TY  - BOOK
AU  - Beneplanc,Gilles
AU  - Rochet,Jean-Charles
TI  - Risk management in turbulent times
SN  - 9780199774081 (cloth : alk. paper)
AV  - HD 61 .BEN 2011
U1  - 658.15/5 22
PY  - 2011///
CY  - New York
PB  - Oxford University Press
KW  - Risk management
KW  - Methodology
N1  - Includes bibliographical references and index; Risk management : what must be changed -- Lessons from recent financial crises -- Living in turbulent times -- The need for a proper methodology -- What is behind risk modeling -- The basic tools of risk modeling -- Statistical risk measures -- Leverage and ruin theory -- The perfect markets hypothesis and its dangers -- Risk neutral valuation -- The case of incomplete markets : relating risk premiums to economic fundamentals -- Risk management in a normal world -- Risk management and shareholder value -- Why market imperfections matter for shareholder value -- The shareholder value function -- Risk management and the shareholder value function -- What to do in practice? -- The different steps of the implementation -- Learning from an example -- Conclusion : some simple messages
ER  -