Lessons from the financial crisis
Subtitle: insights from the defining economic event of our lifetime
By: edited by Arthur M. Berd
Publisher: Risk Books
Published: 2010
Place of publication: London
Language: eng
Number of pages: 605
ISBN-13: 9781906348472
Subjects: Global Financial Crisis, 2008-2009; Financial crises; Crise financière; Systèmes bancaires; Marché financier international; Analyse des risques; Finanzanalyse; Finanzkrise; Internationaler Kreditmarkt; Risikomanagement
Notes: Includes bibliographical references and index.

British Library not licensed to copy 0.
Table of contents: title: The credit crunch of 2007 : What went wrong? Why? What lessons can be learned?; title: Underwriting versus economy : a new approach to decomposing mortgage losses; title: The shadow banking system and Hyman Minsky's economic journey; title: The collapse of the Icelandic banking system; title: The Quant crunch experience and the future of quantitative investing; title: No margin for error : the impact of the credit crisis on derivatives markets; title: The re-emergence of distressed exchanges in corporate restructurings; title: Modelling systematic and sovereign risks; title: Measuring and managing risk in innovative financial instruments; title: Forecasting extreme risk of equity portfolios with fundamental factors; title: Limits of implied credit correlation metrics before and during the crisis; title: Another view on the pricing of MBSs, CMOs and CDOs of ABSs; title: Pricing of credit derivatives with and without counterparty and collateral adjustments; title: A practical guide to Monte Carlo CVA; title: The endogenous dynamics of markets : price impact, feedback loops and instabilities; title: Market panics : correclation dynamics, dispersion and tails; title: Financial complexity and systemic stability in trading markets; title: The Martingale theory of bubbles : implications for the valuation of derivatives and detecting bubbles; title: Managing through a crisis : practical insights and lessons learned for quantitatively managed equity portfolios; title: Active risk management : a credit investor's perspective; title: Investment stategy returns : volitility, asymmetry, fat tails and the nature of Alpha.