Greg Gregoriou and Christian Hoppe and Carsten Wehn
The Risk Modeling Evaluation Handbook: Rethinking Financial Risk Management Methodologies in the Global Capital Markets
https://www.mheducation.com/cover-images/Jpeg_250-high/0071663703.jpeg
The Risk Modeling Evaluation Handbook: Rethinking Financial Risk Management Methodologies in the Global Capital Markets
1st Edition
By Greg Gregoriou and Christian Hoppe and Carsten Wehn
Copyright: 2010
Copyright: 2010
Instructors:
Get your free copy today
Sign-in to get your free copy or create a new account
Considering using this product for your course? Request a free copy to evaluate if it'll be the best resource for you. You can get a free copy of any textbook to review.
- Review the content, imagery, and approach - make sure it's the best resource for you
- There's no cost to you - just needs to be approved by your McGraw-Hill Learning Technology Rep
- No account yet, no problem - just register on the next step and you'll be assigned a personal Learning Technology Rep who can send you your copy
Still Have Questions?
Contact a Tech Rep
s
Purchase Options
We’re committed to providing you with high-value course solutions backed by great service and a team that cares about your success.
The estimated amount of time this product will be on the market is based on a number of factors, including faculty input to instructional design and the prior revision cycle and updates to academic research-which typically results in a revision cycle ranging from every two to four years for this product. Pricing subject to change at any time.
The estimated amount of time this product will be on the market is based on a number of factors, including faculty input to instructional design and the prior revision cycle and updates to academic research-which typically results in a revision cycle ranging from every two to four years for this product. Pricing subject to change at any time.
Program Details
Section One: Introduction to Model Risk
1. The Problem of Systemic Risk as a Strong Case for the Lender of Last Resort
2. Learning from Previous Financial Crises and the Necessity to Recognize Liquidity Shocks and the Limits of Arbitrage
3. Valuing Political Risk
Section Two: Model Risk Related to Equity and Fixed Income Investments
4. Analysts' Forecasts, Market Risk Premia, and Estimations of Expected Security Returns
5. The Market-timing Ability of Australian Superannuation Funds
6. Caring About Stylized Features of Asset Returns
7. Price Transmissions and Market Risk in Financial Markets
8. Volatility Asymmetry and Leverage
9. The Effects of Different Parameter Estimation Methods on Option Pricing
10. Effects of Benchmark Misspecification on Risk-adjusted Performance Measures
Section Three: Model Risk Related to Credit and Credit Derivatives Instruments
11. The Term Structure of Risk in Emerging Markets and Implications for the Carry-trade
12. A Strategic Management Insight into Model Risk in Ratings
13. Tranching a Securitization with the Supervisory Formula
14. Model Risk in the Quantitative and Qualitative Credit Process
15. Model Risk in Highly Correlated Credit Portfolios of Object Financing
Section Four: Model Risk Related to Valuation Models
16. Concepts to Validate Valuation Models
17. Model Risk in the Context of Valuing Equity Derivatives
18. Techniques for Mitigating Model Risk
Section Five: Limitations to Measure Risk
19. Beyond VaR
20. VaR Computation in a Non-stationary Setting
21. Copula-VaR and Copula-VaR-GARCH Modeling
22. Small-sample Properties of EVT Estimators
Section Six: Modeling Market Risk for Risk Markets
23. Model Risk in Counterparty Exposure Modeling
24. Model Risk for Credit Risk Modeling
25. Model Risk in Credit Portfolio Models
26. Model Risk for Market Risk Modeling
27. Evaluating the Adequacy of Market Risk Models
28. Model Risk Related to Operational Risk Models
Section Seven: Economic Capital and Asset Allocation
29. Validation of Economic Capital Models
30. Robust Asset Allocation Under Model Risk
31. The Asset-liability Management Compound Option Model
1. The Problem of Systemic Risk as a Strong Case for the Lender of Last Resort
2. Learning from Previous Financial Crises and the Necessity to Recognize Liquidity Shocks and the Limits of Arbitrage
3. Valuing Political Risk
Section Two: Model Risk Related to Equity and Fixed Income Investments
4. Analysts' Forecasts, Market Risk Premia, and Estimations of Expected Security Returns
5. The Market-timing Ability of Australian Superannuation Funds
6. Caring About Stylized Features of Asset Returns
7. Price Transmissions and Market Risk in Financial Markets
8. Volatility Asymmetry and Leverage
9. The Effects of Different Parameter Estimation Methods on Option Pricing
10. Effects of Benchmark Misspecification on Risk-adjusted Performance Measures
Section Three: Model Risk Related to Credit and Credit Derivatives Instruments
11. The Term Structure of Risk in Emerging Markets and Implications for the Carry-trade
12. A Strategic Management Insight into Model Risk in Ratings
13. Tranching a Securitization with the Supervisory Formula
14. Model Risk in the Quantitative and Qualitative Credit Process
15. Model Risk in Highly Correlated Credit Portfolios of Object Financing
Section Four: Model Risk Related to Valuation Models
16. Concepts to Validate Valuation Models
17. Model Risk in the Context of Valuing Equity Derivatives
18. Techniques for Mitigating Model Risk
