Risk Management and Financial Institutions Web Site 3rd Edition by John Hull ISBN 1118269039 9781118269039
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Product details:
ISBN 10: 1118269039
ISBN 13: 9781118269039
Author: John Hull
The dangers inherent in the financial system make understanding risk management essential for anyone working in, or planning to work in, the financial sector. A practical resource for financial professionals and students alike, Risk Management and Financial Institutions, Third Edition explains all aspects of financial risk as well as the way financial institutions are regulated, to help readers better understand financial markets and potential dangers.
Fully revised and updated, this new edition features coverage of Basel 2.5, Basel III and Dodd-Frank as well as expanded sections on counterparty credit risk, central clearing, and collateralization. In addition, end-of-chapter practice problems and a website featuring supplemental materials designed to provide a more comprehensive learning experience make this the ultimate learning resource. Written by acclaimed risk management expert, John Hull, Risk Management and Financial Institutions is the only book you need to understand—and respond to—financial risk.
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The new edition of the financial risk management bestseller
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Describes the activities of different types of financial institutions, explains how they are regulated, and covers market risk, credit risk, operational risk, liquidity risk, and model risk
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Features new coverage of Basel III, Dodd-Frank, counterparty credit risk, central clearing, collateralization, and much more
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Provides readers with access to a supplementary website offering software and unique learning aids
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Author John Hull is one of the most respected authorities on financial risk management
A timely update to the definitive resource on risk in the financial system, Risk Management and Financial Institutions + Web Site, Third Edition is an indispensable resource from internationally renowned expert John Hull.
Risk Management and Financial Institutions Web Site 3rd Table of contents:
Chapter 1: Introduction
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1.1 Risk vs. Return for Investors
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1.2 The Efficient Frontier
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1.3 The Capital Asset Pricing Model (CAPM)
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1.4 Arbitrage Pricing Theory
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1.5 Risk vs. Return for Companies
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1.6 Risk Management by Financial Institutions
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1.7 Credit Ratings
Chapter 2: Banks
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2.1 Commercial Banking
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2.2 The Capital Requirements of a Small Commercial Bank
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2.3 Deposit Insurance
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2.4 Investment Banking
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2.5 Securities Trading
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2.6 Potential Conflicts of Interest in Banking
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2.7 Today’s Large Banks
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2.8 The Risks Facing Banks
Chapter 3: Insurance Companies and Pension Plans
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3.1 Life Insurance
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3.2 Annuity Contracts
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3.3 Mortality Tables
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3.4 Longevity and Mortality Risk
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3.5 Property-Casualty Insurance
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3.6 Health Insurance
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3.7 Moral Hazard and Adverse Selection
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3.8 Reinsurance
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3.9 Capital Requirements
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3.10 The Risks Facing Insurance Companies
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3.11 Regulation
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3.12 Pension Plans
Chapter 4: Mutual Funds and Hedge Funds
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4.1 Mutual Funds
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4.2 Hedge Funds
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4.3 Hedge Fund Strategies
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4.4 Hedge Fund Performance
Chapter 5: Trading in Financial Markets
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5.1 The Markets
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5.2 Long and Short Positions in Assets
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5.3 Derivatives Markets
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5.4 Plain Vanilla Derivatives
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5.5 Clearing Houses
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5.6 Margin
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5.7 Non-Traditional Derivatives
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5.8 Exotic Options and Structured Products
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5.9 Risk Management Challenges
Chapter 6: The Credit Crisis of 2007
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6.1 The U.S. Housing Market
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6.2 Securitization
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6.3 The Crisis
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6.4 What Went Wrong?
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6.5 Lessons from the Crisis
Chapter 7: Valuation and Scenario Analysis: The Risk-Neutral and Real Worlds
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7.1 Valuation of Derivatives
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7.2 Scenario Analysis
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7.3 Risk-Neutral Valuation
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7.4 Real-World Probabilities
Chapter 8: Volatility
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8.1 Historical Volatility
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8.2 Implied Volatility
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8.3 Volatility Forecasting Models
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8.4 Volatility and Risk Management
Chapter 9: Correlations and Copulas
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9.1 Correlation
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9.2 Copulas
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9.3 Applications in Risk Management
Chapter 10: Value at Risk and Expected Shortfall
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10.1 Value at Risk (VaR)
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10.2 Expected Shortfall
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10.3 VaR Models
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10.4 Limitations of VaR
Chapter 11: Historical Simulation and Extreme Value Theory
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11.1 Historical Simulation
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11.2 Extreme Value Theory
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11.3 Applications in Risk Management
Chapter 12: Model-Building Approach
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12.1 Model Risk
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12.2 Model Validation
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12.3 Model Risk Management
Chapter 13: Interest Rate Risk
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13.1 Interest Rate Risk in Banking
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13.2 Managing Interest Rate Risk
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13.3 Interest Rate Derivatives
Chapter 14: Derivatives Risk
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14.1 Risks Associated with Derivatives
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14.2 Managing Derivatives Risk
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14.3 Derivatives in Risk Management
Chapter 15: Scenario Analysis and Stress Testing
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15.1 Scenario Analysis
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15.2 Stress Testing
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15.3 Applications in Risk Management
Chapter 16: Operational Risk
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16.1 Operational Risk
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16.2 Managing Operational Risk
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16.3 Operational Risk Frameworks
Chapter 17: Liquidity Risk
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17.1 Liquidity Risk
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17.2 Managing Liquidity Risk
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17.3 Liquidity Risk Frameworks
Chapter 18: Model Risk Management
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18.1 Model Risk
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18.2 Managing Model Risk
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18.3 Model Risk Frameworks
Chapter 19: Climate Risk, ESG, and Sustainability
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19.1 Climate Risk
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19.2 Environmental, Social, and Governance (ESG) Factors
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19.3 Sustainability in Financial Institutions
Chapter 20: Enterprise Risk Management
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20.1 Enterprise Risk Management (ERM)
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20.2 ERM Frameworks
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20.3 Implementing ERM
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