Risk management in turbulent times
By: Gilles Bénéplanc, Jean-Charles Rochet
Contributors: Rochet, Jean-Charles
Publisher: Oxford University Press
Published: 2011
Place of publication: New York
Language: eng
Number of pages: 212
ISBN-13: 9780199774081
Subjects: Risk management; Methodology
Notes: Includes bibliographical references and index.
Table of contents: title: Risk management : what must be changed; title: Lessons from recent financial crises; title: Living in turbulent times; title: The need for a proper methodology; title: What is behind risk modeling; title: The basic tools of risk modeling; title: Statistical risk measures; title: Leverage and ruin theory; title: The perfect markets hypothesis and its dangers; title: Risk neutral valuation; title: The case of incomplete markets : relating risk premiums to economic fundamentals; title: Risk management in a normal world; title: Risk management and shareholder value; title: Why market imperfections matter for shareholder value; title: The shareholder value function; title: Risk management and the shareholder value function; title: What to do in practice?; title: The different steps of the implementation; title: Learning from an example; title: Conclusion : some simple messages.