Financial Risk Management A Practitioner's Guide to Managing Market and Credit Risk.pdf

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Contents
Cover
Series
Title Page
Copyright
Dedication
Foreword
Preface
Acknowledgments
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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
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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
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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

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