RISK COMPANION
Subtitle: Risk Management Dictionary
Publisher: LAMBERT
Published: 2010
Table of contents: title: TABLE OF CONTENTS; title: CHAPTER 1; title: Act-of-God Bond							21; title: Adjusted Indemnity Limit						21; title: Admitted Reinsurance 						21; title: Alternative Risk Transfer						21; title: ART									22; title: Autocorrelation							22; title: Bank for International Settlements				22; title: Bankruptcy								22; title: Futures								22; title: Basel Accord								23; title: Basel Committee on Banking Supervision			23; title: Baseload								23; title: Basis									23; title: Basis Point								24; title: Basis Risk								24; title: Basis Swap								24; title: BBL									24; title: Bilateral Netting							24; title: BIS									25; title: Bullet Bond								25; title: Bundle								25; title: California Oregon Border						25; title: Capacity								25; title: Catarstophe (CAT) Bonds						26; title: Catastrophe Options						27; title: Catastophe Swaps							27; title: CatEPuts								27; title: CDD									27; title: Cede									27; title: Cedent								28; title: Claim Ratio (Loss Ratio)						28; title: Closeout Netting							28; title: Collateralized Bond Obligation (CBO)				28; title: Collateralized Loan Obligation					28; title: Collateralized Mortgage Obligation				28; title: Combined Ratio							29; title: Contingent Capital							29; title: Contingent Surplus Note						29; title: Convexity								29; title: Cooling Degree Days						30; title: Correlation								30; title: Counterparty Risk							30; title: Covariance								30; title: Credit Default Swap							31; title: Credit Derivative							31; title: Credit Event								31; title: Credit Option								31; title: Credit Reinsurance							32; title: Credit Risk								32; title: Credit Risk Equivalent						32; title: Credit Risk Option							32; title: Credit Spread							32; title: Credit Spread Swap							33; title: CSN									33; title: Cumulative Risk							33; title: Default Probability							33; title: Degree-Day								33; title: Delta									34; title: Derivative								34; title: Direct Credit Substitute						34; title: Direct Insurance							34; title: Duration								35; title: DV01									35; title: DVBP									35; title: Dynamic Financial Analysis					35; title: Economic Capital							36; title: Embedded Value Securitization					36; title: Enterprise Risk Management					36; title: ERM									36; title: EWMA 								36; title: Exchange Option							37; title: Expected loss							37; title: Expense Ratio							37; title: Exponentially-Weighted Moving Average			37; title: Extreme Value Theory						37; title: Financial Reinsurance						37; title: Financial Risk Management					38; title: Finite Risk Insurance						38; title: Fronting 								38; title: Gamma								38; title: GARCH								39; title: Gross Negative Fair Value						39; title: Gross Positive Fair Value						39; title: Group of Thirty							39; title: Haircut								40; title: Heat Rate								40; title: Heating Degree Days						40; title: Hedge									40; title: Hedge Accounting							41; title: Henry Hubb								41; title: Herstatt risk								41; title: Heteroscedasticity							41; title: Historical VaR							42; title: Historical Volatility							42; title: Implied Volatility							42; title: Initial Indemnity Limit						42; title: Issuer Risk								43; title: Jump Diffusion							43; title: Kurtosis								43; title: Layer									43; title: Legal Risk								44; title: Leptokurtosis								44; title: LEQ									44; title: Leverage								44; title: Liquidity Risk								44; title: Loan Equivalency Factor						45; title: Loss Avoidance							45; title: M-squared								45; title: Macaulay Duration							45; title: Mark-to-Market							46; title: Mark-to-Model							46; title: Market Risk								46; title: Master Agreement							46; title: Maximum Temperature Binary Cover				46; title: Mean Reversion							47; title: Minimum Temperature Binary Cover				47; title: Modified Duration							47; title: Monte Carlo Simulation						47; title: Monte Carlo VaR							47; title: Multilateral Netting							48; title: On-the-run Treasury						48; title: Operational Risk							48; title: Parametric VaR							48; title: Platykurtosis								48; title: Pre-Settlement Risk							49; title: Precipitation Cover							49; title: Precipitation Cover							49; title: Proportional Reinsurance						49; title: Provision								49; title: PV01									50; title: PVBP									50; title: RAROC: Risk-Adjusted Return on (Economic) Capital		50; title: Regulatory Capital							50; title: Reinsurance								50; title: Rent-a-Captive							51; title: Residual Tranche							51; title: Retention								51; title: Retrocedent								51; title: Retrocession								51; title: Risk Factor								51; title: Risk Limit								52; title: Risk Transfer								52; title: Run-Off Management						52; title: Securitization							52; title: Self-Insurance							52; title: Sell Short								53; title: Settlement Date							53; title: Settlement Risk							53; title: Severity								53; title: Sigma									53; title: Simulation								54; title: Snowfall Cover							54; title: Special Purpose Vehicle (SPV)					54; title: Stress Testing							55; title: Strike Price								55; title: Surety Reinsurance							55; title: Total Return Swap							55; title: Tranche								