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  • Martin Dandira. A Review of Risk Management: Financial Services Sector in Zimbabwe
    A Review of Risk Management: Financial Services Sector in Zimbabwe
    Martin Dandira
    Financial crisis in Zimbabwe have been a common phenomenon in the financial services sector,year after year banks have collapsed despite the fact that they have risk management departments which regularly meet to review their exposure to risk and look at different measures on how to mitigate these risks.Financial institutions practice and value risk management in Zimbabwe because they understand that risk management is core to banking survival, but it was found that risk management techniques and practices are not being practiced effectively due to a variety of reasons and problems.This book provides a variety of risks financial services sector face and their implications to the economy.Financial services sector is core to the economy whenever stakeholders loose confidence in the financial services sector the economy will be affected greatly leading to economic woes as witnessed in Zimbabwe.
  • Loice Koskei. A Survey of Credit Risk Management Techniques:
    A Survey of Credit Risk Management Techniques:
    Loice Koskei
    Commitment to prudent lending is an important and current issue of discussion in the global banking system today. Banking prudence and efficiency to manage their risks in different business cycle and environment would help to alleviate crises and losses. The objectives of the study were to examine the credit risk management techniques applied by micro-finance institutions in Kenya; to find out how micro-finance institutions analyze the credit worthiness of their customers and to determine the credit risk management process utilized by micro-finance institutions (MFIs). From 35 MFIs sampled, this study found out that credit criteria, the six c’s of credit (character, capacity, capital, condition, collateral and common sense), diversification of loan services, credit reminder, training and development of staff, collateralizations as well as guidelines for credit approval process are important techniques to manage credit risk. The completion of this study is of great significance as it...
  • P. Fenn, S. Diacon, R. Hodges, P. Watson. Accounting for Risk in the NHS
    Accounting for Risk in the NHS
    P. Fenn, S. Diacon, R. Hodges, P. Watson
    Drawing on research into accounting issues arising from claims made upon NHS Trusts by patients, staff and members of the public, this report examines the process of accounting for risk in th NHS and its implications for risk management. It investigates the interdependence of decisions on information gathered in relation to the frequency and severity of liabilities, the reporting of costs and liabilities in financial statements and decisions to control or transfer these risks to purchasers of insurers.
  • Frank J. Fabozzi CFA. Advances in Fixed Income Valuation Modeling and Risk Management
    Advances in Fixed Income Valuation Modeling and Risk Management
    Frank J. Fabozzi CFA
    Advances in Fixed Income Valuation Modeling and Risk Management
  • Claudio Albanese. Advanced Derivatives Pricing and Risk Management
    Advanced Derivatives Pricing and Risk Management
    Claudio Albanese
    Advanced Derivatives Pricing and Risk Management
  • Peter L. Bernstein. Against the Gods
    Against the Gods
    Peter L. Bernstein
    Against the Gods
  • Sona Blessing. Alternative Alternatives: Risk, Returns and Investment Strategy
    Alternative Alternatives: Risk, Returns and Investment Strategy
    Sona Blessing
    In the aftermath of the financial crisis, investors are searching for new opportunities and products to safeguard their investments for the future. Riding high on the wave of new financial opportunities are Alternative Alternatives (AA). However, there is a lack of information on Alternative Alternatives: What are they? How do they work? How can investors profit from them? In Alternative Alternatives, Sona Blessing addresses all of these questions. Blessing defines Alternative Alternatives based on the following hypothesis: If the origin of the risk lies outside the financial markets, then it should be insulated from the vagaries of those markets. The recent credit and sovereign debt crises have served to defend this hypothesis and have upheld the conclusion that AA assets and strategies offer a risk-return profile that is distinct from those offered by traditional and main stream hedge fund strategies. AA strategies include timberland investing, insurance risk transfer,...
