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In volatile and unpredictable markets, the challenge is increasingly to develop a risk model that better enables the investor to manage 'unanticipated risk'. The impact of globalisation, increasing use of technology in key business and customer-facing processes, growing interface between products and services and the development of new trading platforms are generating new and different kinds of risk - making quantification and management more complex.
Global organisations are continually focusing on how to manage their risk more effectively and are being encouraged by regulatory agencies to develop robust systems and processes to that end. Issues such as CDOs, credit risk, forex risk and country risk dominate new horizons and advances in risk management as investment and commercial banks, fund managers, hedge funds and insurance companies focus on measurement, modelling and capital allocation.
The first edition of the Capital Markets Risk Review is the definitive source of information on the market and its key players for every executive serious about capital markets risk.
Your guide to all perspectives on risk management across the capital markets:
- Basel II
- Valuing the risk management function
- European regulation: What's new? What's next?
- Regulatory landscape of operational risk
- Capital allocation techniques from a risk perspective
- Risk management as a competitive differentiator
- Inflation-linked bonds
- European credit spreads
- Foreign exchange
- Mortgage trading
- Synthetic CDO valuation
- Risk issues in the capital markets of Mexico, Russia and South Africa
Your unique contact resource: In addition to all this, the book includes a comprehensive directory of over 250 market leaders involved in risk management worldwide. We include their names, addresses, complete contact details and a summary of market activities.
Contents:
Foreword: "Views from the dark side" - Perspectives on risk management across the capital markets, from the sell side to the buy side
Basel II: A realist's perspective
European regulation: What's new? What's next?
Inflation-linked bonds: A guide to real value - Markets, valuations and opportunities
European credit spreads - long-term trends and short-term shocks
Foreign exchange: How electronic trading has transformed a business - and is transforming an entire market
Synthetic CDO valuation
UBS mortgage trading: Diverse specialties, one team
Capital allocation techniques from a risk perspective - Integrating economic and regulatory capital
Basel II: Beyond compliance
Meeting the challenges of a brave new world
Regulatory landscape of operational risk
Using risk management as a competitive differentiator: The power of incentive-based risk management
Preparing for Basel II: Solutions to meet credit and operational risk requirements
Little revolutions
Mexico capital markets
Valuing the risk management function
Emerging market crisis lessons for bankers: Russia 1998 case study
Directory
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