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never been greater for skills, systems and methodologies to manage risk information in financial markets. Authored by leading figures in risk;
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never been greater for skills, systems and methodologies to manage risk information in financial markets. Authored by leading figures in risk;
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never been greater for skills, systems and methodologies to manage risk information in financial markets. Authored by leading figures in risk;
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(discontinued in 2013), and (ii) the Duff & Phelps Risk Premium Report Study (no longer published as a stand-alone publication). The size premia data;
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An authoritative handbook on risk management techniques and simulations as applied to financial engineering topics, theories, and;
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risk, the handbook features: * An introduction to financial markets * The historical perspective from market * events and diverse mathematics;
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CUTTING-EDGE DEVELOPMENTS IN HIGH-FREQUENCY FINANCIAL ECONOMETRICS In recent years, the availability of high-frequency data and advances;
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of operational risk, with a primary focus on Basel II/III regulation, modeling dependence, estimation of risk models, and modeling the data elements;
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Risk management is no longer merely a passive cost-center in financial and non-financial organizations. Regulators, shareholders, executive;
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of systemic risks facing the global financial markets. The Handbook explores the multidisciplinary approaches to analyzing this risk, the data;
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The essential reference for financial risk management Filled with in-depth insights and practical advice, the Financial Risk Manager;
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enterprise risk management, and the role of risk in decision making. Part I introduces the topic of enterprise risk management. Part II presents;
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enterprise risk management, and the role of risk in decision making. Part I introduces the topic of enterprise risk management. Part II presents;
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A guide to the growing importance of extreme value risk theory, methods, and applications in the financial sector Presenting a uniquely;
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will regulate risk measurement requirements, supervisor review and market discipline and disclosure. The demands for Solvency II are quite;
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approaches in financial and insurance markets in presence of market stress and growing systemic risk; - Decision paradigms, based on behavioral;
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of Credit Risk Management: Originating, Assessing, and Managing Credit Exposures, veteran financial risk experts Sylvain Bouteille and Dr. Diane;
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qualitative and quantitative information to assess risks and design mitigation strategies. * Presents a comprehensive treatment of near-misses data;
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This handbook presents emerging research exploring the theoretical and practical aspects of econometric techniques for the financial sector;
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management in the financial sector; and a discussion of the mathematical and statistical tools used in risk management. This comprehensive text;
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This handbook provides guidance to nonbank financial institutions (NBFIs) on how to manage risks related to money laundering and the;
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results from data. The handbook is also a suitable supplement for operations research, risk management, and financial engineering courses at the;
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Written for professionals in financial services with responsibility for IT and risk management, Dimitris Chorafas surveys the methodology;
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focusing on transparency in trade and risk reporting. This book provides essential information for IT, project management and data governance;
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investors and risk managers throughout the financial world. Methodologies to analyze and extract value from alternative data, guidance on how to;
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methods and practices of operational risk modeling used by both financial and non-financial institutions Advances in Heavy Tailed Risk;
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of risk models, and modeling the data elements.;
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