Risk, Value and Default

Oliviero Roggi

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

Abstract: Scholars and practitioners have known for a long time that risk plays an important, indeed central, role in determining the appropriate discount rate to be used in a sophisticated valuation model. In today's world, however, the very risk of survival, especially for financial institutions, is essential to the health of the world's capital markets and their impact on the global economy.

Keywords: Risk Management; Enterprise Risk Management; Credit Risk; Valuation; Equity Risk Premium; Basel III; Default Risk; Capital Requirements (search for similar items in EconPapers)
Date: 2015
ISBN: 9789814641715
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Citations: View citations in EconPapers (1)

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Chapters in this book:

Ch 1 The Corporate Risk , pp 3-35

Oliviero Roggi

Ch 2 Risk Management: Analysis of Risk, Endowment Capital, and Suppliers of Finance , pp 37-71

Oliviero Roggi

Ch 3 Credit Risk, Default, and Borrowing Costs , pp 75-101

Oliviero Roggi and Alessandro Giannozzi

Ch 4 Company Default and Discriminant Variables for SME , pp 103-120

Oliviero Roggi and Alessandro Giannozzi

Ch 5 Default Risk and Discriminant Methodologies for SME , pp 121-133

Oliviero Roggi and Alessandro Giannozzi

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