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Managing Derivatives Risk : Establishing Internal Systems and Controls Book

Managing Derivatives Risk : Establishing Internal Systems and Controls
Managing Derivatives Risk : Establishing Internal Systems and Controls, Focuses solely on the risk of the derivative instruments themselves and provides working solutions for the management of the derivatives portfolio. Based on a globalresearch project of the instruments, their uses, benefits and dangers, it offers a fully d, Managing Derivatives Risk : Establishing Internal Systems and Controls has a rating of 5 stars
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Managing Derivatives Risk : Establishing Internal Systems and Controls, Focuses solely on the risk of the derivative instruments themselves and provides working solutions for the management of the derivatives portfolio. Based on a globalresearch project of the instruments, their uses, benefits and dangers, it offers a fully d, Managing Derivatives Risk : Establishing Internal Systems and Controls
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  • Managing Derivatives Risk : Establishing Internal Systems and Controls
  • Written by author Dimitris N. Chorafas
  • Published by Irwin Professional Publishing, 1995/09/01
  • Focuses solely on the risk of the derivative instruments themselves and provides working solutions for the management of the derivatives portfolio. Based on a globalresearch project of the instruments, their uses, benefits and dangers, it offers a fully d
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Authors

Preface
Acknowledgments
Abbreviations
Ch. 1 Financial Instruments and Risk-Management Systems 3
Ch. 2 Understanding the Notional Principal Amount and Its Metrics 25
Ch. 3 Estimating Fair Value by Marking-to-Market or Marking-to-Model 45
Ch. 4 Capitalizing on Cash Flow and Liquidity 65
Ch. 5 Aspects of Legal Risk and Possible Aftermaths 87
Ch. 6 Payments, Clearing, and Settlement Risk 107
Ch. 7 Strategic Plans by Financial Institutions, Risk, and Market Opportunity 129
Ch. 8 Control of Risk by Banks, Nonbanks, and Treasury Operations 151
Ch. 9 Derivatives Financing versus Debt or Equity Financing 173
Ch. 10 Synthetics and Exotic Derivatives 191
Ch. 11 Hedging through the Exploitation of Market Inefficiencies and the Emerging Markets 213
Ch. 12 Securities Lending: How to Precipitate a Banking Crisis 237
Ch. 13 Using Return on Risk Capital to Control Exposure and Keep Ahead of Competition 265
Ch. 14 Rocket Science and the New Metrics for the Control of Risk 297
Ch. 15 Using Delta, Gamma, Theta, Kappa, and Rho for Better Risk Management 325
Ch. 16 Creating a Culture for Risk Evaluation and Control 347
Ch. 17 Strategic Decisions in Technology for Greater Professional Clout 375
Index 397


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