Financial risk management

• Verfasst von: Maurer, Frantz [VerfasserIn]
• Titel: Financial risk management
• Titelzusatz: from metrics to human conduct
• Verf.angabe: Frantz Maurer
• Verlagsort: Hoboken, NJ
• Verlag: Wiley
• Jahr: 2024
• Umfang: 1 online resource.
• Gesamttitel/Reihe: Wiley finance series
• Fussnoten: Includes bibliographical references and index. - Description based upon online resource; title from PDF title page (viewed February 21th, 2024)
• ISBN: 1-119-88531-0
• ISBN: 978-1-119-88530-6
• ISBN: 1-119-88530-2
• ISBN: 978-1-119-88531-3
• ISBN: 978-1-119-88529-0
• Datenträger: Online-Ressource
• Sprache: eng
• Bibliogr. Hinweis: Erscheint auch als : Druck-Ausgabe
• Sach-SW: Basel II (2004 June 26)
• Sach-SW: Finances ; Gestion du risque
• Sach-SW: Financial risk management
• K10plus-PPN: 1892762331
• K10plus-PPN:
  Universitätsbibliothek
• Lokale URL UB: Zum Volltext
• Lokale URL UB: Bibliothek der Medizinischen Fakultät Mannheim der Universität Heidelberg
• Bibliothek/Idn: UW / m454446062X
• Lokale URL Inst.: Zum Volltext

Abstract

"This book is not a comprehensive review or catalogue of financial risk management tools and methods; instead, it focuses on the core methods that are actually used by professionals, such as historical Value-at-Risk and Expected Shortfall. Without any knowledge of probabilities, the reader can fully understand the meaning of these risk indicators and how to use them when faced with real life situations that require risk analysis and decision-making. The authors then show how to marry this simple approach to financial risk with a conduct risk index designed to benchmark the conduct of natural risk-takers like traders, and measure how far these risk-takers are from a responsible behavior. A ready-to-use version of this conduct risk index calculator is provided as an Excel add-in on the book's companion website"--