リスク管理の技術 The Simple Rules of Risk : Revisiting the Art of Financial Risk Management (Wiley Finance)

Banks, Erik

John Wiley & Sons Inc（2002/12発売）

• 製本 Hardcover:ハードカバー版／ページ数 138 p.
• 言語 ENG
• 商品コード 9780470847749
• DDC分類 658.155

基本説明

A fresh approach to the qualitative aspects of risk management, showing the mathematical aspects of risk management.
"Wiley Finance"

Full Description

In an age where companies and financial institutions are keenly focused on managing the financial risk of their operations, the implementation of quantitative methods and models has been of tremendous help. Tools such as VaR, credit VaR, risk-adjusted returns, and scenario analyses have given institutions the means to quantify and understand their risk profiles. However, the focus on quantitative risk management, while important, can sometimes be over-emphasized--at the expense of logic and experience. At its core, the successful management of risk is still largely an "art." The Simple Rules of Risk takes a fresh look at the qualitative aspects of risk management. It also considers how qualitative approaches can make optimal use of the mathematical aspects of risk management to create the most effective framework possible.

Contents

Acknowledgements. Biography.

Introduction.

Philosophy of Risk.

Risk Governance.

Risk Identification.

Risk Quantification and Analysis.

Risk Monitoring and Reporting.

Risk Management.

Risk Infrastructure.

Summary.

Selected References.

Index.