55; title: Treaty Reinsurance							56; title: Underwriting Capacity						56; title: Unexpected Loss							56; title: Value-at-Risk							56; title: VAR									56; title: Vega									56; title: Volatility								57; title: Vulnerable Option							57; title: Weather Derivative							57; title: CHAPTER 2; title: GLOSSARY OF ACCOUNTING ECONOMICS, BANKING AND MANAGEMENT TERMS; title: A forfeit								58; title: Above the line							58; title: Absorption costing							59; title: Acceptance								59; title: Accounting								59; title: Accruals convention							59; title: Acid test								59; title: Actuary								60; title: Amortization American for depreciation				60; title: Arbitrage								60; title: Asset									60; title: Asset management							61; title: Asset redeployment							61; title: Asset sharing							61; title: Aval									61; title: Back to basics							61; title: Bad debt								62; title: Balance sheet							62; title: Balloon								63; title: Banker’s draft							63; title: Bankruptcy								63; title: Barter									63; title: Base rate								64; title: Bear									64; title: Bearer bond								64; title: Below the line							65; title: Bill (of exchange)							65; title: Bill of landing								65; title: Blue chip								65; title: Bringing loan								66; title: Broker									66; title: Budget								66; title: Bull									67; title: Bullet									67; title: Buyer credit								67; title: Call money								68; title: Call option								68; title: Camel									68; title: Capital								69; title: Capital employed							69; title: Capital market							69; title: Capital reserve							69; title: Capitalized value							70; title: Capping								70; title: Cartel									70; title: Cash									71; title: Cash flow								71; title: Cash management							71; title: Cash management account					72; title: Cayman Islands							72; title: Central bank								72; title: Cheque								72; title: Cif									73; title: City									73; title: Clearing system							73; title: Close corporation							73; title: Coface									74; title: Coin									74; title: Collateral								74; title: Commercial bank							74; title: Commercial paper							74; title: Commission								75; title: Commitment fee							75; title: Compensating balance						75; title: Concordat								75; title: Confidence								76; title: Consensus								76; title: Contingent liability							76; title: Corporate culture							77; title: Correspondent bank						77; title: Cost									77; title: Cost accounting							78; title: Cost of sales								79; title: Country risk								79; title: Creative accounting							80; title: Crash									80; title: Credit card								80; title: Credit guarantee insurance company (CGIC)			81; title: Crossed cheque							81; title: Cum div								81; title: Current cost accounting						81; title: Current ratio								82; title: Current replacement cost						82; title: Debit									82; title: Debt servicing							83; title: Default								83; title: Defeasance								83; title: Deferred tax								84; title: Demassing								84; title: Deposit account							85; title: Devaluation								85; title: Direct costs								85; title: Discount								85; title: Discount house							86; title: Discount rate								86; title: Discounted cash flow						86; title: Disintermediation							86; title: Diversification							87; title: Dutch auction							87; title: Eftpos									87; title: Egibi									88; title: Endorsement								88; title: Equity									88; title: Equity accounting method						88; title: Entity									89; title: Escrow account							89; title: Eurodollar								89; title: Euromarket								90; title: Ex div									90; title: Extraordinary items							90; title: Export credit								90; title: Export credit guarantee department (ECGD)			91; title: Face value								91; title: Factoring								91; title: Fed funds rate							92; title: Federal reserve board						92; title: Fiduciary deposits							92; title: First in, first out (fifo)						93; title: Financial accounting						93; title: Financial futures							93; title: Financial supermarket						93; title: Fiscal drag								94; title: Fix									94; title: Fixed costs								94; title: Fixed rate								95; title: Float								95; title: Floating rate								95; title: Floating rate note (frn)						96; title: Foreign currency translation					96; title: Forward cover								96; title: Funding								97; title: Fungible								97; title: Futures								97; title: Garnishee order								98; title: Gearing								98; title: General reserve								99; title: Gentleman’s agreement						99; title: Guilt-edged								99; title: Giro									99; title: Going concern							100; title: Gold									100; title: Gold card								100; title: Goodwill								101; title: Grace period								102; title: Gross								102; title: Guarantee								102; title: Hard currency								102; title: Hedge								103; title: Hermes								103; title: Hidden reserves								103; title: High net worth individual						104; title: Historic cost accounting						104; title: Home banking								104; title: Hong Kong								105; title: Hot money								105; title: Indirect costs								106; title: Inflation accounting							106; title: Insolvency								106; title: Intangible assets							107; title: Inter-bank market							107; title: