Last edited by Kikree
Saturday, May 9, 2020 | History

6 edition of Managing Derivative Risks found in the catalog.

Managing Derivative Risks

The Use and Abuse of Leverage (Wiley Frontiers in Finance)

by Lilian Chew

  • 368 Want to read
  • 28 Currently reading

Published by John Wiley & Sons Ltd (Import) .
Written in English

    Subjects:
  • Investment & securities,
  • Securities,
  • Business / Economics / Finance,
  • Business/Economics,
  • Investments & Securities,
  • Derivative securities,
  • Financial leverage

  • The Physical Object
    FormatPaperback
    Number of Pages332
    ID Numbers
    Open LibraryOL7631592M
    ISBN 100471956228
    ISBN 109780471956228

    The Asia Risk Awards return in to recognise best practice in risk management and derivatives use by banks and financial institutions around the region. 09 Oct Singapore, Singapore. Managing Derivatives Risk by Dimitris N. Chorafas is the first book to focus solely on the risk of derivative instruments themselves and provides working solutions Based on the experience of investment banks and capital markets firms throughout the world, Managing Derivatives Risk addresses itself to the challenges that derivatives risk.

    While derivatives continue to play an increasingly vital role in driving today's global financial markets, they also continue to be one of the most complicated and often misunderstood financial instruments in the marketplace. In Derivatives Handbook: Risk Management and Control, two of the field's leading experts bring together the best, current cutting-edge thinking on derivatives to provide 5/5(1). After defining the types of exchange rate risk that a firm is exposed to, a crucial aspect in a firm’s exchange rate risk management decisions is the measurement of these risks. Measuring currency risk may prove difficult, at least with regards to translation and economic risk (Van Deventer, Imai, and Mesler, ; Holton, ).

    derivatives hedging is less sensitive to interest rate spikes than that of non-user insti- to interest rates. Theoretically, the optimal management of interest rate risk by finan-cialinstitutions,aswellasitsimpactonlending,ismodelledbyVuillemey(). The empirical patterns on risk management, especially the strong positive relation.   Managing Interest Rate Risk Interest Rate Risk Should Not Be Ignored As with any risk-management assessment, there is always the option to do nothing, and that is what many people do.


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Managing Derivative Risks by Lilian Chew Download PDF EPUB FB2

This book cuts through the hysteria and hype and explains in non-technical terms the unique risks of derivatives. These risks are discussed using actual examples, particularly the high-profile cases of the early s.

Managing Derivative Risks also discusses topical issues such as Value at Risk and the latest Bank for International Settlements’ capital requirements for market by: The book begins by discussing derivatives and how they are used to manage risks.

It then goes on to look at the value of risk management from the investor as well as Managing Derivative Risks book firms viewpoint. The book then examines the basic derivatives tools used for managing risk, including forwards, futures and by: With over a decade of experience in teaching MBA students in Guatemala, Argentina, Spain, Panama, Chile, Peru, China and the U.S.; the authors present a practical guide to derivatives, rich in examples and applications.

The book covers abstract topics, as the valuation of futures, forwards, swaps and options with a balance of formulas and intuition.5/5(1). One book gives you a solid understanding of how derivatives are used to manage the risks of financial decisions.

Extremely reader friendly, market-leading INTRODUCTION TO DERIVATIVES AND RISK MANAGEMENT (WITH STOCK-TRAK COUPON), 10e is packed with real-world examples while keeping technical mathematics to a minimum.

Coupling real business examples with minimal technical mathematics, market-leading INTRODUCTION TO DERIVATIVES AND RISK MANAGEMENT, 10e blends institutional material, theory, and practical applications to give students a solid understanding of how derivatives are used to manage the risks of financial decisions.

The book delivers detailed coverage of options, futures, forwards, swaps, and risk management 4/5(19). This booklet provides an overview of financial derivatives, addresses associated risks, and discusses risk management practices.

Applicability. This booklet applies to the OCC's supervision of national banks and federal savings associations. Managing Derivative Risks uses familiar analogies to explain the complex risks of derivatives, and how to manage them.

