Citations (2)



Book Review of Risk Management

Georges Dionne

HEC Montreal - Department of Finance

Hela Dahen

Ecole des Hautes Etudes Commerciales de Montreal (HEC)

September 2002

HEC Working Paper No. 02-03

Risk Management offers comprehensive coverage of the design and operation of a risk management system: its technical modeling and its interplay with the external regulations by which such a system is governed. More specifically, it provides a framework for viewing the policies, methodologies, data collection, and technical infrastructure used to support risk management. Investment, hedging, and management strategies are discussed. Attention is given to the measurement of market, credit, and operational risks as integrated in a multi-period market model as well as to liquidity risk and other long-term, horizon-risk management policies. The book looks at the role of the risk manager, often a key member of the senior executive team in any firm where risk is a key factor affecting corporate value, such as in banks and other financial and non-financial organizations. In this book, the authors provide the product of their academic researches and their practical work in the field.

Number of Pages in PDF File: 11

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Date posted: February 20, 2003  

Suggested Citation

Dionne, Georges and Dahen, Hela, Book Review of Risk Management (September 2002). HEC Working Paper No. 02-03. Available at SSRN: http://ssrn.com/abstract=351721 or http://dx.doi.org/10.2139/ssrn.351721

Contact Information

Georges Dionne (Contact Author)
HEC Montreal - Department of Finance ( email )
3000 Chemin de la Cote-Sainte-Catherine
Montreal, Quebec H3T 2A7
514-340-6596 (Phone)
514-340-5019 (Fax)
HOME PAGE: http://www.hec.ca/gestiondesrisques/
Hela Dahen
Ecole des Hautes Etudes Commerciales de Montreal (HEC) ( email )
3000, Chemin de la Côte-Sainte-Catherine
Montreal, Quebec H3T 2A7
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