Library of American University of Madaba
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Managing and measuring risk : emerging global standards and regulation after the financial crisis /
editors, Oliviero Roggi, Edward Altman.
- Singapore : World Scientific, 2013.
- xiv, 499 p. : ill. ; 24 cm.
- World Scientific series in finance ; v. 5 .
Includes bibliographical references.
An evolutionary perspective on the concept of risk, uncertainty and risk management / Oliviero Roggi and Omar Ottonelli -- Toward a bottom-up approach to assessing sovereign default risk: an update / Edward I. Altman and Herbert Rijken -- Measuring systemic risk / Viral V. Acharya [and others] -- Taxing systemic risk / Viral V. Acharya [and others] -- Liquidity and efficiency in three related foreign exchange options markets / Meachem Brenner and Ben Z. Schreiber -- Illiquidity or credit deterioration: a study of liquidity in the US corporate bond market during financial crises / Nils Friewald, Rainer Jankowitsch and Marti G. Subrahmanyam -- Integrated wealth and risk management: first principles / Zvi Bodie -- Analyzing the impact of effective risk management: innovation and capital structure effects / Torben Juul Anderson -- Modeling credit risk for SMEs: evidence from the US market / Edward I. Altman and Gabriele Sabato -- SME rating: risk globally, measure locally / Oliviero Roggi and Alessandro Giannozzi -- Credit loss and systematic LGD / Jon Frye and Michael Jacobs Jr. -- Equity risk premiums (ERP): determinants, estimation and implications -- the 2012 edition / Aswath Damodaron -- Stock market crashes in 2007-2009: were we able to predict them? / S�ebastien Lleo and William T. Ziemba.
9789814417495 9814417491
Financial risk management.
Analyse des risques.
Marche financier.
Normes internationales.
Liquidites.
Reglementation.
Modeles econometriques.
Financial risk management.
Finanzkrise.
Risikomanagement.
Crise financiere.
658.155 / M266
Includes bibliographical references.
An evolutionary perspective on the concept of risk, uncertainty and risk management / Oliviero Roggi and Omar Ottonelli -- Toward a bottom-up approach to assessing sovereign default risk: an update / Edward I. Altman and Herbert Rijken -- Measuring systemic risk / Viral V. Acharya [and others] -- Taxing systemic risk / Viral V. Acharya [and others] -- Liquidity and efficiency in three related foreign exchange options markets / Meachem Brenner and Ben Z. Schreiber -- Illiquidity or credit deterioration: a study of liquidity in the US corporate bond market during financial crises / Nils Friewald, Rainer Jankowitsch and Marti G. Subrahmanyam -- Integrated wealth and risk management: first principles / Zvi Bodie -- Analyzing the impact of effective risk management: innovation and capital structure effects / Torben Juul Anderson -- Modeling credit risk for SMEs: evidence from the US market / Edward I. Altman and Gabriele Sabato -- SME rating: risk globally, measure locally / Oliviero Roggi and Alessandro Giannozzi -- Credit loss and systematic LGD / Jon Frye and Michael Jacobs Jr. -- Equity risk premiums (ERP): determinants, estimation and implications -- the 2012 edition / Aswath Damodaron -- Stock market crashes in 2007-2009: were we able to predict them? / S�ebastien Lleo and William T. Ziemba.
9789814417495 9814417491
Financial risk management.
Analyse des risques.
Marche financier.
Normes internationales.
Liquidites.
Reglementation.
Modeles econometriques.
Financial risk management.
Finanzkrise.
Risikomanagement.
Crise financiere.
658.155 / M266