Derivatives are sold to consumers as risk–management tools, but they bring their own : Lillian Chew. Derivatives and Risk Management made simple 3.

Market risk Market risk refers to the sensitivity of an asset or portfolio to overall market price movements such as interest rates. Financial derivatives like futures, forwards options and swaps are important tools to manage assets, portfolios and financial risks.

Thus, it is essential to know the terminology and conceptual framework of all these financial derivatives in order to analyze and manage the financial risks. Financial Derivatives book for MBA StudentsAuthor: Daily Exams.

Presenting an integrated explanation of speculative trading and risk management from the practitioner's point of view, Risk Management, Speculation, and Derivative Securities is the only standard text on financial risk management that departs from the perspective of an agent whose main concerns are pricing and hedging derivatives.

After offering a general framework for risk management and speculation. The primary risks associated with trading derivatives are market, counterparty, liquidity and interconnection risks.

Derivatives are investment instruments that consist of a contract between parties whose value derives from and depends on the value of an underlying financial asset. Derivatives and Risk Management provides readers with a thorough knowledge of the functions of derivatives and the many risks associated with their use.

Besides discussing the particular derivative instruments available in India, the book concentrates on four types of derivatives—forward contracts, futures contracts, swap contracts and. Risk Management: History, Definition, and Critique. Risk Management and Insurance Review(2), Functions of Financial Derivatives Some of the functions of financial derivatives can be enumerated as below Risk Management This is most important function of derivatives.

Risk management is not about the. Give your students a solid understanding of financial derivatives and their use in managing the risks of financial decisions with this leading text.

Chance/Brooks’ AN INTRODUCTION TO DERIVATIVES AND RISK MANAGEMENT, 8E places you and your students on the forefront with an outstanding blend of institutional material, theory, and practical applications/5(2). Derivatives can be used to manage the different types of risks faced by individuals, corporations, and governments.

But to effectively implement them takes discipline. Filled with in-depth insights, practical advice, and a companion website that features OPTVAL Excel add-ins and spreadsheets, Cited by: Managing derivative risks: the use and abuse of leverage.

[Lillian Chew] Book, Internet Resource: All Authors / Contributors: Lillian Chew. Find more -- Appendix 3: G Global Derivatives Study Group: Practices and Principles; Working Paper of the Valuation and Market Risk Management Subcommittee -- Appendix 4: G Global Derivatives.

Managing Financial Risk provides an up-to-date, comprehensive look at how derivatives can be used to manage risk and maximize value within today's highly volatile financial environment.3/5(5). Satyajit Das is an international specialist in the area of financial derivatives, risk management, and capital markets.

He works as a consultant to banks and other financial institutions in Europe, North America, Asia and Australia providing advice on trading, pricing and risk management of derivative transactions/5(2). Derivatives can be used in risk management to hedge a position, protecting against the risk of an adverse move in an asset.

A financial instrument whose price depends on the underlying asset, a derivative is a contractual agreement between two parties in which one party is obligated to buy Author: Steven Nickolas. Risk Books has been the world leader in specialist books on risk management and the financial markets for over 25 years.

Our mission is to produce books that truly add value by delivering the very best information on our specialist subjects. We have over 70 books, covering over 1, chapters available from our sister publication Risk Books. Derivatives and Risk Management book. Read reviews from world’s largest community for readers.

This book provides a comprehensive coverage of the fundame 4/5(6).Risk Management of Financial Derivatives Background 1. What exactly are the risks posed to banks by financial derivative instruments?

Credit Risk The risk of loss if a counterparty defaults on a contract and at the time of default the contract has a positive mark-to-market value for the nondefaulting party. Prior to maturity, credit risk alsoFile Size: KB.Risk Management consists of 8 Parts and 18 Chapters covering risk management, market risk methodologies (including VAR and stress testing), credit risk in derivative transactions, other derivatives trading risks (liquidity risk, model risk and operational risk), organizational aspects of risk management and operational aspects of derivative trading.