FLORA
发表于 2025-3-25 03:33:19
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Offset
发表于 2025-3-25 07:57:18
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hallow
发表于 2025-3-25 13:27:38
1387-6899 ility theory to the problem of managing risk inan asset portfolio.The 1970s saw the advent of formal models forpricing options and other derivative contracts, whose primary purposewas also financial risk management and hedging.But events in the1990s made it clear that effective risk management is a
使成波状
发表于 2025-3-25 18:58:03
The Y2K Enigmaized that this abbreviation is ambiguous as we enter the new millennium. “00” for 2000 could also mean “00” for 1900. The two digit ‘years” code may cause many disruptions and severe miscalculations. For example, a bond maturing in 2001 may be registered as if it already expired in 1901.
Cantankerous
发表于 2025-3-25 23:28:38
An Analysis and Critique of the BIS Proposal on Capital Adequacy and Ratingsr of high or low credit quality. Second, it fails to incorporate potential capital savings from credit (loan) portfolio diversification. The latter is a result of its simple additive nature. And third, it has led to extensive regulatory capital arbitrage which adds to the riskiness of bank asset portfolios.
neutral-posture
发表于 2025-3-26 01:19:39
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Malcontent
发表于 2025-3-26 05:11:12
https://doi.org/10.1007/978-1-4615-0791-8Credit Derivatives; Credit Risk; Financial Risk Management; Hedging; Risk Management; Risk Measurement; bu
EXPEL
发表于 2025-3-26 12:06:51
Qualitative & Quantitative Derivatives Risk ManagementFor a long time I worked in the area of equity derivatives, building models and systems for valuing the desk’s book. I want to take a backward look at the almost invisible problems you can run into in using the Black-Scholes model and its extensions to hedge a portfolio of options.
DEAWL
发表于 2025-3-26 13:22:14
Remarks on the Legal Risks of DerivativesGood morning. I’m pleased to be addressing the topic of risk management today and the ways in which I deal with risk management issues in my capacity as both Chief Legal Officer and Vice Chairman of Lehman Brothers, a global investment bank.
吵闹
发表于 2025-3-26 17:32:50
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