8. Value At Risk

Kapitel in diesem Buch

1. Frontmatter i
2. Contents v
3. Introduction vii
4. Part I: The Products
5. 1. Financial Innovation: Achievements and Prospects 1
6. 2. The Evolution of Risk Management Products 18
7. 3. The Revolution in Corporate Risk Management 32
8. 4. A Senior Manager’s Guide to Integrated Risk Management 63
9. Part II: Corporate Uses of the Products
10. 5. Rethinking Risk Management 87
11. 6. An Analysis of Trading Profits 121
12. 7. Theory of Risk Capital in Financial Firms 131
13. 8. Value At Risk 162
14. 9. Allocating Shareholder Capital to Pension Plans 184
15. 10. The Uses and Abuses of Finite Risk Reinsurance 205
16. 11. Does Risk Management Add Value? 235
17. Part III: Practitioner Perspectives: Case Studies and Roundtables
18. 12. Identifying, Measuring, and Hedging Currency Risk at Merck 257
19. 13. Corporate Insurance Strategy 279
20. 14. Hedging and Value in the U.S. Airline Industry 299
21. 15. Enterprise Risk Management 323
22. 16. The Rise and Evolution of the Chief Risk Officer 348
23. 17. University of Georgia Roundtable on Enterprise- Wide Risk Management 379
24. 18. Morgan Stanley Roundtable on Enterprise Risk Management and Corporate Strategy 413
25. Index 459