• Exchange-Traded Derivatives

    Exchange-Traded Derivatives

    Exchange-Traded Derivatives provides an overview of the global listed futures and options markets, and how individual exchanges and products are adapting to a new operating environment - an environment characterized by rapid, almost continuous, change. This book serves as an ideal resource on the 21st century listed derivative markets, products and instruments. Divided into three parts, Exchange-Traded Derivatives begins by providing an...

     261 p itc 08/01/2013 302 2

  • Discounted Cash Flow: A Theory of the Valuation of Firms

    Discounted Cash Flow: A Theory of the Valuation of Firms

    Firm valuation is currently a very exciting topic. It is interesting for those economists engaged in either practice or theory, particularly for those in finance. The literature on firm valuation recommends logical, quantitative methods, which deal with establishing today's value of future free cash flows. In this respect firm valuation is identical with the calculation of the discounted cash flow, DCF. There are, however, different coexistent...

     180 p itc 08/01/2013 314 3

  • Credit Portfolio Management

    Credit Portfolio Management

    L ike its sister book, Managing Financial Risk (which deals with market risk), this book evolved from a set of lecture notes. (My colleagues at Rutter Associates and I have been teaching classes on credit portfolio man-agement to bankers and regulators for almost four years now.) When lec-ture notes get mature enough that they start curling up on the edges, the instructor is faced with a choice—either throw them out or turn them into a...

     354 p itc 08/01/2013 383 2

  • Credit Derivatives: Instruments, Applications, and Pricing

    Credit Derivatives: Instruments, Applications, and Pricing

    An essential guide to credit derivatives Credit derivatives has become one of the fastest-growing areas of interest in global derivatives and risk management. Credit Derivatives takes the reader through an in-depth explanation of an investment tool that has been increasingly used to manage credit risk in banking and capital markets. Anson discusses everything from the basics of why credit risk is important to accounting and tax implications...

     354 p itc 08/01/2013 297 2

  • Conditional Value-at-Risk (CVaR): Algorithms and ApplicationsStan UryasevRisk Management and

    Conditional Value-at-Risk (CVaR): Algorithms and ApplicationsStan UryasevRisk Management and

    - simple convenient representation of risks (one number) - measures downside risk (compared to variance which is impacted by high returns) - applicable to nonlinear instruments, such as options, with non-mymmetric (non-normal) loss distributions - may provide inadequate picture of risks: does not measure losses exceeding VaR (e.g., excluding or doubling of big losses in November 1987 may not impact VaR historical estimates)

     67 p itc 08/01/2013 303 2

  • Banking on Basel: The Future of International Financial Regulation

    Banking on Basel: The Future of International Financial Regulation

    Banking on Basel: The Future of International Financial Regulation by Daniel K. Tarullo September 2008 • 256 pp. ISBN Paper 978-0-88132-423-5 The turmoil in financial markets that resulted from the 2007 subprime mortgage crisis in the United States indicates the need to dramatically transform regulation and supervision of financial institutions. Would these institutions have been sounder if the 2004 Revised Framework on International...

     289 p itc 08/01/2013 312 2

  • Bank Risk Management: Theory

    Bank Risk Management: Theory

    Not too many years ago, then then Chairman of the U.S. House Banking Committee told me it was out of the question to require bank and savings and loans to mark their assets to market. Would anyone responsible for financial regulatory overdight have the temerity to be similarly dismissive today? I suspect the answer is yes. However, the increased attention formal, scientific appraisal of bank risks has received since then is gratifying to me...

     16 p itc 08/01/2013 324 2

  • Asset Securitization Comptroller’s Handbook

    Asset Securitization Comptroller’s Handbook

    Asset securitization is helping to shape the future of traditional commercial banking. By using the securities markets to fund portions of the loan portfolio, banks can allocate capital more efficiently, access diverse and cost-effective funding sources, and better manage business risks. But securitization markets offer challenges as well as opportunity. Indeed, the successes of nonbank securitizers are forcing banks to adopt some of their...

     92 p itc 08/01/2013 323 2

  • Asset Pricing

    Asset Pricing

    Asset pricing theory tries to understand the prices or values of claims to uncertain payments. A low price implies a high rate of return, so one can also think of the theory as explaining why some assets pay higher average returns than others. To value an asset, we have to account for the delay and for the risk of its payments. The effects of time are not too difficult to work out. However, corrections for risk are much more important...

     462 p itc 08/01/2013 323 2

  • Asset and Risk Management

    Asset and Risk Management

    The aim of this book is to study three essential components of modern finance – Risk Management, Asset Management and Asset and Liability Management, as well as the links that bind them together. It is divided into five parts: Part I sets out the financial and regulatory contexts that explain the rapid development of these three areas during the last few years and shows the ways in which the Risk Management function has developed recently...

     416 p itc 08/01/2013 330 2

  • A Practical Guide to Forecasting Financial Market Volatility

    A Practical Guide to Forecasting Financial Market Volatility

    Financial market volatility forecasting is one of today's most important areas of expertise for professionals and academics in investment, option pricing, and financial market regulation. While many books address financial market modelling, no single book is devoted primarily to the exploration of volatility forecasting and the practical use of forecasting models. A Practical Guide to Forecasting Financial Market Volatility provides practical...

     238 p itc 08/01/2013 326 2

  • AC305 _ Asset Accounting

    AC305 _ Asset Accounting

    This handbook is intended to complement the instructor-led presentation of thiscourse, and serve as a source of reference. It is not suitable for self-study. Unit Overview The Organizational Structures unit provides participants with an overview of how Asset Accounting (= FI-AA) is embedded in the structures of external andinternal accounting

     327 p itc 08/01/2013 269 2

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