Risk Management

Bank Risk Management.- Basel II and the Effects on the Banking Sector.- Conflicts of Interest and Market Discipline in Financial Services Firms.- Risk Management and Value Creation in Banks.- The New Basel Capital Accord.- Value at Rist: Regulatory and Other Applications, Methods, and Criticism.- Parsimonious Value at Risk for Fixed Income Portfolios.- Risk Budgeting with Value at Risk Limits.- Value at Risk, Bank Equity and Credit Risk.- Parametric and Nonparametric Estimation of Conditional Return Expectations.- Credit Risk Portfolio Modeling: An Overview.- Evaluating Credit Risk Models.- Estimation of Default Probabilities and Default Correlations.- Managing Investment Risks of Institutional Private Equity Investors - The Challenge of Illiquidity.- Assessment of Operational Risk Capital.- Operational Risk: The Management Perspective.- Insurance Risk Management.- Catastrophic Events as Threats to Society: Private and Public Risk Management Strategies.- New Approaches to Managing Catastrophic Insurance Risk.- Alternative Risk Transfer.- The Challenge of Managing Longevity Risk.- Asset/Liability Management of German Life Insurance Companies: A Value-at-Risk Approach in the Presence of Interest Rate Guarantees.- Corporate Risk Management.- Risk Management, Corporate Governance and the Public Corporation.- Integrating Corporate Risk Management.- Value-Based Motives for Corporate Risk Management.- Value-Based Corporate Risk Management.- Statutory Regulation of the Risk Management Function in Germany: Implementation Issues for the Non-Financial Sector.- A Comprehensive Approach to the Measurement of Macroeconomic Exposure.- Foreign-Exchange-Risk Management in German Non-Financial Corporations: An Empirical Analysis.- Estimating the Exchange Rate Exposure of USMultinational Firms: Evidence from an Event Study Methodology.- International Corporate Risk Management: A Comparison of Three Major Airlines.- Corporate Risk Management: Real Options and Financial Hedging.- The Real Option Value of Operational and Managerial Flexibility in Global Supply Chain Networks.- Managing Acquisition-Related Currency Risk Exposures: The E.ON-Powergen Case.- Introducing New Risk Classes to Organized Exchanges: The Case of Electricity Derivatives.- Was Enron's Business Model Fundamentally Flawed?.- "Real" Risk Management: Opportunities and Limits of Consumption-Based Strategies.- Capacity Options: Convergence of Supply Chain Management and Financial Asset Management.- Systemic Issues of Risk Management.- The Key to Risk Management: Management.- Economic Risks of EMU.- Does Risk Management Make Financial Markets Riskier?.- Risk Management, Rational Herding and Institutional Investors: A Macro View.- Revitalization of Japanese Banks: Japan's Big Bang Reform.