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- 内容細目...s Introduction Hedge fund fundament...... H. Kent Baker and Greg Filbeck T......e economics of hedge funds / Shantanu Dut...... Arup Ganguly, and Lin Ge The life cycle of hedge funds : a new perspe......Mila Getmansky and Rachel (Kyungy...... of successful hedge fund managers ......, Samir Saadi, and Maxim Treff Structure of hedge fund Hedge fund organizat......mming, Na Dai, and Sofia Johan Hedge fund governanc......ee T. Hossain, and Samir Saadi Activist hedge funds / Tony Calenda......hris Milliken, and Andrew C. Spieler ......x framework of hedge funds / François-Serve Lhabitant and Michel Brocard Compensation and incentives in hedge funds / G...
- 件名Hedge funds.
- タイトル標目Financial markets and investments series.
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- 内容細目... properties of Hedge fund returns S......othed returns, and illiquidity Op......imal liquidity Hedge fund Beta repl......ent management Hedge funds and systemic risk An integrated Hedge fund investment process Pract...
- 件名Hedge funds.
- 一般注記Spine title: Hedge funds. Related URL: Contributor bio...
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- 著者標目...r, Krishna B. Rand Corporation. RAND Law, Business, and Regulation
紙図書
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- 内容細目...German banking and the question o......Oliver Kessler and Benjamin Wilhe......s / Jianjun Li and Sara Hsu The t......Kaurova Crisis and beyond. shadow banking and its origins Th......ison of the US and the EU / Antoi......n money market funds : a study of t......oria Baklanova and Joseph Tanega ......bor Investment funds, shadow banking and systemic risk / Elias Bengts...... structural demand for financial ......e real role of hedge funds in the subprim......is / Photis Lysandrou The economy of deferral and displacement :......shadow banking and fiscal arbitra...... Mike Rafferty and Duncan Wigan Shadow banking and the challenges for central ba...
- 件名... industry--Law and legislation. Banks and banking.
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- 内容細目...ph G. Haubrich and Andrew W. Lo Systemic risk and financial inno....... Hu Liquidity risk, cash flow constraints, and systemic feedbacks / Su...... John Elliott, and Gabriel Sterne......Oet Endogenous and systemic risk / Jon Danielss......yun Song Shin, and Jean-Pierre Zigrand Comment: Bruce......nce C. Burnham Systemic risks and the macroecono......anni De Nicolò and Marcella Lucch......ment: Hao Zhou Hedge fund tail risk / Tobias Adria...... Brunnermeier, and Hoai-Luu Nguye......w to calculate systemic risk surcharges / V......mas Philippon, and Matthew Richar......ntification of systemic risk and stability: new metho...
- 件名Financial risk--Mathematical ......s--Congresses. Risk assessment--Co......s. Operational risk--Congresses.
- 著者標目Haubrich, Joseph Gerard, 1958- Lo, Andrew Wen-Chuan
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- 要約等"In the Research Handbook on Shadow ......hey serve, the risks they pose to ......ancial system, and the wider impl......for regulators and the regulatory......fer high-level and theoretical pe......shadow banking and regulatory risks as well as mo...... States, China and Singapore, this Research Handbook discusses ......securitization and derivatives as......mplications of hedge fund activities for systemic risk. Further topic......d by financial and technological ...... online equity and debt crowdfund......xchange traded funds, and the emergence ......pto-currencies and distributed le......plinary, broad and comprehensive in topic, this ...
- 内容細目...nd regulations and universal tran......xchange traded funds in the shadow ......anrahan Understanding shadow banking in the Chin...
- 件名Nonbank financial institutions--Law and legislation. Banking law. Non...
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- 要約等...ses of methods and practices used......e counterparty risk and their performa......f counterparty risk measurement, p......, back testing and integration in......as, directions and models are dis......n counterparty risks."--Publisher's website.
- 内容細目Pt. I. Counterparty risk measurement and management 1. Systemic counterparty credit risk 2. Collaterali......r counterparty risk mitigation Pt........ Counterparty risk pricing and hedging 6. Pricing and hedging counterparty risk: lessons re-le......e counterparty risk of credit deri......unding benefit and funding cost 1......Stress testing and scenario analy...... 12. Computing and stress testing......erparty credit risk capital Pt. IV. Economic and regulatory cap......e: from market risk to counterparty credit risk models 14. Eco......erparty credit risk from two perspectives.
