Financial Risk Management

List of Figures

1. Introduction
2. Figure 1 Financial risks in the banking industry

 

1. Part One Navigating Banking Regulation
2. Figure 2 The key milestones of banking supervision
3. Figure 3 A simplified bank balance sheet
4. Figure 4 The three pillars of the Basel II framework
5. Figure 5 Loss event type classification
6. Figure 6 Tracing the real economy implications of tighter financial conditions
7. Figure 7 Regulatory capital under Basel III
8. Figure 8 Contagion effect of a credit shock to the real economy
9. Figure 9 Expected Shortfall (ES) compared to Value‐at‐Risk (VaR)
10. Figure 10 Management and supervision of climate‐related financial risks

 

1. Part Two The Financial Risk Measurement Landscape
2. Figure 11 Stock prices of Google and Amazon
3. Figure 12 Empirical distributions of Google and Amazon returns and the portfolio P&L
4. Figure 13 Frequency distribution of simulated P&L
5. Figure 14 The stationarity assumption
6. Figure 15 Focus on the tails of Google and Amazon
7. Figure 16 Skewness and kurtosis
8. Figure 17 Number of exceptions for Google in 2008
9. Figure 18 Number of exceptions for Amazon in 2008
10. Figure 19 Stress scenarios (in %) of Google and Amazon
11. Figure 20 Loss function of Google (year 2008)

 

1. Part Three Getting Conduct Risk to Scale
2. Figure 21 Markers of conduct risk
3. Figure 22 Calculation of a Conduct Risk Score (CRS)
4. Figure 23 From thresholds to index value
5. Figure 24 Other examples of thresholds
6. Figure 25 The mechanics of the CRS
7. Figure 26 Interpreting a CRS
8. Figure 27 A slight customization of the ...