Risk: The New Management Imperative in Finance

Index

Arbitrage, 37, 42–43, 75, 96, 102, 108, 117, 145, 152–154, 191–192, 207, 228

stress testing, 191–192

swaps/options, 42–43

tools used for, 37

Asia, 18–19, 66, 70, 71–72, 74, 85, 117, 121, 145, 177, 214

Asset/liability risks, 196, 248

Asset managers, 101

Automobile industry case study, 45–56, 57

best practice, 56, 57

direction/oversight, 49

factors driving behavior, 53

hedge activity, 49–56

hedge details, 55–56

hedge measures, 50–53

hedge patterns, 53

linear gain/loss, 47–48

price exposure, 46–47

price risk for metal in cars (Exhibit 5.1), 46

risk management response, 48–49

volume exposure, 47

Backtesting, 184–185, 190

BancOne/First Chicago NBD, 3

Bank(s)/banking:

aphorism (3/3/3), 116

as credit intermediaries, 178

credit risk (see Credit ...