Models at Work: A Practitioner’s Guide to Risk Management

Front Matter....Pages i-xxxviii
Front Matter....Pages 1-1
What Is Risk....Pages 3-33
Measuring Risk....Pages 34-99
Managing Risks....Pages 100-150
Building Risk Systems....Pages 151-167
Stress Testing, Bank Regulation and Risk....Pages 168-209
Front Matter....Pages 211-211
Monte Carlo Simulators in EXCEL....Pages 213-261
Simulation Applications....Pages 262-310
Front Matter....Pages 311-311
Identifying Drivers for Projecting Crude Oil Prices....Pages 313-326
Gold and the Australian Dollar....Pages 327-334
Relative Value and the Gold-Silver Ratio....Pages 335-349
Correlations: Crude Oil and Other Commodities....Pages 350-380
Crude Palm Oil Futures....Pages 381-390
Crude Oil and Inflation....Pages 391-403
Historical Spreads in Bond Yields in the Indo-Pak Sub-Continent....Pages 404-423
Volatility Trends in Commodity Prices....Pages 424-437
Energy Insights....Pages 438-459
Front Matter....Pages 461-461
Derivatives Terminology....Pages 463-475
Products and Pricing....Pages 476-490
Variations....Pages 491-506
Derivative Pricing....Pages 507-528
Front Matter....Pages 461-461
Advanced Fixed Income Securities....Pages 529-568
The Treasury Function....Pages 569-577
Advanced Products....Pages 578-594
Back Matter....Pages 595-613