Frenkel, Michael

Risk Management

Frenkel, Michael - Risk Management, ebook


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ISBN: 9783540269939
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Table of contents

Part 1.Bank Risk Management

1. Basel II and the Effects on the Banking Sector
Thomas Hartmann-Wendels, Peter Grundke, Wolfgang Spörk

2. Conflicts of Interest and Market Discipline in Financial Services Firms
Ingo Walter

3. Risk Management and Value Creation in Banks
Gerhard Schröck, Manfred Steiner

4. The New Basel Capital Accord
Claudia Holtorf, Matthias Muck, Markus Rudolf

5. Value at Rist: Regulatory and Other Applications, Methods, and Criticism
Alois Paul Knobloch

6. Parsimonious Value at Risk for Fixed Income Portfolios
John F. O. Bilson

7. Risk Budgeting with Value at Risk Limits
Robert Härtl, Lutz Johanning

8. Value at Risk, Bank Equity and Credit Risk
Jack E. Wahl, Udo Broll

9. Parametric and Nonparametric Estimation of Conditional Return Expectations
Wolfgang Drobetz, Daniel Hoechle

10. Credit Risk Portfolio Modeling: An Overview
Ludger Overbeck

11. Evaluating Credit Risk Models
Hergen Frerichs, Mark Wahrenburg

12. Estimation of Default Probabilities and Default Correlations
Stefan Huschens, Konstantin Vogl, Robert Wania

13. Managing Investment Risks of Institutional Private Equity Investors — The Challenge of Illiquidity
Christoph Kaserer, Niklas Wagner, Ann-Kristin Achleitner

14. Assessment of Operational Risk Capital
Carol Alexander

15. Operational Risk: The Management Perspective
Wilhelm Kross

Part 2.Insurance Risk Management

16. Catastrophic Events as Threats to Society: Private and Public Risk Management Strategies
Martin Nell, Andreas Richter

17. New Approaches to Managing Catastrophic Insurance Risk
Ulrich Hommel, Mischa Ritter

18. Alternative Risk Transfer
Christopher L. Culp

19. The Challenge of Managing Longevity Risk
Petra Riemer-Hommel, Thomas Trauth

20. Asset/Liability Management of German Life Insurance Companies: A Value-at-Risk Approach in the Presence of Interest Rate Guarantees
Peter Albrecht, Carsten Weber

Part 3.Corporate Risk Management

21. Risk Management, Corporate Governance and the Public Corporation
Fred R. Kaen

22. Integrating Corporate Risk Management
Christian Laux

23. Value-Based Motives for Corporate Risk Management
Ulrich Hommel

24. Value-Based Corporate Risk Management
Werner Gleißner

25. Statutory Regulation of the Risk Management Function in Germany: Implementation Issues for the Non-Financial Sector
Jürgen Weber, Arnim Liekweg

26. A Comprehensive Approach to the Measurement of Macroeconomic Exposure
Lars Oxelheim, Clas Wihlborg

27. Foreign-Exchange-Risk Management in German Non-Financial Corporations: An Empirical Analysis
Martin Glaum

28. Estimating the Exchange Rate Exposure of US Multinational Firms: Evidence from an Event Study Methodology
Kathryn L. Dewenter, Robert C. Higgins, Timothy T. Simin

29. International Corporate Risk Management: A Comparison of Three Major Airlines
Matthias Muck, Markus Rudolf

30. Corporate Risk Management: Real Options and Financial Hedging
Alexander J. Triantis

31. The Real Option Value of Operational and Managerial Flexibility in Global Supply Chain Networks
Arnd Huchzermeier

32. Managing Acquisition-Related Currency Risk Exposures: The E.ON-Powergen Case
Stefan Hloch, Ulrich Hommel, Karoline Jung-Senssfelder

33. Introducing New Risk Classes to Organized Exchanges: The Case of Electricity Derivatives
Christian Geyer, Werner G. Seifert

34. Was Enron’s Business Model Fundamentally Flawed?
Ehud I. Ronn

35. “Real” Risk Management: Opportunities and Limits of Consumption-Based Strategies
Wolfgang Breuer, Olaf Stotz

36. Capacity Options: Convergence of Supply Chain Management and Financial Asset Management
Stefan Spinler, Arnd Huchzermeier

Part 4.Systemic Issues of Risk Management

37. The Key to Risk Management: Management
Adrian E. Tschoegl

38. Economic Risks of EMU
Michael Frenkel, Paul McCracken

39. Does Risk Management Make Financial Markets Riskier?
Ian R. Harper, Joachim G. Keller, Christian M. Pfeil

40. Risk Management, Rational Herding and Institutional Investors: A Macro View
Torben Lütje, Lukas Menkhoff

41. Revitalization of Japanese Banks: Japan’s Big Bang Reform
Mitsuru Misawa


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Keywords: BUSINESS & ECONOMICS / Management Science BUS042000

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