risk Books : Shakeeb Ashai

1. RISK MANAGEMENT IN BANKS - By R.S. Raghavan [Types of different Risks Covered]
2. Risk Management in Banking - Elmer Funke Kupper [Research publication abstract]
3. INTEREST RATE RISK - Comptroller’s Handbook [Interest Rate Risk Fully Covered]
4. ASSET MANAGEMENT -  Comptroller’s Handbook 
5. Risk Management of Financial Derivatives - Comptroller’s Handbook
6. Financial Risk Management and Systemic Risks - Frank Milne [Research Paper]
7. LIQUIDITY RISK MANAGEMENT -  By Nicolae Gˆarleanu and Lasse Heje Pedersen [Reseach based book]
8. Risk Management and Financial Institutions -  By John C Hull

Options, Futures and Exotic Derivatives

"Options, Futures and Exotic Derivatives (Frontiers in Finance Series)"

Wiley | 1998 | ISBN: 0471969087, 0471969095 | 472 pages | PDF | 18,4 MB

"Over the past two decades, the mathematically complex models of finance theory have had a direct and wide-ranging influence on finance practice. Nowhere is this conjoining of intrinsic intellectual interest with extrinsic application better exemplified than in derivative-security pricing. The backgrounds of the authors of Options, Futures and Exotic Derivatives fit perfectly this pattern of combining theory and practice and so does their book. The range and depth of subject matter show excellent taste for what is essential to know the field and what is relevant and important to its application in the financial world. In addition to its fine subject-defining, the book delivers on subject-content, with rigorous derivations presented in a clear, direct voice for the serious student, whether academic or practitioner.

Derivatives : Futures & Options For Dummies

Futures & Options For Dummies
Publisher: For Dummies | Language: English | April 10, 2006 | ISBN: 0471752835 | PDF | 384 pages | 2.9Mb
The days of buying and holding stocks and mutual funds for years are gone; nowadays, futures and option markets offer some of the best opportunities to make money trading in volatile times. But like all investments, high risk is involved, and in order to become a successful trader you must be prepared to work as a geopolitical analyst, a money manager, and an expert in all types of commodity markets.

Options, Futures, & other Dirivatives : John C Hull

Designed to bridge the gap between theory and practice, this successful book is regarded as "the bible" in trading rooms throughout the world. The books covers both derivatives markets and risk management, including credit risk and credit derivatives; forward, futures, and swaps; insurance, weather, and energy derivatives; and more. For options traders, options analysts, risk managers, swaps traders, financial engineers, and corporate treasurers.

The author has written a nice, lively elementary text on mathematical finance. This book can serve as a excellent launching point into the topic. Hull starts out with several chapters on the basics of the derivative contracts in his study. The contracts introduced are forward and futures contracts, interest rate swaps, and equity options. The basic definitions of each contingency contract is given, as well as characteristics of the markets where these contracts trade. Some basic trading strategies are also studied.

Financial Derivatives

Financial derivatives-financial instruments whose value depends on other basic instruments, such as stocks or bonds-are one of the most important financial innovations of the last century. While they are unsurpassed as tools for speculation, financial derivatives have also emerged as important risk-management tools in the corporate world.

If you want to understand derivatives without getting bogged down by the mathematics surrounding their pricing and valuation, Financial Derivatives, Third Edition is the book for you.

Through in-depth insights gleaned from years of financial experience, Robert Kolb and James Overdahl clearly explain what derivatives are and how you can prudently use them within the context of your underlying business activities. This is a quick and easy guide to understanding derivatives. Excellent as a brief reference quide. Would recommend to professionals working with these products.

Risk Management : 10 principles

Publisher: Butterworth-Heinemann
Number Of Pages: 128
ISBN / ASIN: 0750650362

In the same way as the 4Ps of marketing are a fundamental principle of business theory, this book puts forward the 10Ps of Risk Management as a consistent and comprehensive approach to the subject.

The 10Ps of Risk Management offers a holistic approach, bringing together all elements of risk management for managers, safety and environmental consultants, business advisers and students on occupational health and safety and environmental studies courses.

