Derivatives handbook : risk management and control

Abstract

Partial table of contents: DERIVATIVES: RISK AND CONTROL. Risk and Regulation in Derivatives Markets (L. Hentschel & C. Smith). Credit Derivatives (F. Iacono). LEGAL RISK. Risk Reduction Through Multibranch Netting (D. Cunningham & T. Werlen). RISK MEASUREMENT. Assessing Value at Risk for Equity Portfolios: Implementing Alternative Techniques (J. Jordan & R. Mackay). RISK OVERSIGHT. Oversight of Derivative Markets: Who's Responsible for What? (B. Becker & F. Mazur). REGULATION. Functional Regulation (M. Miller). TRANSPARENCY AND DISCLOSURE. Derivatives Address (A. Greenspan). CASE STUDY: METALLGESELLSCHAFT. Derivatives Debacles: Case Studies of Large Losses in Derivatives Markets (A. Kuprianov). Glossary. Index.

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