Corporate Risk Management: Theories and Applications - Couverture rigide

Dionne, Georges

 
9781119583127: Corporate Risk Management: Theories and Applications
Couverture rigide
ISBN 10 : 1119583128 ISBN 13 : 9781119583127
Editeur : Wiley, 2019

Synopsis

An updated review of the theories and applications of corporate risk management

After the financial crisis of 2008, issues concerning corporate risk management arose that demand new levels of oversight. Corporate Risk Management is an important guide to the topic that puts the focus on the corporate finance dimension of risk management. The author--a noted expert on the topic--presents several theoretical models appropriate for various industries and empirically verifies theoretical propositions. The book also proposes statistical modeling that can evaluate the importance of different risks and their variations according to economic cycles.

The book provides an analysis of default, liquidity, and operational risks as well as the failures of LTCM, ENRON, and financial institutions that occurred during the financial crisis. The author also explores Conditional Value at Risk (CVaR), which is central to the debate on the measurement of market risk under Basel III. This important book:

  • Includes a comprehensive review of the aspects of corporate risk management
  • Presents statistical modeling that addresses recent risk management issues
  • Contains an analysis of risk management failures that lead to the 2008 financial crisis
  • Offers a must-have resource from author Georges Dionne the former editor of The Journal of Risk and Insurance

Corporate Risk Management provides a modern empirical analysis of corporate risk management across industries. It is designed for use by risk management professionals, academics, and graduate students.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

À propos de l?auteur

GEORGES DIONNE is Professor and Canada Research Chair in Risk Management, Department of Finance, HEC Montréal, Quebec, Canada. He was Editor of The Journal of Risk and Insurance from 2007 to 2013, and member of the HEC Montréal Board of Directors from 2009 to 2015. He received the Innis-Gérin Medal in 2011 for his contribution to social sciences in Canada.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
Wiley
Date d'édition
2019
Langue
anglais
ISBN 10 
1119583128
ISBN 13 
9781119583127
Reliure
Relié
Nombre de pages
416
Coordonnées du fabricant
non disponible
Personne responsable
non disponible