Advances in Financial Risk Management

The latest research on measuring, managing and pricing financial risk. Three broad perspectives are considered: financial risk in non-financial corporations; in financial intermediaries such as banks; and finally within the context of a portfolio of securities of different credit quality and marketability.

Gabriel Frahm, Helmut Schmidt University, GermanyChristof Wiechers, University of Cologne, GermanyAsmerilda Hitaj, University of Milan, ItalyLorenzo Mercuri, University of Milan, ItalyAlessandro Casati, Antares Technologies, FranceSerge Tabachnik, Antares Technologies, FranceMohammad S. Hasan, University of Kent, UKTaufiq Choudhry, University of Southampton, UKTim Leung, Columbia University, USAPeng Liuz, Johns Hopkins University, USALeandro Maciel, University of Campinas, BrazilPhilippe Durand, Banque de France, Paris, FranceYalin Gündüz, Deutsche Bundesbank, Frankfurt, GermanyIsabelle Thomazeau, Banque de France, Paris, FranceTim R. Adam, Humboldt University of Berlin, GermanyChitru S. Fernando, University of Oklahoma, USAEvgenia Golubeva, University of Oklahoma, USAAbraham Lioui, EDHEC Business School, FranceHa Yan Raymond So, MacroValue Investors Ltd, Hong Kong, and King's College London, UKTarik Driouchi, King's College London, UKZhiyuan Simon Tan, King's College London, UKCraig O. Brown, National University of Singapore, SingaporeDaniel A. Rogers, Portland State University, USAJacek Niklewski, Coventry University, UKTimothy Rodgers, Coventry University, UKFrancesca Battaglia, Università Parthenope, ItalyMaria Mazzuca, Università della Calabria, ItalyShane Magee, Macquarie University, AustraliaRodolfo Maino, International Monetary Fund, USAKalin Tintchev, International Monetary Fund, USAAmrita Nain,University of Iowa, USA

Advances in Financial Risk Management presents the latest research on measuring, managing and pricing financial risk. It provides an expansive view of the latest techniques available to academics and practitioners in three critical areas: corporate, financial and portfolio risk management. It brings together both empirical and theoretical perspectives on issues that remain paramount despite financial market volatility abating in recent years. Looking ahead, the prospects for the financial services industry are for more regulatory oversight and attention being paid to the modeling and measuring of financial risk. This volume contributes to this ongoing debate and provides valuable insights into the issues and appropriate practice of financial risk management. Advances in Financial Risk Management is essential reading for anyone interested in better understanding the latest developments in risk management in the post-Global Financial Crisis (GFC) environment.

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