Overview

This book provides a quantitative overview of corporate risk management for both financial and non-financial organisations. It systematically explores a range of important risks, including interest rate risk, equity risk, commodity price risk, credit risk management, counterparty risk, operational risk, liquidity risk, market risk, derivative credit risk and country risk. Chapters also provide comprehensive and accessible analysis of risk-related phenomena and the corporate strategies employed to minimise the impacts of risk in each case.  Chapters begin with an explanation of basic concepts and terminology, before going on to present quantitative examples and qualitative discussion sections. The author leverages his lifetime’s experience of working in risk management to offer this clear and empirical guide for scholars and practitioners researching financial stability. 

Full Product Details

Author:   Francisco Javier Población García
Publisher:   Springer International Publishing AG
Imprint:   Springer International Publishing AG
Edition:   Softcover reprint of the original 1st ed. 2017
Weight:   0.577kg
ISBN:  

9783319823348

ISBN 10:   3319823345
Pages:   417
Publication Date:   12 July 2018
Audience:   Professional and scholarly ,  Professional & Vocational
Format:   Paperback
Publisher's Status:   Active
Availability:   Manufactured on demand  
We will order this item for you from a manufactured on demand supplier.
Language:   English

Table of Contents

Part I: Introduction and Perspectives.- Chapter 1: Introduction.- Chapter 2: Risk Quantification.- Part II: Market Risk.- Chapter 3: One-Dimensional Market Risk-Equity Risk.- Chapter 4: Multidimensional Market Risk.- Chapter 5: Interest Rate Risk.- Chapter 6: Exchange Rate Risk.- Chapter 7: Price Risk in Commodities.- Chapter 8: Market Risk Hedging.- Part III: Credit Risk.- Chapter 9: Credit Risk-Measurement.- Chapter 10: Credit Risk-Valuation.- Chapter 11: Credit Risk Management.- Chapter 12: Derivative Credit Risk (Counterparty Risk).- Part IV: Other Risks.- Chapter 13: Operational Risk.- Chapter 14: Liquidity Risk.- Chapter 15: Country Risk.- Part V: Financial Implications of Risk.- Chapter 16: The CAPM.- Chapter 17: The WACC.

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Author Information

Francisco Javier Población García is a Principal Financial Stability Expert at the European Central Bank. He holds a master's degree in economics and finance and a PhD in banking and finance. He has previously worked at Oliver Wyman and Repsol YPF, and was a Bank Inspector at Banco de España, before joining the European Central Bank. He has also had significant experience in teaching university level courses in risk management.

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