Section Five: Limitations to Measure Risk
19. Beyond VaR
20. VaR Computation in a Non-stationary Setting
21. Copula-VaR and Copula-VaR-GARCH Modeling
22. Small-sample Properties of EVT Estimators
Section Six: Modeling Market Risk for Risk Markets
23. Model Risk in Counterparty Exposure Modeling
24. Model Risk for Credit Risk Modeling
25. Model Risk in Credit Portfolio Models
26. Model Risk for Market Risk Modeling
27. Evaluating the Adequacy of Market Risk Models
28. Model Risk Related to Operational Risk Models
Section Seven: Economic Capital and Asset Allocation
29. Validation of Economic Capital Models
30. Robust Asset Allocation Under Model Risk
31. The Asset-liability Management Compound Option Model
Section One: Introduction to Model Risk
1. The Problem of Systemic Risk as a Strong Case for the Lender of Last Resort
2. Learning from Previous Financial Crises and the Necessity to Recognize Liquidity Shocks and the Limits of Arbitrage
3. Valuing Political Risk
Section Two: Model Risk Related to Equity and Fixed Income Investments
4. Analysts' Forecasts, Market Risk Premia, and Estimations of Expected Security Returns
5. The Market-timing Ability of Australian Superannuation Funds
6. Caring About Stylized Features of Asset Returns
7. Price Transmissions and Market Risk in Financial Markets
8. Volatility Asymmetry and Leverage
9. The Effects of Different Parameter Estimation Methods on Option Pricing
10. Effects of Benchmark Misspecification on Risk-adjusted Performance Measures
Section Three: Model Risk Related to Credit and Credit Derivatives Instruments
11. The Term Structure of Risk in Emerging Markets and Implications for the Carry-trade
12. A Strategic Management Insight into Model Risk in Ratings
13. Tranching a Securitization with the Supervisory Formula
14. Model Risk in the Quantitative and Qualitative Credit Process
15. Model Risk in Highly Correlated Credit Portfolios of Object Financing
Section Four: Model Risk Related to Valuation Models
16. Concepts to Validate Valuation Models
17. Model Risk in the Context of Valuing Equity Derivatives
18. Techniques for Mitigating Model Risk
Section Five: Limitations to Measure Risk
19. Beyond VaR
20. VaR Computation in a Non-stationary Setting
21. Copula-VaR and Copula-VaR-GARCH Modeling
22. Small-sample Properties of EVT Estimators
Section Six: Modeling Market Risk for Risk Markets
23. Model Risk in Counterparty Exposure Modeling
24. Model Risk for Credit Risk Modeling
25. Model Risk in Credit Portfolio Models
26. Model Risk for Market Risk Modeling
27. Evaluating the Adequacy of Market Risk Models
28. Model Risk Related to Operational Risk Models
Section Seven: Economic Capital and Asset Allocation
29. Validation of Economic Capital Models
30. Robust Asset Allocation Under Model Risk
31. The Asset-liability Management Compound Option Model
1. The Problem of Systemic Risk as a Strong Case for the Lender of Last Resort
2. Learning from Previous Financial Crises and the Necessity to Recognize Liquidity Shocks and the Limits of Arbitrage
3. Valuing Political Risk
Section Two: Model Risk Related to Equity and Fixed Income Investments
4. Analysts' Forecasts, Market Risk Premia, and Estimations of Expected Security Returns
5. The Market-timing Ability of Australian Superannuation Funds
6. Caring About Stylized Features of Asset Returns
7. Price Transmissions and Market Risk in Financial Markets
8. Volatility Asymmetry and Leverage
9. The Effects of Different Parameter Estimation Methods on Option Pricing
10. Effects of Benchmark Misspecification on Risk-adjusted Performance Measures
Section Three: Model Risk Related to Credit and Credit Derivatives Instruments
11. The Term Structure of Risk in Emerging Markets and Implications for the Carry-trade
12. A Strategic Management Insight into Model Risk in Ratings
13. Tranching a Securitization with the Supervisory Formula
14. Model Risk in the Quantitative and Qualitative Credit Process
15. Model Risk in Highly Correlated Credit Portfolios of Object Financing
Section Four: Model Risk Related to Valuation Models
16. Concepts to Validate Valuation Models
17. Model Risk in the Context of Valuing Equity Derivatives
18. Techniques for Mitigating Model Risk
Section Five: Limitations to Measure Risk
19. Beyond VaR
20. VaR Computation in a Non-stationary Setting
21. Copula-VaR and Copula-VaR-GARCH Modeling
22. Small-sample Properties of EVT Estimators
Section Six: Modeling Market Risk for Risk Markets
23. Model Risk in Counterparty Exposure Modeling
24. Model Risk for Credit Risk Modeling
25. Model Risk in Credit Portfolio Models
26. Model Risk for Market Risk Modeling
27. Evaluating the Adequacy of Market Risk Models
28. Model Risk Related to Operational Risk Models
Section Seven: Economic Capital and Asset Allocation
29. Validation of Economic Capital Models
30. Robust Asset Allocation Under Model Risk
31. The Asset-liability Management Compound Option Model
Shipping Options
- Standard
- Next day air
- 2nd day air
- 3rd day air
Orders within the United States are shipped via Fedex or UPS Ground.
For shipments to locations outside of the U.S., only standard shipping is available.
All shipping options assumes the product is available and that it will take 24 to 48 hours to process your order prior to shipping.
Rent It
You will be taken to our partner Chegg.com to complete your transaction.
After completing your transaction, you can access your course using the section url supplied by your instructor.