- 件名Financial risk management. Derivative securi...
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- 内容細目Nature of financial risk Value-at-risk and capital. Portf......ard-sloping demand reactions ; No......r reading Boom and bust driven by value-at-risk. General equil...... with value-at-risk ; Pricing of risk and credit supply ......short strategy hedge fund ; Hedge fund with VaR ......t ; Endogenous risk ; Notes on fur...... booms. Credit risk model ; Value-at-risk and lending ; Cred......Securitization and the financial system. Account...
- 件名Risk. Financial risk management. Financial institu...
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- 内容細目Quantifying investment risk in pension funds / Shane Franci......ng Performance and risk measurement for pension funds / Auke Plantinga Pension funds under inflation risk / Aihua Zhang ......egated pension funds with nonconsta...... Dynamic asset and liability mana......Wilma de Groot and Laurens Swinke...... stakeholders' risks in DB pension funds / Theo Kocken and Anne de Kreuk Financial risk in pension funds : application of value at risk methodology / ......ion arbitrage, risk sharing, and default insura......iffe Longevity risk and private pensio......g of dismissal and resignation risks / Werner Hürl......J. Warshawsky, and Ben Weitzer Insuring defined ...
- 件名Pension trusts. Risk management.
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- 内容細目...1.2 One Letter and Six Months?; 1...... God Bless Iceland; 3: Reykjavik ......mes; 3.5 Sound and Fury; 4: Day Z......h Blame, Shame and Punishment; 5:......urrent Account and the Capital Co......t; 6: Meet the Hedge Funds; 6.1 The Sir P......the Estates6.4 Hedge Funds as Bank Owners......7.4 The Carrot and Stick Approach......licopter Drops and the Bernanke D......g as aCurrency Risk; 8.7 The Stabi...... the Sovereign and Banks; 9.2 Cen......eralized Loans and Treasury Secur......ion of the HFF and the Savings Ba......n to Kaupthing and State Guarante...... Special Taxes and Stability Contributions of th...
- 件名... failures--Iceland. Global Financ......08-2009. Banks and banking--Iceland--History. Bank......ailures. Banks and banking. Econo......c history. Iceland--Economic cond......t century. Iceland.
- 関連情報Palgrave Macmillan studies in banking and financial institutions
紙図書
国立国会図書館
- 内容細目...usiness Lines, Risks, and Risk Management 2. ......iness Lines 3. Risks and Risk Management 4. Risk Management Sec......cts 5. Banking and Financial Prod...... Interest Rate Risk and Interest Rate ......reign Exchange Risk and Foreign Exchan......s 11. Discrete and Continuous Ret...... 13. Valuation and Pricing Risk 14. Some Appli......iques Sect. 5. Risk Modeling 15. S....... The Value-at-Risk Measure 18. VaR and Capital Sect. ......tions: Basel 1 and Market Risk 20. Banking Re....... Accounting Standards Sect. 7. A......ity Management and Liquidity Gaps......e Gaps 24. ALM and Hedging Polici......plicit Options Risk 26. Economic Value of the Bal...
- 件名Bank management. Banks and banking. Risk management. Bank. Risikomanag...
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- 内容細目Why study financial markets and institutions? ......est rates mean and what is their ......change? How do risk and term structure...... central banks and the federal re......als, strategy, and tactics The mo......ethics Banking and the management......ry : structure and competition Sa......s associations and credit unions ......ance companies and pension funds Investment ban......curity brokers and dealers, and venture capital firms Risk management in financial insti...
- 件名... States. Banks and banking -- United States.
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- 要約等...ho, what, why, and where of conte......ols, policies, and products that make up modern ...
- 内容細目... Capital gains and capital losses...... Credit report and reporting agen...... product (GDP) and gross national......alth insurance Hedge funds Homeowner's and renter's insur......t Index mutual funds Inflation Infl......nterest income and payments Inter......ortgage Mutual funds and exchange-traded funds (ETFs) Net wor......ement accounts Risk Risk premium Saving......tematic market risk Tax deferral T......overview Wills and trusts Year 19...... Monetary Fund and the World Bank......nomic problems and the United Sta...... : US. savings and loan crisis Ye......exico, Canada, and the United Sta......porate finance and governance Year 2002 : Sarban...
