Frontiers of Risk Management, Volume I

Table of contents

1. Foreword
2. Introduction
3. Part I Total Risk Management
4. Chapter 1 The Cultural Frontiers of Total Risk ManagementDennis Cox
5. Chapter 2 Strategic Risk: Bringing the Discussion into the BoardroomCraig Cohon
6. Chapter 3 Risk Management and Corporate FinanceFrank Moxon
7. Chapter 4 The Risk Management of Asset ManagementDennis Cox
8. Part II Market Risk
9. Chapter 5 Asset Liability Management in Major BanksAsif Ahmed
10. Chapter 6Treasury and Asset/Liability ManagementThomas Day
11. Chapter 7 The Risks Within the Hedge Fund IndustryDiccon Smeeton
12. Chapter 8 Derivatives Risk—OTC and ETD Errol Danziger
13. Chapter 9 The Simple Art of Monte CarloAaron Brown
14. Chapter 10 Correlation Causes Questions: Environmental Consistency Confidence in Wholesale Financial InstitutionsMichael Mainelli
15. Part III Credit Risk
16. Chapter 11 Regulation and Credit Risk Rod Hardcastle
17. Chapter 12 Citigroup’s Basel-Ready Tool: The Consolidated Credit Risk Model Jennifer Courant, Bryce Ferguson, and Ákos Felső vályi
18. Chapter 13 Overcoming the Challenges in the Credit Derivatives MarketPontus Eriksson
19. Authors Biography
20. Index