Corporate Risk Management: Theories and Applications
Georges Dionne
Résumé
An updated review of the theories and applications of corporate risk management
After the financial crisis of 2008, issues concerning corporate risk management arose that demand new levels of oversight. Corporate Risk Management is an important guide to the topic that puts the focus on the corporate finance dimension of risk management. The author--a noted expert on the topic--presents several theoretical models appropriate for various industries and empirically verifies theoretical propositions. The book also proposes statistical modeling that can evaluate the importance of different risks and their variations according to economic cycles.
The book provides an analysis of default, liquidity, and operational risks as well as the failures of LTCM, ENRON, and financial institutions that occurred during the financial crisis. The author also explores Conditional Value at Risk (CVaR), which is central to the debate on the measurement of market risk under Basel III. This important book:
- Includes a comprehensive review of the aspects of corporate risk management
- Presents statistical modeling that addresses recent risk management issues
- Contains an analysis of risk management failures that lead to the 2008 financial crisis
- Offers a must-have resource from author Georges Dionne the former editor of The Journal of Risk and Insurance
Corporate Risk Management provides a modern empirical analysis of corporate risk management across industries. It is designed for use by risk management professionals, academics, and graduate students.
GEORGES DIONNE is Professor and Canada Research Chair in Risk Management, Department of Finance, HEC Montr al, Quebec, Canada. He was Editor of The Journal of Risk and Insurance from 2007 to 2013, and member of the HEC Montr al Board of Directors from 2009 to 2015. He received the Innis-G rin Medal in 2011 for his contribution to social sciences in Canada.
Caractéristiques techniques
PAPIER | |
Éditeur(s) | Wiley |
Auteur(s) | Georges Dionne |
Parution | 11/04/2019 |
Nb. de pages | 416 |
EAN13 | 9781119583127 |
Avantages Eyrolles.com
Consultez aussi
- Les meilleures ventes en Graphisme & Photo
- Les meilleures ventes en Informatique
- Les meilleures ventes en Construction
- Les meilleures ventes en Entreprise & Droit
- Les meilleures ventes en Sciences
- Les meilleures ventes en Littérature
- Les meilleures ventes en Arts & Loisirs
- Les meilleures ventes en Vie pratique
- Les meilleures ventes en Voyage et Tourisme
- Les meilleures ventes en BD et Jeunesse