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Corporate Risk Management : Theory and Applications.
An updated review of the theories and applications of corporate risk management After the financial crisis of 2008, issues concerning corporate risk management arose that demand new levels of oversight. Corporate Risk Management is an important guide to the topic that puts the focus on the corporate...
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Newark :
John Wiley & Sons, Incorporated,
2019.
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| Temas: | |
| Acceso en línea: | Texto completo Texto completo |
MARC
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| 100 | 1 | |a Dionne, Georges. | |
| 245 | 1 | 0 | |a Corporate Risk Management : |b Theory and Applications. |
| 260 | |a Newark : |b John Wiley & Sons, Incorporated, |c 2019. | ||
| 300 | |a 1 online resource (419 pages) | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 588 | 0 | |a Print version record. | |
| 505 | 0 | |a Cover; Title Page; Copyright; Contents; Foreword; Introduction; General Presentation; Contents of the Book; Acknowledgments; General References; Chapter 1 Risk Management: Definition and Historical Development; 1.1 History of Risk Management; 1.2 Milestones in Financial Risk Management; 1.3 Current Definition of Corporate Risk Management; 1.4 Conclusion; References; Chapter 2 Theoretical Determinants of Risk Management in Non-Financial Firms; 2.1 Value of Risk Management; 2.1.1 Expected Default Costs; 2.1.2 Risk Premium to Stakeholders; 2.1.3 Expected Tax Payments | |
| 505 | 8 | |a 2.2 Comparative Advantages in Risk Taking2.3 Risk Management and Capital Structure; 2.4 Risk Management and Managerial Incentives; 2.5 Conclusion; References; Chapter 3 Risk Management and Investment Financing; 3.1 Basic Model; 3.2 Illustration with the Standard Debt Contract; 3.3 Model with Two Random Variables; 3.4 Conclusion; References; Appendix A: Value of dI*/dw; Appendix B: Standard Debt Contract; Chapter 4 Significant Determinants of Risk Management of Non-Financial Firms; 4.1 Rationale for the Research; 4.2 Significant Determinants; 4.2.1 Target Variable or Dependent Variable | |
| 505 | 8 | |a 4.2.2 Main Determinants and Their Measurement4.2.3 Results of Estimations; 4.3 Governance and Endogeneity of Debt; 4.3.1 Model; 4.3.2 Statistical Analysis; 4.3.3 Empirical Results; 4.4 Conclusion; References; Appendix: Construction of the Tax-Save Variable; Chapter 5 Value at Risk; 5.1 Example of VaR; 5.2 Numerical Method; 5.3 Parametric Method; 5.4 Taking Time Periods into Consideration; 5.5 Confidence Interval of the VaR; 5.6 CVaR; 5.7 Conclusion; References; Chapter 6 Choice of Portfolio and VaR Constraint; 6.1 Optimal Benchmark Portfolio of the Firm | |
| 505 | 8 | |a 6.2 Optimal Portfolio of a Constrained Manager6.3 Conclusion; References; Chapter 7 VaR in Portfolios of Assets and Options; 7.1 VaR as a Risk Measure; 7.2 Models without Derivatives; 7.2.1 Markowitz's Mean-Variance Model; 7.2.2 CAPM; 7.2.3 Multifactor Model; 7.3 VaR with Options; 7.4 Black and Scholes Model and Risk Management; 7.5 Delta-Gamma VaR; 7.6 VaR of a General Portfolio; 7.7 Application; 7.8 Conclusion; References; Chapter 8 Conditional VaR; 8.1 Motivation for CVaR and Coherence in Risk Measures; 8.2 Notation and VaR; 8.3 Definition of CVaR | |
| 505 | 8 | |a 8.4 Another Way to Derive CVaR with a Return Distribution8.5 Example with Student's t-Distribution and Other Examples; 8.6 Conclusion: CVaR in Basel Regulation; References; Chapter 9 Regulation of Bank Risk and Use of VaR; 9.1 Basel Accords; 9.2 Market Risk Regulation of 1996; 9.3 Specific Risks; 9.4 Total Required Capital; 9.5 Tests; 9.6 Comparison between Standard and Internal Methods with Interest Rate Risk; 9.6.1 Standard and Internal Methods; 9.6.2 Comparison of the Two Methods; 9.7 Conclusion; References; Chapter 10 Optimal Financial Contracts and Incentives under Moral Hazard | |
| 500 | |a 10.1 Optimal Financial Contracts and Moral Hazard | ||
| 520 | |a An updated review of the theories and applications of corporate risk management After the financial crisis of 2008, issues concerning corporate risk management arose that demand new levels of oversight. Corporate Risk Management is an important guide to the topic that puts the focus on the corporate finance dimension of risk management. The author--a noted expert on the topic--presents several theoretical models appropriate for various industries and empirically verifies theoretical propositions. The book also proposes statistical modeling that can evaluate the importance of different risks and their variations according to economic cycles. The book provides an analysis of default, liquidity, and operational risks as well as the failures of LTCM, ENRON, and financial institutions that occurred during the financial crisis. The author also explores Conditional Value at Risk (CVaR), which is central to the debate on the measurement of market risk under Basel III. This important book: Includes a comprehensive review of the aspects of corporate risk management Presents statistical modeling that addresses recent risk management issues Contains an analysis of risk management failures that lead to the 2008 financial crisis Offers a must-have resource from author Georges Dionne the former editor of The Journal of Risk and Insurance Corporate Risk Management provides a modern empirical analysis of corporate risk management across industries. It is designed for use by risk management professionals, academics, and graduate students. | ||
| 590 | |a O'Reilly |b O'Reilly Online Learning: Academic/Public Library Edition | ||
| 590 | |a ProQuest Ebook Central |b Ebook Central Academic Complete | ||
| 650 | 0 | |a Risk management. | |
| 650 | 6 | |a Gestion du risque. | |
| 650 | 7 | |a risk management. |2 aat | |
| 650 | 7 | |a Risk management |2 fast | |
| 776 | 0 | 8 | |i Print version: |a Dionne, Georges. |t Corporate Risk Management : Theory and Applications. |d Newark : John Wiley & Sons, Incorporated, ©2019 |z 9781119583127 |
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