Dealing with financial risk - Shirreff, David, 1947- (Princeton, N.J. : Bloomberg Press, 2004)
The growth of modern financial markets -- Market theory -- Derivatives and leverage -- Temples to risk management -- Models for everyman -- Credit models get a thrashing -- The rise of the firm-wide risk manager -- Basel 2 is born, a new regulatory regime -- In praise of liquidity, funding and time horizons -- ART exhibitions -- Sibylline books -- The play's the thing -- What lies ahead -- Lessons from Metallgesellschaft -- Lessons from the collapse of Long-Term Capital Management -- The crash of Mulhouse Brand -- The Sigma affair.
At head of title: The economist.
Includes bibliographical references (p. 188-189) and index.
Keywords: Risk management; Business enterprises -- Finance; Risk management -- Case studies