Book Review of Risk Management
HEC Montreal - Department of Finance
Ecole des Hautes Etudes Commerciales de Montreal (HEC)
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: 11working papers series
Date posted: February 20, 2003
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