The first comprehensive guide to fulfilling the requirements of new legislation on corporate governance

Brings together all areas of Risk Management in one book

Scenarios for Risk Management and Global Investment Strategies (The Wiley Finance Series)

Scenarios for Risk Management and Global Investment Strategies (The Wiley Finance Series)
by Rachel E. S. Ziemba, William T. Ziemba

Scenarios for Risk Management and Global Investment Strategies (The Wiley Finance Series)
By Rachel E. S. Ziemba, William T. Ziemba

Publisher: Wiley
Number Of Pages: 334
Publication Date: 2008-01-09
ISBN-10 / ASIN: 0470319240
ISBN-13 / EAN: 9780470319246
Binding: Hardcover

Swaps and Other Derivatives (With CD-ROM) (The Wiley Finance Series)

Swaps and Other Derivatives (With CD-ROM) (The Wiley Finance Series)

by: Richard Flavell

Swaps and Other Derivatives (With CD-ROM) (The Wiley Finance Series)

By Richard Flavell

Publisher: Wiley

Number Of Pages: 320

ISBN-10 / ASIN: 0471495891

ISBN-13 / EAN: 9780471495895

The VAR Implementation Handbook (McGraw-Hill Finance & Investing) by: Greg N. Gregoriou

The VAR Implementation Handbook (McGraw-Hill Finance & Investing)
by: Greg N. Gregoriou

The VAR Implementation Handbook (McGraw-Hill Finance & Investing)
By Greg N. Gregoriou

Publisher: McGraw-Hill
Number Of Pages: 624
Publication Date: 2009-02-19
ISBN-10 / ASIN: 007161513X
ISBN-13 / EAN: 9780071615136

Product Description:

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Introduction to Derivative Financial Instruments: Bonds, Swaps, Options, and Hedging

Introduction to Derivative Financial Instruments: Bonds, Swaps, Options, and Hedging

By Dimitris N Chorafas
Publisher: McGraw-Hill
Number Of Pages: 400
Publication Date: 2008-03-13
ISBN-10 / ASIN: 0071546634
ISBN-13 / EAN: 9780071546638
Binding: Hardcover

Written by a renowned corporate financial advisor, this timely guide offers a comprehensive treatment of derivative financial instruments, fully covering bonds, interest swaps, options, futures, Forex, and more. The author explains the strategic use of derivatives, their place in portfolio management, hedging, and the importance of managing risk.

An Introduction to Derivatives and Risk Management: With Stock-Trak Coupon

An Introduction to Derivatives and Risk Management: With Stock-Trak Coupon
by: Don M. Chance, Robert Brooks

An Introduction to Derivatives and Risk Management: With Stock-Trak Coupon
By Don M. Chance, Robert Brooks

Publisher: South-Western, Div of Thomson Learning
Number Of Pages: 698
Publication Date: 2006-09-30
ISBN-10 / ASIN: 0324646275
ISBN-13 / EAN: 9780324646276

Summary: Great Buy
Rating: 5

Saved a whole lot of money by buying this book online as opposed to the university store. no complaints at all

Summary: Read Hull

Risk Management: Concepts and Guidance by: Carl L. Pritchard

Risk Management: Concepts and Guidance
by: Carl L. Pritchard

Risk Management: Concepts and Guidance
By Carl L. Pritchard
Publisher: E S I Intl
Number Of Pages: 340
Publication Date: 2001-11-01
ISBN-10 / ASIN: 1890367303
ISBN-13 / EAN: 9781890367305
Product Description:
Risk Management: Concepts and Guidance, third edition, is an encyclopedia of risk management tools, practices and protocols. Its 35 tool-packed chapters cover the latest perspectives on risk, focusing on a systematic approach to risk management. It highlights specific techniques to enhance organizational risk identification, assessment and management, all within the project and program environments.
Summary: A great blueprint for risk assessment and mitigation

Essentials of Financial Risk Management

• Paperback: 257 pages
• Publisher: Wiley (April 20, 2005)
• Language: English
• ISBN-10: 0471706167

A concise introduction to financial risk management strategies, policies, and techniques
This ideal guide for business professionals focuses on strategic and management issues associated with financial risk. Essentials of Financial Risk Management identifies risk-mitigation policies and strategies; suggestions for determining an organization’s risk tolerance; and sources of risk associated with currency exchange rates, interest rates, credit exposure, commodity prices, and other related events. Examples illustrate risk scenarios and offer tips on an array of management alternatives, including changes in the way business is conducted and hedging strategies involving derivatives.

