CITU Search for '(su:"Financial Risk Management.")'

Advanced analytical methods for climate risk and ESG risk management : a concrete approach to modeling /

By Sobehart, Jorge R.,. . 1 online resource (xiv, 478 pages) : 9781394220090 | 9781394309443 | 1394309449 | 9781394220113 | 1394220111 | 1394220103 | 9781394220106

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Financial risk management : from metrics to human conduct /

By Maurer, Frantz,. . xvi, 194 pages : 24 cm. 9781119885290

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Climate risks : an investor's field guide to identification and assessment /

By Buhr, Bob,. . 1 online resource (x, 240 pages) : 9781394187362 | 9781394187355 | 1394187351 | 9781394187348 | 1394187343 | 9781394187379 | 1394187378

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Systemic risk and complex networks in modern financial systems /

. 1 online resource (xxiii, 412 pages) : 9783031649158 | 9783031649165 | 3031649168

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Machine learning for risk calculations : a practitioner's view /

By Ruiz, Ignacio,. . 1 online resource. , Includes index. 9781119791416 | 1119791413 | 9781119791409 | 1119791405 | 9781119791393 | 1119791391

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Practical risk-adjusted performance measurement /

By Bacon, Carl R.,. . 1 online resource , ABOUT THE AUTHOR Carl R. Bacon, CIPM, is Chief Advisor to Confluence. He was Chairman of StatPro Plcfrom 2000 to 2017. Prior to joining StatPro, he was Director of Risk Control and Performance at Foreign & Colonial Management Ltd, Vice President Head of Performance (Europe) for J P Morgan Investment Management Inc., and Head of Performance for Royal Insurance Asset Management. A founder member of both the Investment Performance Council and GIPS®, Carlis a chair of the GIS Committee and ex-chair of the GIPS Executive Committee. He is also the founder of The Freedom Index Company. He holds a B.Sc. Hons. in Mathematics from Manchester University and is a member of the Advisory Board of the Journal of Performance Measurement. 9781119838883 | 9781119838869 | 9781119838876

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The banking sector under financial stability /

By Ramlall, Indranarain,. . 1 online resource 1787696820 | 9781787696822

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Operational risk modeling in financial services : the exposure, occurrence, impact method /

By Naïm, Patrick,. . 1 online resource. , Includes index. | ABOUT THE AUTHOR PATRICK NAIM (left) is the CEO of Elseware and widely recognized as an expert for operational risk modeling and quantification. Patrick has extensive experience in advising banks, insurance and energy companies for over 20 years in Continental Europe, the United Kingdom, and North America. He is also the author of Risk Quantification: Management, Diagnosis and Hedging and Bayesian Networks: a Practical Guide to Applications, both from Wiley. LAURENT CONDAMIN (right), PHD, is Managing Partner and Researcher at Elseware. For the past 10 years, he has been advising the largest financial institutions. His areas of expertise are operational risk modeling, stress testing, credit rating modeling, project risk analysis, insurance coverage optimization and cost-benefit analysis. 9781119508502 | 9781119508540 (Adobe PDF) | 9781119508557 | 9781119508434 (ePub)

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Perturbation methods in credit derivatives : strategies for efficient risk management /

By Turfus, Colin,. . 1 online resource , ABOUT THE AUTHOR COLIN TURFUS, PHD., works in Global Model Validation and Governance at Deutsche Bank. For the last fifteen years, he has been a financial engineer, mainly analysing model risk for credit derivatives and hybrids. He specialises in the application of perturbation methods to risk management, finding efficient analytic methods for computing prices and risk measures. He also taught courses on C++ and Financial Engineering at City, University of London for seven years. Prior to that, Colin worked as a developer consultant in the mobile phone industry after an extended period in academia, teaching applied mathematics and researching in fluid dynamics and turbulent dispersion.?? 9781119609599 | 9781119610168 | 9781119609629

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Understanding systemic risk in global financial markets /

By Gottesman, Aron,. . 1 online resource ( 272 pages) , ABOUT THE AUTHOR ARON GOTTESMAN is Professor of Finance and the chair of the Department of Finance and Economics at the Lubin School of Business at Pace University. He is widely published in academic journals and is the author of Derivatives Essentials: An Introduction to Forwards, Futures, Options, and Swaps. MICHAEL LEIBROCK is managing director, chief systemic risk officer, and head of Counterparty Credit Risk for The Depository Trust & Clearing Corporation (DTCC). He serves as chair of DTCC's Model Risk Governance Committee and co-chair of the Systemic Risk Council, and is an active speaker globally on the topics of systemic and credit risk. 9781119348542 (pdf) | 9781119348467 (epub) | 9781119348474

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Corporate foreign exchange risk management /

By Jankensgård, Håkan,. . 1 online resource (xviii, 213 pages) cm. 9781119598909 | 9781119598916

Place Hold on Corporate foreign exchange risk management /