Essentials of Financial Risk Management

Index

Altman Z-score, 111–112

American natural gas markets, case study, 96–97

Asian Options. See Average Rate Options

Asset backed commercial paper, and 2008 crisis, 65–68

Average Rate Options, 88

Bad risk, 2, 106–107

Bankers Trust, 45, 130

Bankruptcy, 105, 107

and interest rate, 63–64

Barings Bank, case study, 140–142

Barrick Gold Corporation, case study, 118–120

Barrier option, 123–124

Basic necessities, for risk management governance

clear lines of control, accountability, and limits, 139–140

Barings Bank, case study, 140–142

data management system, 137–139

objectives, setting of, 135–137

risk management philosophy, develop and communicate, 132–134

Florida electric utilities, case study, 134–135

Basis risk, 94–95, 120–122

Basis swap, 96–