TY  - BOOK
AU  - Roggi,Oliviero
AU  - Altman,Edward I.
TI  - Managing and measuring risk: emerging global standards and regulation after the financial crisis 
T2  - World Scientific series in finance
SN  - 9789814417495
AV  - HD61 .M258 2013
U1  - 658.155 23
KW  - Financial risk management
KW  - Analyse des risques
KW  - eclas
KW  - Crise financière
KW  - Marché financier
KW  - Normes internationales
KW  - Liquidités
KW  - Réglementation
KW  - Modèles économétriques
KW  - fast
KW  - Finanzkrise
KW  - gnd
KW  - Risikomanagement
N1  - Includes bibliographical references; An evolutionary perspective on the concept of risk, uncertainty and risk management / Oliviero Roggi and Omar Ottonelli -- Toward a bottom-up approach to assessing sovereign default risk: an update / Edward I. Altman and Herbert Rijken -- Measuring systemic risk / Viral V. Acharya [and others] -- Taxing systemic risk / Viral V. Acharya [and others] -- Liquidity and efficiency in three related foreign exchange options markets / Meachem Brenner and Ben Z. Schreiber -- Illiquidity or credit deterioration: a study of liquidity in the US corporate bond market during financial crises / Nils Friewald, Rainer Jankowitsch and Marti G. Subrahmanyam -- Integrated wealth and risk management: first principles / Zvi Bodie -- Analyzing the impact of effective risk management: innovation and capital structure effects / Torben Juul Anderson -- Modeling credit risk for SMEs: evidence from the US market / Edward I. Altman and Gabriele Sabato -- SME rating: risk globally, measure locally / Oliviero Roggi and Alessandro Giannozzi -- Credit loss and systematic LGD / Jon Frye and Michael Jacobs Jr. -- Equity risk premiums (ERP): determinants, estimation and implications -- the 2012 edition / Aswath Damodaron -- Stock market crashes in 2007-2009: were we able to predict them? / Sébastien Lleo and William T. Ziemba
ER  -