Risk management : problems & solutions

Abstract

Dimensions of risk management: definition and implications for financial services George Parker - Nuclear financial economics William F. Sharpe - The geometry of commercial bank balance sheet management Richard D. Lodge - Debt management and interest rate risk Darrell Duffie - Managing mortgage risks Mark Faris, Richard Kovacevich, Sonja Rodine - Elements of quantitative risk management Ayman Hindy - Should firms use derivatives to manage risk? David Fite, Paul Pfleiderer - Valuation risk and financial reporting Joseph Mauriello, Joseph Erickson - Risk measurement William H. Beaver, Mark A. Wolfson - Operating risk in financial services Joel P. Friedman, Frank Terzuoli - Risk management and new financial products Eff W. Martin, Jan B. Brzeski - Bank capital requirements and incentives for lending Charles J. Jacklin - Comparative risk management practices: Japan versus the U.S. Yasunori Nagai - Yield curve risk management for government bond portfolios: an international comparison Kenneth J. Singleton - The internal call market: a clean, well-lighted place to trade Frederick L.A. Grauer, Terrance Odean - The future of futures Myron S. Scholes.