Dealing with financial risk /
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| Author / Creator: | Shirreff, David, 1947- |
|---|---|
| Imprint: | Princeton, N.J. : Bloomberg Press, 2004. |
| Description: | vii, 214 p. : ill. ; 23 cm. |
| Language: | English |
| Series: | The Economist series Economist series. |
| Subject: | |
| Format: | Print Book |
| URL for this record: | http://pi.lib.uchicago.edu/1001/cat/bib/5579774 |
Table of Contents:
- Acknowledgements
- Introduction
- Part 1. Financial risk: an endless challenge
- 1. The growth of modern financial markets
- 2. Market theory
- 3. Derivatives and leverage
- 4. Temples to risk management
- 5. Models for Everyman
- 6. Credit models get a thrashing
- 7. The rise of the firm-wide risk manager
- 8. Basel 2 is born--a new regulatory regime
- 9. In praise of liquidity, funding and time horizons
- 10. ART exhibitions
- 11. Sibylline books
- 12. The play's the thing
- 13. What lies ahead
- Part 2. Risk in practice: real and simulated examples
- 14. Lessons from Metallgesellschaft
- 15. Lessons from the collapse of Long-Term Capital Management
- 16. The crash of Mulhouse Brand
- 17. The Sigma affair
- References
- Glossary of key terms