  • Nadia Jaweed and Zahid Mahmood. An Appraisal of Enterprise Risk Management
    An Appraisal of Enterprise Risk Management
    Nadia Jaweed and Zahid Mahmood
    These days there are different types of risks faced by the organizations and much emphasis is placed on its procedures following the aftermath of corporate scandals and global financial crisis. It is imperative to assess and appraise the nature, quantum and extent of the risks faced by the organizations specifically, in the Insurance Companies. An appropriate risk management strategy needs to be formulated by these companies. The main emphasis of this book is to evaluate the significance of the key constructs and the determinants of risk management and its process. This book also suggests a number of tools and techniques that are used by the dynamic and competitive organizations. It covers the theory of risk management, enterprise risk management, risk management in the insurance companies and the COSO enterprise risk management framework. This book will enhance the understanding of the layman interested in gaining knowledge about risk management and will also enrich the technical...
  • Gorkem Yaz?c?oglu. An Analysis on US Sub-Prime Mortgage Crisis
    An Analysis on US Sub-Prime Mortgage Crisis
    Gorkem Yaz?c?oglu
    This book provides an analysis on the expansion and the burst phases of the 2007 sub-prime mortgage bubble, in two interrelated sections. The first part analyzes the speculative investor behavior of the crisis and exhibits that before the crisis the asset prices such as CMBS and S&P 500 indexes showed statistical features which are not common among financial time series. The results indicate that during bubble periods several of the stylized facts such as volatility clustering and auto-correlation of absolute returns unexpectedly disappeared indicating the investors'' irrational exuberance during 2007 sub-prime mortgage crisis. I have suggested that other bubble periods can be detected by similar stylized fact tests. In the second part, I showed that common macroeconomic risk factors can explain, to a very large extent, all types of mortgage''s credit risk and I concluded that individual mortgages are possessing significant default correlation, especially sub-prime...
  • Anass Bayaga and George Moyo. APPLICABILITY AND RELEVANCE OF A BUSINESS RISK MANAGEMENT
    APPLICABILITY AND RELEVANCE OF A BUSINESS RISK MANAGEMENT
    Anass Bayaga and George Moyo
    Recent local and international concerns by stakeholders for quality in for- profit (such as business firms) and not-for profit institutions (such as universities) are demanding greater oversight of the key risks they face. One regulatory reform, particularly King III Report in South Africa, now significantly requires the expansion of public and private policies relating to effective institutional governance. This reform is geared towards assuming specific risk management responsibilities with respect to responding and ensuring that institutional quality is preserved and enhanced. One response to this growing reform is the emergence of a new paradigm, which is known as institutional risk management (IRM), designed to increase quality, create awareness, identify, mitigate, monitor and report the portfolio of risks facing an institution. In view of the above reform, the study explores the applicability and relevance of an institutional risk management framework for enhancing higher...
  • Approaches to Enterprise Risk Management (QFINANCE Key Concepts)
    Approaches to Enterprise Risk Management (QFINANCE Key Concepts)
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  • Lidija Barjaktarovic and Maja Dimic. Assessment of interest rates in SEE countries during crisis
    Assessment of interest rates in SEE countries during crisis
    Lidija Barjaktarovic and Maja Dimic
    The effects of the great recession affecting the world economy since 2008 have so far had numerous negative consequences reflected primarily in strong recession and rising unemployment. They have varied from country to country and from region to region. Subject of research in this book is assessment of interest rates in SEE banking sector during crisis. Key time points for: 1) SEE banking interest rates will be 2008 and 2011, and 2) 2010 for Serbian banking sector, in accordance with available data. SEE countries subject of analysis are Serbia, Croatia, Bosnia and Herzegovina, Montenegro, Bulgaria, Macedonia and Albania. It is in accordance with IMF methodology. Period of analysis is between 2007 and 2012.
  • Giacomo Allori. Asset Allocation, Risk Management and the Variance Risk Premium
    Asset Allocation, Risk Management and the Variance Risk Premium
    Giacomo Allori
    This dissertation shows the practical usefulness for asset allocation and risk management purposes of the variance risk premium, an index of market implied risk aversion. With reference to the asset allocation application, the short term forecasting ability of the variance risk premium is tested in a real time experiment by simulating long/ short quarterly rebalanced portfolios invested in the S&P500 based on the prediction of econometric models incorporating the premium. The result indicates that the use of the risk aversion index allows the Investor to outperform both the buy and hold strategy as well as similar strategies not including the risk premium both on a risk adjusted basis as well an on an absolute return one. With reference to the risk management application of the risk aversion index, we modify the filtered historical simulation approach to computation of the value at risk by relaxing the assumption of random walk and replace the model drift with a time varying...
