-- The effects of the geographical and basis risk -- Pricing the power of the wind a. Introduction to wind derivatives …Weather derivatives are financial instruments that can be used by organizations or individuals as part of a risk … management strategy to minimize risk associated with adverse or unexpected weather conditions. Just as traditional contingent …

Komponenten des Kreditrisikos -- Kreditrisikomodellierung -- Reduced-form-Ansätze mit Recovery Risiko …

for changes in market risk management strategies. The book offers a valuable resource for all researchers and …

The risk of counterparty default in banking, insurance, institutional, and pension-fund portfolios is an area of … of a broad range of existing default-risk models. Model description and derivation, however, is only part of the story … mitigating model risk. Written by an active and experienced practitioner, it is an invaluable learning resource and reference …

This book presents methodologies for the Bayesian estimation of GARCH models and their application to financial risk … different risk perspectives can select their optimal Value at Risk Bayesian point estimate and documents that the differences …

considerable scrutiny, another critical dimension of financial risk - based on corporate liquidity - has been largely overlooked …. Liquidity risk is the risk of loss arising from an inability to quickly realise asset value or obtain funding and can be …/liability portfolios and off balance sheet activities and in extreme cases can trigger financial distress and insolvency. Liquidity Risk is …

Risikoaggregation bei der BLG LOGISTICS GROUP -- Integriertes Chancen- und Risikomanagement bei der BMW Group -- Einführung einer … Aggregation von Risiken bei Vattenfall Europe -- Risikoaggregationsmethoden im Risikomanagement der EnBW -- Risikoaggregation in … vorliegende Band, der aus regelmäßigen Veranstaltungen der Deutschen Gesellschaft für Risikomanagement e.V. entstanden ist, zeigt …

This handbook examines the latest techniques and strategies that are used to unlock the risk transfer capacity of … contextualises non-traditional risk transfer tools created over the last 20 years. Featuring contributions from distinguished … academics and professionals from around the world, this book covers in detail issues in securitization, financial risk …