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- Product code: 4736
- ISBN: 1899332758,
ISBN13: 9781899332755,
224 pages, paperback
Published by Risk Books on 1997
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Description of Financial Risk and the Corporate Treasury |
This book shows how financial risk management can be structured and controlled to meet the goals of corporations. A team of 18 respected academics, treasurers, bankers and consultants present their answers to key questions, including:
- How can you quantify the financial exposures underlying your business?
- Professor René Stulz and Rohan Williamson of the Ohio State University explain and compare the full range of methodologies available - from simple pro forma analysis to historical and regression analysis and new stimulation techniques- including extended examples of estimating foreign exchange exposures.
Clear explanations of key concepts such as:
- The Modigliani - Miller theorem and risk management
- Benchmarking and performance evaluation
- Duration, convexity and dollar risk - and duration matching
- Corporate value-at-risk versus banking value-at-risk
- Risk management and the equity holders benchmark
Special worked examples illustrate the ideas presented in the main text, including:
- Monte Carlo simulation of financial exposures
- Determining the expected return of currency positions: a case study
- Value-at-risk and benchmarking
- Regression analysis
- Hedge accounting: a series of applied examples
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Contents of Financial Risk and the Corporate Treasury |
Building Risk Management Strategies
1. Does Corporate Risk Management Create Shareholder Value? A Survey of Economic Theory and Evidence
2. Identifying and Quantifying Exposures
3. Treasury Risk Management in a Cost-Centre Environment
VAR And The Corporate Treasury
4. Value At Risk: A Risk Measurement Tool For Treasurers
5. Strategic Risk Management : Applying VAR to Corporate Investment Decisions
New Risks and Responsibilities
6. Commodity Risk Management and The Corporate Treasury
7. Managing the Risk of Pension Assets
8. Corporate Applications of Equity and Credit Derivatives
Accounting , Disclosure and Tax
9. Accounting for Derivatives and Other Treasury Instruments
10. Risk Management Disclosures
11. Tax and Risk Management: Federal Income Tax and Offshore Treasury Centres
Glossary of risk management terms
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