PROFESSIONAL'S HANDBOOK OF FINANCIAL RISK MANAGEMENT BORODOVSKY L., LORE M. Bankowa.pl

The Professional's Handbook of Financial Risk Management

LevBorodovsky Senior financial risk manager at Credit Silisse First Boston

Marc Lore Both Co-Chairmen of the Global Association of Risk Professionais

Comprehensive and up-to-date in its coverage of financial risk management
Written by practitioners for practitioners; looks at problems and provides solutins
Authored and edited by leading financial markets risk professionals
nternational in coverage; the concepts and methods covered are not specific to any country or institution, but rather to the risk management profession as a whole
Created in conjunction with the leading international association of financial risk managers

The Professional's Handbook of Financial Risk Management is a major reference work in finance. A complete practical reference book covering all aspects of financial risk management including an in-depth look at operational risk management, regulation, risk-based capital, and risk adjusted performance measurement. The book focuses on practical financial risk management techniques and solutions, and is designed to guide the risk professional step-by-step through the implementation of a firm-wide risk management framework.

The purpose of this book is to provide risk professionals with the latest : standards that represent best practice in the risk industry, and has been created with the risk practitioner in mind. While no undertaking of this size can be devoid of theory, especially considering the ongoing changes and advancement within the profession itself, the heart of this book is aimed at providing practising risk managers with usable and sensible information that will assist them. in their day-to-day work.

All authors are leaders in their field who between them have the expertise and knowledge, both practical and theoretical, to produce this definitive risk management guide

CONTENTS:

Foundation of risk management - Derivatives basic'Measuring volatility

Constructing yield curves

Choosing appropriate model parameters:and risk measurement methods

Market risk, credit risk and operational risk - Yield curve, risk factors: domestic and global contexts

Implementation of a VaR system

Additional risk in fixed income products

Stress testing

Backtesting

Credit risk management

Credit derivatives and risk management

Operational risk

Additional risk types - Model risk " liquidity risk

Accounting risk

Compliance and documentation risk

Energy risk

Price testing

Capital management, technology and regulation - Implementing firm-wide risk' management framework

Selecting enterprise risk management technologies : ":S Establishing a capital limit structure

Framework for attributing economic capital & enhancing shareholder value

International regulatory requirements for risk management

Risk transparency

READERSHIP: Financial Risk Managers; Portfolio Managers; Traders; Finance i! Academics and Students; Financial IT Systems Consultants and Developers.

864 pages

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