Systemic Risk: A Practitioner's Guide to Measurement, Management and Analysis - Hardcover

Kemp, Malcolm H.D.

Hardcover

ISBN 10: 1137565861 ISBN 13: 9781137565860

Verlag: Palgrave Macmillan, 2017

Inhaltsangabe

Systemic Risk provides readers with a wide-ranging practical guide to systemic risk in the financial system.  It challenges the notion that systemic risk is exclusively about interconnectivities within the financial system, showing that past systemic risk crises have often involved a broader range of vulnerabilities.

It describes how regulators and governments are seeking to manage systemic risk, and how their concerns are driving change in regulatory and business environments across the financial sector. It sets out how firms and practitioners can effectively respond to these changes (covering topics such as data needs, quantification of risk exposures, management disciplines and skillset requirements etc.).  It highlights the sources and characteristics of systemic risk and the concentrations of exposures to this risk. It also links systemic risk with other risk disciplines including exploring how systemic risk ties in with liquidity risk and credit risk andhow it interacts with central clearing, collateralisation and pricing of derivatives.

Über diesen Titel

Über die Autorin bzw. den Autor

Malcolm Kemp is Founder and Managing Director of Nematrian Ltd, a consulting firm delivering services to the quantitative finance and actuarial communities. Previously, he was Director and Head of the Quantitative Research Team at Threadneedle Asset Management, responsible for its portfolio risk measurement and management activities. He is a leading expert on derivatives, performance measurement, risk measurement, liability driven investment and other quantitative investment techniques. Malcolm is a Fellow of the Institute of Actuaries, a Chartered Enterprise Risk Actuary, an Adjunct Professor at Imperial College Business School and a member of the Advisory Scientific Committee of the European Systemic Risk Board.

Details zur Ausgabe

• Verlag: Palgrave Macmillan
• Erscheinungsdatum: 2017
• Sprache: Englisch
• ISBN 10: 1137565861
• ISBN 13: 9781137565860
• Einband: Tapa dura
• Anzahl der Seiten: 327
• Kontakt zum Hersteller: Nicht verfügbar
• Verantwortliche Person: Yeepin GmbH; 492000000000; sunshine12232@outlook.com; ; Alleestr.11; Kaiserslautern; Rheinland-Pfalz; 67655; Deutschland