9781118026588

Quantitative Risk Management, + Website A Practical Guide to Financial Risk

by ;
  • ISBN13:

    9781118026588

  • ISBN10:

    1118026586

  • Edition: 1st
  • Format: Hardcover
  • Copyright: 5/8/2012
  • Publisher: Wiley
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Supplemental Materials

What is included with this book?

  • The New copy of this book will include any supplemental materials advertised. Please check the title of the book to determine if it should include any access cards, study guides, lab manuals, CDs, etc.
  • The eBook copy of this book is not guaranteed to include any supplemental materials. Typically, only the book itself is included. This is true even if the title states it includes any access cards, study guides, lab manuals, CDs, etc.

Summary

An updated guide to risk management for financial firms post crisis. Written by an experienced risk manager and quantitative analyst, the book updates the theories and tools used to assess, measure, and monitor risk with their applications. The book then presents a guide map for tactical and strategic decision-making to control risk and capitalize on opportunities. Risk management, like portfolio management, must become a core firm competency. Quantitative Risk Measurement serves as an updated tutorial that addresses the current state of risk management and presents improvements in the practice and implementation. From risk measures, probability, and regulatory issues to a typology of financial institution riks and portfolio risk analytics and reporting, Coleman provides the models, tools, and techniques firms need to fully integrate the best in risk management practices. Includes interactive graphs, and portfolio risk and analytics computer code, documentation, and risk-reporting.

Author Biography

Thomas S. Coleman has worked in the finance industry for more than twenty years and has considerable experience in trading, risk management, and quantitative modeling. Mr. Coleman currently manages a risk advisory consulting firm. He is the author, together with Roger Ibbotson and Larry Fisher, of Historical U.S. Treasury Yield Curves.

Table of Contents

Forewordp. ix
Prefacep. xiii
Acknowledgmentsp. xvii
Managing Riskp. 1
Risk Management versus Risk Measurementp. 3
Risk, Uncertainty, Probability, and Luckp. 15
Managing Riskp. 67
Financial Risk Eventsp. 101
Practical Risk Techniquesp. 137
Uses and Limitations of Quantitative Techniquesp. 169
Measuring Riskp. 173
Introduction to Quantitative Risk Measurementp. 175
Risk and Summary Measures: Volatility and VaRp. 187
Using Volatility and VaRp. 269
Portfolio Risk Analytics and Reportingp. 311
Credit Riskp. 377
Liquidity and Operational Riskp. 481
Conclusionp. 529
About the Companion Web Sitep. 531
Referencesp. 533
About the Authorp. 539
Indexp. 541
Table of Contents provided by Ingram. All Rights Reserved.

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