Risk Management

Frenkel, Michael; Rudolf, Markus; Hommel, Ulrich

Risk Management

Edited by Michael Frenkel (), Markus Rudolf () and Ulrich Hommel ()

Date: 2005
Edition: Second Revised and Enlarged Edition
ISBN: 978-3-540-26993-9
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Chapters in this book:

Basel II and the Effects on the Banking Sector: Thomas Hartmann-Wendels, Peter Grundke and Wolfgang Spörk
Conflicts of Interest and Market Discipline in Financial Services Firms: Ingo Walter
Risk Management and Value Creation in Banks: Gerhard Schröck and Manfred Steiner
The New Basel Capital Accord: Claudia Holtorf, Matthias Muck and Markus Rudolf
Value at Rist: Regulatory and Other Applications, Methods, and Criticism: Alois Paul Knobloch
Parsimonious Value at Risk for Fixed Income Portfolios: John Bilson
Risk Budgeting with Value at Risk Limits: Robert Härtl and Lutz Johanning
Value at Risk, Bank Equity and Credit Risk: Jack E. Wahl and Udo Broll
Parametric and Nonparametric Estimation of Conditional Return Expectations: Wolfgang Drobetz and Daniel Hoechle
Credit Risk Portfolio Modeling: An Overview: Ludger Overbeck
Evaluating Credit Risk Models: Hergen Frerichs and Mark Wahrenburg
Estimation of Default Probabilities and Default Correlations: Stefan Huschens, Konstantin Vogl and Robert Wania
Managing Investment Risks of Institutional Private Equity Investors — The Challenge of Illiquidity: Christoph Kaserer, Niklas Wagner and Ann-Kristin Achleitner
Assessment of Operational Risk Capital: Carol Alexander
Operational Risk: The Management Perspective: Wilhelm Kross
Catastrophic Events as Threats to Society: Private and Public Risk Management Strategies: Martin Nell and Andreas Richter
New Approaches to Managing Catastrophic Insurance Risk: Ulrich Hommel and Mischa Ritter
Alternative Risk Transfer: Christopher L. Culp
The Challenge of Managing Longevity Risk: Petra Riemer-Hommel and Thomas Trauth
Asset/Liability Management of German Life Insurance Companies: A Value-at-Risk Approach in the Presence of Interest Rate Guarantees: Peter Albrecht and Carsten Weber
Risk Management, Corporate Governance and the Public Corporation: Fred R. Kaen
Integrating Corporate Risk Management: Christian Laux
Value-Based Motives for Corporate Risk Management: Ulrich Hommel
Value-Based Corporate Risk Management: Werner Gleißner
Statutory Regulation of the Risk Management Function in Germany: Implementation Issues for the Non-Financial Sector: Jürgen Weber and Arnim Liekweg
A Comprehensive Approach to the Measurement of Macroeconomic Exposure: Lars Oxelheim and Clas Wihlborg
Foreign-Exchange-Risk Management in German Non-Financial Corporations: An Empirical Analysis: Martin Glaum
Estimating the Exchange Rate Exposure of US Multinational Firms: Evidence from an Event Study Methodology: Kathryn L. Dewenter, Robert C. Higgins and Timothy T. Simin
International Corporate Risk Management: A Comparison of Three Major Airlines: Matthias Muck and Markus Rudolf
Corporate Risk Management: Real Options and Financial Hedging: Alexander J. Triantis
The Real Option Value of Operational and Managerial Flexibility in Global Supply Chain Networks: Arnd Huchzermeier
Managing Acquisition-Related Currency Risk Exposures: The E.ON-Powergen Case: Stefan Hloch, Ulrich Hommel and Karoline Jung-Senssfelder
Introducing New Risk Classes to Organized Exchanges: The Case of Electricity Derivatives: Christian Geyer and Werner G. Seifert
Was Enron’s Business Model Fundamentally Flawed?: Ehud I. Ronn
“Real” Risk Management: Opportunities and Limits of Consumption-Based Strategies: Wolfgang Breuer and Olaf Stotz
Capacity Options: Convergence of Supply Chain Management and Financial Asset Management: Stefan Spinler and Arnd Huchzermeier
The Key to Risk Management: Management: Adrian Tschoegl
Economic Risks of EMU: Michael Frenkel and Paul McCracken
Does Risk Management Make Financial Markets Riskier?: Ian R. Harper, Joachim G. Keller and Christian M. Pfeil
Risk Management, Rational Herding and Institutional Investors: A Macro View: Torben Lütje and Lukas Menkhoff
Revitalization of Japanese Banks: Japan’s Big Bang Reform: Mitsuru Misawa

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DOI: 10.1007/b138437

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