Risk Books has been a world leader in specialist books on risk management and the financial markets for over 15 years. Risk Books is proud to be a niche publisher that has quality as its top priority.
Our mission is to produce books that truly add value by delivering the very best information on our specialist subjects. And with more than 150 different titles currently in print, Risk Books covers a wide range of technical subjects for academics, practitioners, investors and corporate users - ranging from derivatives, hedge funds, quant analysis, credit, regulatory issues and operational risk to the energy, insurance and currency markets - with books for experts and scholars alike.
All Risk Books are written and edited by leading professionals and academics. It has been the enduring goal over the years to establish relationships with writers and editors of the highest calibre, and produce books that make a genuine difference.
Following the global financial crisis, the Comprehensive Capital Analysis Review – CCAR – has emerged in the US as the most dominant regulatory regime to face banks in recent years: banks must be able to prove to regulators that they have sufficient capital to weather a severe economic downturn.
This white paper considers how capital is measured and managed by banks and other financial institutions and how current techniques should be improved to address the issues highlighted in the recent crisis.
Liquidity risk is hard to understand. It needs to be broken down into its components and drivers in order to manage and model it successfully. This white paper considers the key topics in this challenging area.
The insurance industry is facing turbulent times and risk management is at the top of the agenda. This is particularly the case in Europe, where the introduction of Solvency II will drastically redesign the supervisory rules for regulatory capital for insurance companies.
Around the world, central bankers, regulators and governments have responded to the financial crisis with new regulation and legislation. The cornerstone of this global initiative to contain risk is Basel III – sweeping new regulatory standards for banks on capital adequacy and liquidity. These new…
Senior management are expected to make crucial business decisions using complex risk models. Controversial discussions concerning the use of risk models during the financial crisis, and the new regulatory framework, have highlighted the need for a consistent approach, and the dangers that exist.
Around the world, a structural shift in demographics is taking place: people are living longer. While an increasing number of people look forward to retirement the implication for firms, funds and governments with hundreds of billions of dollars in defined-benefit pension scheme liabilities is…
Against the backdrop of recent financial crises, and the need to pay close attention to the oversight of risk management and to risks like liquidity, reputation, governance and extreme scenarios (fat tails), operational risk managers have to step up to the mark. This white paper considers how.