Frenkel, Michael
Risk Management
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
DRM-restrictions
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Keywords: BUSINESS & ECONOMICS / Management Science BUS042000
- Author(s)
- Frenkel, Michael
- Hommel, Ulrich
- Rudolf, Markus
- Publisher
- Springer
- Publication year
- 2005
- Language
- en
- Edition
- 1
- Category
- Economy
- Format
- Ebook
- eISBN (PDF)
- 9783540269939