Crisis Wasted? : Leading Risk Managers on Risk Culture.

Intro -- Epigraph -- Title page -- Copyright -- Dedication -- Preface -- Themes and questions -- Research -- Engaging the faculty of interviewees -- Execution -- Acknowledgements -- Notes -- About the Authors -- 1 Setting the Scene -- Notes -- 2 Background -- Behaviour -- Modelling and measurement -- Regulation -- Notes -- 3 Sir Michael Hintze -- Notes -- 4 John Breit -- Notes -- 5 Bill Muysken -- Notes -- 6 Hugo Bänziger -- Notes -- 7 Carol Alexander -- Notes -- 8 Mark Lawrence -- Notes -- 9 Paul Bostok -- Notes -- 10 Todd Groome -- Notes -- 11 Richard Meddings -- Notes -- 12 Adrian Blundell-Wignall -- Notes -- 13 Innovations -- How to analyse risk appetite and risk tolerance -- How to quantify risk appetite for an economy -- Why models seem to fail -- How to quantify illiquidity -- Signals of market instability -- Analysis of connectivity and contagion -- Notes -- 14 Interpretation -- Opportunity wasted? -- Failure of regulation -- What has been done so far and how useful is it? -- Watering down -- The burden of rules -- Paradoxical and counterproductive -- Could go either way -- Time to reflect on theoretical underpinnings -- Tower of Babel -- Limits to regulation -- Notes -- A Risk Silos -- Investment risk -- Liquidity risk -- Counterparty risk -- Operations risk -- Legal and compliance risk -- Note -- B The Mechanics of Selected Financial Products -- Exchange-traded v over-the-counter transactions -- Swaps -- Securitisation and collateralisation -- Asset-Backed Securities (ABS) -- Structured Investment Vehicle (SIV) -- Collateralised Debt Obligations (CDO) and Collateralised Loan Obligations (CLO) -- "Do it yourself" structured products -- Options and option implied volatility -- Volatility and variance swaps -- Option replication -- Gaussian Copulas -- Notes -- C Basel I, II and III - Risk Weightings -- Note -- Glossary of Terms.

Glossary of People -- Further Reading -- Bibliography -- Index -- EULA.

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Electronic reproduction. Ann Arbor, Michigan : ProQuest Ebook Central, 2024. Available via World Wide Web. Access may be limited to ProQuest Ebook Central affiliated libraries.