"Although risk management in Islamic banking is one of the major as well as controversial issues of the sector, it is still an under-researched area of study. A lot of uncertainties still exist in risk management in Islamic banking, for which the answers are not yet necessarily clear, but which...

Balanced, practical risk management for post - financial crisis institutionsFundamentals of Risk Management fills a critical gap left by existing risk management texts. Instead of focusing only on quantitative risk analysis or only on institutional risk management, this book takes a...

Cover; Title Page; Copyright; Contents; List of Figures; List of Tables; Foreword; Preface; Part One Lessons Learned in 10 Years of Practice; Chapter 1 Creation of the Method; 1.1 From Artificial Intelligence to Risk Modelling; 1.2 Model Losses or Risks?; Chapter 2 Introduction to the XOI Method; 2.1 A...

State of the art risk management techniques and practices—supplemented with interactive analytics All too often risk management books focus on risk measurement details without taking a broader view. Quantitative Risk Management delivers a synthesis of common sense management together with the...

Cover -- Title Page -- Copyright -- Contents -- Preface -- Acknowledgments -- Part One: ERM in Context -- Chapter 1: Fundamental Concepts and Current State -- Introduction -- What Is Risk? -- What Does Risk Look Like? -- Enterprise Risk Management (ERM) -- The Case for ERM -- Where ERM Is Now --...

"Asymmetric Dependence (hereafter, AD) is usually thought of as a cross-sectional phenomenon. Andrew Patton describes AD as "stock returns appear to be more highly correlated during market downturns than during market upturns." (Patton, 2004) Thus at a point in time when the market return is...