紙図書
国立国会図書館
- 要約等...k at the tools and techniques pro......ress financial risksRisk and uncertainty, a......rent concepts. Risk is a quantifia......nown. Part art and part science, the study of risk remains a rela......ine in finance and economics that......g the need for risk management, ha......n great nuance and meaning to what risks exist and can be managed and controlled, and a taxonomy of new risks that need to ......e on financial risk Explores all the tools and techniques nee......d to cope with risk Addresses stat......es to modeling and managing risks Investigates ......d uncertainty, and the impact tha......h as liquidity and correlations can have on risk...
- 内容細目...sk. 6.2 Credit risky securities. 6......s. 6.4 Default and recovery: anal......6 Counterparty risk. 6.7 TheMerton......ls. 6.9 Credit risk measures. 7 Spread risk and default intens......analytics. 7.3 Risk-neutral estima......es. 7.4 Spread risk. 8 Portfolio credit risk. 8.1 Default c......edit portfolio risk measurement. 8......ing simulation and copulas to est......rtfolio credit risk. 9 Structured credit risk. 9.1 Structure......uctured credit risk via simulation. 9.4 Standard tranches and implied correl......on. 9.5 Issuer and investor motiv......tives to the standard market risk model. 10.1 Re......the quality of risk measures. 11.1 Model risk. 11...
- 件名Financial risk management.
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デジタル電子書籍・電子雑誌図書
インターネットで読める国立国会図書館
- 著者標目...r, Krishna B. Rand Corporation. Clancy, Noreen B...
紙図書
国立国会図書館
- 内容細目Bank trading risk and systemic risk / Philippe Jor......g bank trading risk : a factor mod...... James O'Brien and Jeremy Berkowi...... on chapters 1 and 2 / Kenneth C.......nage liquidity risk? Evidence from the equity and deposit market......il Schuermann, and Philip E. Stra......an Straetmans, and Casper G. de V...... concentration and fragility : impact and mechanics / Th......Demirgüç-Kunt, and Ross Levine ; ...... René M. Stulz Systemic risk and hedge funds / Nicholas Cha......avid M. Modest Systemic risk and regulation / Franklin Allen and Douglas Gale ;......pillar 2 under risk management / L......riana Pelizzon and Stephen Schaefer ; Comment / ...
- 件名Financial institutions -- Congresses. Risk -- Congresses. Financial cris...
紙図書
国立国会図書館
- 内容細目Overview : Developments in risk management for......ia S. Mitchell and Kent Smetters ......ia S. Mitchell and Stephen P. Utk...... Company stock and pension plan d......annuity design and public pension benefits in mandatory defined c...... Suzanne Doyle and John Piggott Risk transfer in pu......alacios Understanding individual ......e-Eve Lachance and Olivia S. Mitc......Raimond Maurer and Christian Schl......neth R. Vetzal and Heath A. Windc......guarantees in mandatory defined c......John A. Turner and David M. Rajnes Securitized risk instruments as...... David Cummins and Christopher M.......Arye Milevsky, and Scott A. Robinson.
- 著者標目Mitchell, Olivia S Smetters, Kent A. (Kent Andrew)
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- 内容細目...-2009 : causes and remedies / Vir......ge origination and securitization......ral V. Acharya and Philipp Schnab......hew Richardson and Lawrence J. Wh...... Roy C. Smith, and Ingo Walter Hedge funds in the afterma......e, incentives, and fair value acc......ral V. Acharya and Rangarajan K. ......short selling, and transparency /......nachem Brenner and Marti G. Subra......omas F. Cooley and Thomas Philippon Regulating systemic risk / Viral V. Ach......ral V. Acharya and David K. Backu......omas F. Cooley and Thomas Philipp......ral V. Acharya and Rangarajan K. ......aram Mortgages and households / Andrew Caplin and Thomas F. Coole...
- 件名... States. Banks and banking -- United States. Fin...