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Ebook Financial risk management (2nd edition): Part 1

(BQ) Part 1 book "Financial risk management" has contents: Introduction, institutional background, operational risk, financial disasters, the systemic disaster of 2007–2008, managing financial risk, model risk, vaR and stress testing. | Contents Cover Series Title Page Copyright Dedication Foreword Preface Acknowledgments About the Author Chapter 1: Introduction 1.1 LESSONS FROM A CRISIS 1.2 FINANCIAL RISK AND ACTUARIAL RISK 1.3 SIMULATION AND SUBJECTIVE JUDGMENT Chapter 2: Institutional Background 2.1 MORAL HAZARD—INSIDERS AND OUTSIDERS 2.2 PONZI SCHEMES 2.3 ADVERSE SELECTION 2.4 THE WINNER'S CURSE 2.5 MARKET MAKING VERSUS POSITION TAKING Chapter 3: Operational Risk 3.1 OPERATIONS RISK 3.2 LEGAL RISK 3.3 REPUTATIONAL RISK 3.4 ACCOUNTING RISK 3.5 FUNDING LIQUIDITY RISK 3.6 ENTERPRISE RISK 3.7 IDENTIFICATION OF RISKS 3.8 OPERATIONAL RISK CAPITAL Chapter 4: Financial Disasters 4.1 DISASTERS DUE TO MISLEADING REPORTING 4.2 DISASTERS DUE TO LARGE MARKET MOVES 4.3 DISASTERS DUE TO THE CONDUCT OF CUSTOMER BUSINESS Chapter 5: The Systemic Disaster of 2007–2008 5.1 OVERVIEW 5.2 THE CRISIS IN CDOS OF SUBPRIME MORTGAGES 5.3 THE SPREAD OF THE CRISIS 5.4 LESSONS FROM THE CRISIS FOR RISK MANAGERS 5.5 LESSONS FROM THE CRISIS FOR REGULATORS 5.6 BROADER LESSONS FROM THE CRISIS Chapter 6: Managing Financial Risk 6.1 RISK MEASUREMENT 6.2 RISK CONTROL Chapter 7: VaR and Stress Testing 7.1 VAR METHODOLOGY 7.2 STRESS TESTING 7.3 USES OF OVERALL MEASURES OF FIRM POSITION RISK Chapter 8: Model Risk 8.1 HOW IMPORTANT IS MODEL RISK? 8.2 MODEL RISK EVALUATION AND CONTROL 8.3 LIQUID INSTRUMENTS 8.4 ILLIQUID INSTRUMENTS 8.5 TRADING MODELS Chapter 9: Managing Spot Risk 9.1 OVERVIEW 9.2 FOREIGN EXCHANGE SPOT RISK 9.3 EQUITY SPOT RISK 9.4 PHYSICAL COMMODITIES SPOT RISK Chapter 10: Managing Forward Risk 10.1 INSTRUMENTS 10.2 MATHEMATICAL MODELS OF FORWARD RISKS 10.3 FACTORS IMPACTING BORROWING COSTS 10.4 RISK MANAGEMENT REPORTING AND LIMITS FOR FORWARD RISK Chapter 11: Managing Vanilla Options Risk 11.1 OVERVIEW OF OPTIONS RISK MANAGEMENT 11.2 THE PATH DEPENDENCE OF DYNAMIC HEDGING 11.3 A SIMULATION OF DYNAMIC HEDGING 11.4 RISK REPORTING AND LIMITS 11.5 DELTA HEDGING 11.6 BUILDING A VOLATILITY SURFACE 11.7 SUMMARY Chapter