Managing And Measuring Risk: Emerging Global Standards And Regulations After The Financial Crisis

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Credit Risk
Enterprise Risk Management
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Equity Risk Premium
Liquidity
Risk Management
Sovereign Risk
Systemic Risk

Product details

  • ISBN 9789814417495
  • Publication Date: 14 Mar 2013
  • Publisher: World Scientific Publishing Co Pte Ltd
  • Publication City/Country: SG
  • Product Form: Hardback
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This edited volume presents the most recent achievements in risk measurement and management, as well as regulation of the financial industry, with contributions from prominent scholars and practitioners such as Robert Engle, 2003 Nobel Laureate in Economics, Viral Acharya, Torben Andersen, Zvi Bodie, Menachem Brenner, Aswath Damodaran, Marti Subrahmanyam, William Ziemba and others. The book provides a comprehensive overview of recent emerging standards in risk management from an interdisciplinary perspective. Individual chapters expound on the theme of standards setting in this era of financial crises where new and unseen global risks have emerged. They are organized in a such a way that allows the reader a broad perspective of the new emerging standards in macro, systemic and sovereign risk before zooming into the micro perspective of how risk is conceived and treated within a corporation. A section is dedicated to credit risk and to the increased importance of liquidity both in financial systems and at the firm's level.