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The risk of investment products : from product innovation to risk compliance /

In the aftermath of the financial crisis of 2008, many financial institutions have been exploring new methods to measure investment product risk. Lawmakers have been developing new rules that protect investors better than before. The purpose is to mitigate the risk of financial institutions that dis...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Otros Autores: Wong, Michael C. S. (Michael Chak Sham)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Singapore : Hackensack, NJ : World Scientific, ©2011.
Temas:
Acceso en línea:Texto completo
Tabla de Contenidos:
  • 1. Bank risk management in emerging markets after the enhanced Basel rules
  • 2. Product VaR modeling
  • 3. Is it all about disclosure? Regulating structured financial products after the Lehman Brothers minibonds saga
  • 4. Regulation of over-the-counter derivatives in Australia
  • 5. Credit derivatives : understanding their characteristics and risk potential
  • 6. A new framework for asset-backed securities (ABSs)
  • 7. Risk management of collateralized debt obligations
  • 8. Financial leverage risk : new definition and empirical illustration
  • 9. Enabling technology for more pervasive and responsive market risk management systems
  • 10. A new method of stress testing investment products.