Credit Risk Measurement : new approach to Value at Risk

• Hardcover: 288 pages
• Publisher: John Wiley & Sons; 2nd edition (February 1, 2001)
• Language: English
• ISBN-10: 047121910X

Asset & Risk Management

• Hardcover: 424 pages
• Publisher: Wiley; Har/Cdr edition (March 25, 2005)
• Language: English
• ISBN-10: 0471491446

The aim of this book is to study three essential components of modern finance – Risk Management, Asset Management and Asset and Liability Management, as well as the links that bind them together.
It is divided into five parts:

Interest Rate Risk Modeling : The Fixed Income Valuation Course

Interest Rate Risk Modeling : The Fixed Income Valuation Course
By Sanjay K. Nawalkha, Gloria M. Soto, Natalia K. Beliaeva
Publisher: Wiley
Number Of Pages: 396
Publication Date: 2005-05-09
ISBN-10 / ASIN: 0471427241
ISBN-13 / EAN: 9780471427247
Binding: Hardcover

The definitive guide to fixed income valuation and risk analysis

The Trilogy in Fixed Income Valuation and Risk Analysis comprehensively covers the most definitive work on interest rate risk, term structure analysis, and credit risk. The first book on interest rate risk modeling examines virtually every well-known IRR model used for pricing and risk analysis of various fixed income securities and their derivatives. The companion CD-ROM contain numerous formulas and programming tools that allow readers to better model risk and value fixed income securities. This comprehensive resource provides readers with the hands-on information and software needed to succeed in this financial arena.

Derivatives: Markets, Valuation, and Risk Management (Wiley Finance)

Derivatives: Markets, Valuation, and Risk Management (Wiley Finance)

By Robert E. Whaley

Publisher: Wiley

Number Of Pages: 930

Publication Date: 2006-10-02

ISBN-10 / ASIN: 0471786322

ISBN-13 / EAN: 9780471786320

Binding: Hardcover

Robert Whaley has more than twenty-five years of experience in the world of finance, and with this book he shares his hard-won knowledge in the field of derivatives with you. Divided into ten information-packed parts, Derivatives shows you how this financial tool can be used in practice to create risk management, valuation, and investment solutions that are appropriate for a variety of market situations.

Note: CD-ROM/DVD and other supplementary materials are not included as part of eBook file.

Financial Risk Manager Handbook (Wiley Finance) 4th Edition [2007]

Financial Risk Manager Handbook (Wiley Finance)

By Philippe Jorion, GARP (Global Association of Risk Professionals)

Publisher: Wiley
Number Of Pages: 713
Publication Date: 2007-06-15
Sales Rank: 63285
ISBN / ASIN: 0470126302
EAN: 9780470126301
pass:
Binding: Paperback
Manufacturer: Wiley
Studio: Wiley
Average Rating: 3

An essential guide to financial risk management and the only way to get a great overview of the subjects covered in the GARP FRM Exam

The Financial Risk Management Exam (FRM Exam) is given by the Global Association of Risk Professionals (GARP) annually in November for risk professionals who want to earn FRM(r) certification. The Financial Risk Manager Handbook, Fourth Edition is the definitive guide for those preparing to take the FRM Exam as well as a valued working reference for risk professionals. Written with the full support of GARP, and containing questions and solutions from previous exams, this book is a valuable resource for professionals responsible for or associated with financial risk management.

Risk Management in Banking : Joel Bessis

Risk Management in Banking, 2nd Edition

Risk Management in Banking, 2nd Edition
By Joel Bessis
Publisher: Wiley
Number Of Pages: 812
Publication Date: 2002-03-15
ISBN-10 / ASIN: 0471893366
ISBN-13 / EAN: 9780471893363
Binding: Paperback

Fully revised and updated from the highly successful previous edition, Risk Managment in Banking 2nd Edition covers all aspects of risk management, shedding light on the extensive new developments in the field. There is a new emphasis on current practice, as well as in-depth analysis of the latest in research and techniques. This edition has been expanded to include an in-depth discussion of credit risk models, asset and liability management, credit valuation, risk-based capital, VAR, loan portfolio management, fund transer pricing and capital allocation. Quantitative material is presented in more detail and the scope of the book has been expanded to include investment banking and other financial services.

Financial Risk Manager Handbook (Wiley Finance) 5th Edition [2009]

Financial Risk Manager Handbook (Wiley Finance)

By Philippe Jorion, GARP (Global Association of Risk Professionals)

Publisher: Wiley

Number Of Pages: 752

Publication Date: 2009-05-04

ISBN-10 / ASIN: 0470479612

ISBN-13 / EAN: 9780470479612

Product Description:

The essential reference for financial risk management

Filled with in-depth insights and practical advice, the Financial Risk Manager Handbook is the core text for risk management training programs worldwide. Presented in a clear and consistent fashion, this completely updated Fifth Edition-which comes with an interactive CD-ROM containing hundreds of multiple-choice questions from previous FRM exams-is one of the best ways to prepare for the Financial Risk Manager (FRM) exam.