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Managing and Measuring Risk:Emerging Global Standards and Regulations After the Financial Crisis

Edited by Oliviero Roggi and Edward Altman

in World Scientific Books from World Scientific Publishing Co. Pte. Ltd.

Abstract: 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.

Keywords: Risk Management; Sovereign Risk; Systemic Risk; Liquidity; Credit Risk; Equity Risk Premium; Enterprise Risk Management (search for similar items in EconPapers)
Date: 2013
ISBN: 9789814417495
References: Add references at CitEc
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Downloads: (external link)
https://www.worldscientific.com/worldscibooks/10.1142/8565 (text/html)
Ebook Access is available upon purchase

Chapters in this book:

Ch 1 AN EVOLUTIONARY PERSPECTIVE ON THE CONCEPT OF RISK, UNCERTAINTY AND RISK MANAGEMENT , pp 3-37 Downloads
Oliviero Roggi and Omar Ottonelli
Ch 2 TOWARD A BOTTOM-UP APPROACH TO ASSESSING SOVEREIGN DEFAULT RISK: AN UPDATE , pp 41-64 Downloads
Edward Altman and Herbert Rijken
Ch 3 MEASURING SYSTEMIC RISK , pp 65-98 Downloads
Viral Acharya, Christian Brownlees, Robert Engle, Farhang Farazmand and Matthew Richardson
Ch 4 TAXING SYSTEMIC RISK , pp 99-122 Downloads
Viral Acharya, Lasse Pedersen, Thomas Philippon and Matthew Richardson
Ch 5 LIQUIDITY AND EFFICIENCY IN THREE RELATED FOREIGN EXCHANGE OPTIONS MARKETS , pp 125-158 Downloads
Menachem Brenner and Ben Schreiber
Ch 6 ILLIQUIDITY OR CREDIT DETERIORATION: A STUDY OF LIQUIDITY IN THE US CORPORATE BOND MARKET DURING FINANCIAL CRISES , pp 159-200 Downloads
Nils Friewald, Rainer Jankowitsch and Marti G. Subrahmanyam
Ch 7 INTEGRATED WEALTH AND RISK MANAGEMENT: FIRST PRINCIPLES , pp 203-213 Downloads
Zvi Bodie
Ch 8 ANALYZING THE IMPACT OF EFFECTIVE RISK MANAGEMENT: INNOVATION AND CAPITAL STRUCTURE EFFECTS , pp 215-248 Downloads
Torben Juul Andersen
Ch 9 MODELING CREDIT RISK FOR SMEs: EVIDENCE FROM THE US MARKET , pp 251-279 Downloads
Edward Altman and Gabriele Sabato
Ch 10 SME RATING: RISK GLOBALLY, MEASURE LOCALLY , pp 281-305 Downloads
Oliviero Roggi and Alessandro Giannozzi
Ch 11 CREDIT LOSS AND SYSTEMATIC LGD , pp 307-339 Downloads
Jon Frye and Michael Jacobs
Ch 12 EQUITY RISK PREMIUMS (ERP): DETERMINANTS, ESTIMATION AND IMPLICATIONS — THE 2012 EDITION , pp 343-455 Downloads
Aswath Damodaran
Ch 13 STOCK MARKET CRASHES IN 2007–2009: WERE WE ABLE TO PREDICT THEM? , pp 457-499 Downloads
Sebastien Lleo and William T. Ziemba

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