Interest								108; title: Internal rate of return (IRR)					108; title: Intrapreneurship								108; title: Jersey								108; title: Joint venture								109; title: Joint finance companies						109; title: Kaffirs								109; title: Krugerrand								109; title: Laundering								110; title: Lead manager								110; title: Leasing								110; title: Legal tender								111; title: Lender of last resort							111; title: Less developed country (LDC)					111; title: Leverage								111; title: Leveraged buy-out							112; title: Liability								112; title: Liability management						112; title: Libor								113; title: Lien								113; title: Last in, first out (lifo) 						113; title: Limited liability								114; title: Liquidation								114; title: Liquidity:  two meanings						114; title: Limitations of accounting						114; title: Listing								115; title: Loan stock								115; title: Lombard street							115; title: London international financial futures exchange (liffe)		115; title: Long-term								116; title: Loro								116; title: Mag stripe								116; title: Mail transfer								116; title: Management accounting						116; title: Management buy-out						117; title: Margin								117; title: Marginal cost								117; title: Market capitalization						118; title: Market value								118; title: Master card								119; title: Matching								119; title: Maturity								120; title: Mean									120; title: Median								120; title: Medium-term								120; title: Merchant bank							121; title: Minority interest							121; title: Miti									121; title: Mode									122; title: Monetary base							122; title: Money								122; title: Money market							123; title: Monte dei paschi di siena						123; title: Moratorium								123; title: Mortgage								123; title: Nationalisation							124; title: Negotiable instrument						124; title: Net									124; title: Net current assets							125; title: Net present value (NPV)						125; title: Net profit								125; title: Net worth								126; title: Niches								126; title: Non-performing loan						126; title: Nostro								126; title: Numbered account							127; title: Off-balance-sheet finance						127; title: Open account							128; title: Open cheque							128; title: Open-market operations						128; title: Operating income/profit						128; title: Opportunity cost							129; title: Option									129; title: Out-sourcing								130; title: Overdraft								130; title: Overheads								130; title: Overnight money							131; title: Paid-up capital							131; title: Par									131; title: Pawnbroker								131; title: Pay-back method							132; title: Performance bond							133; title: Personal identification number (pin)				133; title: Preference shares							133; title: Preferential creditor							134; title: Premium								134; title: Price/earnings (p/e) ratio						134; title: Prime rate								134; title: Principal								135; title: Private placing							135; title: Profit									135; title: Profitability								136; title: Project finance							137; title: Provisions/reserves							137; title: Public company							138; title: Put option								138; title: Qualified audit report						139; title: Quoted company							139; title: Rate of return							139; title: Ratios									140; title: Real time								141; title: Receivables								141; title: Red clause								141; title: Redemption yield							141; title: Refinancing								142; title: Recognition of profit							142; title: Rescheduling							142; title: Revolving credit							143; title: Rights issue								143; title: Risk-averse								143; title: Roll-over								144; title: Roundtripping							144; title: Sales and leaseback						144; title: Secondary market							145; title: Secrecy								145; title: Secret (hidden) reserves						145; title: Secured loan								146; title: Securities								147; title: Securitisation							147; title: Short-term								147; title: Soft loan								147; title: Solvency (banks)							148; title: Solvency ratio							148; title: Spot price								148; title: Spread								149; title: Stag									149; title: Stagflation								149; title: Source and application of funds:strike price			149; title: Suspense account							150; title: Swap									150; title: Swift									150; title: Syndicated loan							151; title: Ten k (10-k)								151; title: Term loan								151; title: Times covered / times interest earned				152; title: Tombstone								152; title: Touchy-feely managers						153; title: Tranche								153; title: Transfer pricing							153; title: Travel and entertainment (t and e) cards				153; title: Traveller’s cheque							154; title: Trigger								154; title: True and fair								155; title: Turn								155; title: Uncertainty								155; title: Underwrite								155; title: Value added statements						156; title: Value date								156; title: Variable costs								156; title: Variable rate								157; title: Variances								157; title: Venture capital								158; title: Vostro account								158; title: Waiver								158; title: White knight								158; title: Winding-up								158; title: Window gressing							159; title: Withholding tax							159; title: Working capital							159; title: Work-in-progress							160; title: Write-off								160; title: Zero-base budgeting						160; title: Z-score								160