  • Julia Botan. Automatic Risk Identification: an Approach based on Inductive Learning
    Automatic Risk Identification: an Approach based on Inductive Learning
    Julia Botan
    The effective risk management is an important management tool and it can increase the likelihood of project success. It is necessary applying risk management processes onto projects software engineering, because there are many problems associated with software engineering. These problems may lead cancellation of system development or they do the development of system become unsatisfactory or unacceptable to the client. The risk identification is a primary activity of management, because the list generated is applied in all processes from risk control. This study proposes to build an expert system for identification of risk based on lessons learned of similar projects to help don't repeat the errors.
  • Zatul Karamah Ahmad Baharul Ulum. Backtesting Of Value-At-Risk
    Backtesting Of Value-At-Risk
    Zatul Karamah Ahmad Baharul Ulum
    This book puts forward Value-at-Risk (VaR) models based on Monte Carlo Simulation (MCS) that are integrated with two volatility representations to estimate the market risk for the non-financial sectors traded on the first board of the Malaysian stock exchange which is now known as Bursa Malaysia. Quantified at selected parameters, the reliabilities of the VaR models are tested from three different perspectives; conservatism, accuracy and efficiency. This book provides some indications of the applicability of a suitable VaR model for the sectors involved besides confirming that data and computational choices affect risk measurement qualities.
  • Peter Hoflich. Banks at Risk: Global Best Practices in an Age of Turbulence
    Banks at Risk: Global Best Practices in an Age of Turbulence
    Peter Hoflich
    In the wake of the great financial crisis of 2008 the entire industry's practices have come under scrutiny. Everyone from the government to regulators, banks and risk managers are rethinking the best way forward for the financial sector. The stakes are high. Should trends in the industry continue and financial innovations allow the damage of the next crisis to grow exponentially, the endgame could be the sort of mutually assured destruction that topples entire economies. Charting the way forward in financial services reform requires a fundamental reappraisal of how things are done in order to avert disaster in the near future.
  • Rudy M. Yandrick. Behavioral Risk Management
    Behavioral Risk Management
    Rudy M. Yandrick
    Behavioral Risk Management
  • Miroslava Vicol. Capital Structure during the crisis of 2007-2009
    Capital Structure during the crisis of 2007-2009
    Miroslava Vicol
    This thesis aims to explain the choice of capital structure in the times of crisis (2007-2009) for the U.S.A. real sector companies. The two main theories used are the trade-off theory and pecking order theory. The essential of the pecking order theory is that manager''s capital structure decisions are influenced by the market perceptions of managers'' superior information. The trade-off theory provides support for manager''s trade off between benefits and costs of debt. The conventional model is also used in the analysis in order to increase the robustness of the results. We find that the dynamic partial-adjustment model of the trade-off theory seems to explain better the choice of capital structure in the analyzed period than pecking order theory
  • Cash Reserves during the Financial Crisis
    Cash Reserves during the Financial Crisis
    By the end of 2006, the average company in the S&P 500 held approximately 7.9% of its total assets in cash – a total amount of 721 billion dollars! Nevertheless, in three years, this figure increased to approximately 1,157 billion dollars. By the end of 2009, the same companies had almost 10% of their total assets “invested” in cash. This book is dedicated to investigating this increase in cash holdings in the course of only three years, a period that was heavily impacted by a financial crisis. The main objective is to identify what determines a company''s decision to enlarge its cash holdings, especially when confronted with an economic downturn. Existing theoretical approaches to explaining cash holdings (such as tradeoff, pecking order and free cash flow theory) are challenged by a data set prone to a severe financial as well as economic crisis.
  • Companion to Enterprise Risk Management
    Companion to Enterprise Risk Management
    Companion to Enterprise Risk Management

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