Beyond value at risk: the new science of risk management / Kevin Dowd. No part of this publication may be reproduced, stored in a retrieval system, or transmitted, in any form or by any means, electronic, mechanical, photocopying, recording, scanning or otherwise. The book is printed on acid-free paper responsibly manufactured from sustainable forestation.
Beyond value at risk: the new science of risk management / Kevin Dowd. No part of this publication may be reproduced, stored in a retrieval system, or transmitted, in any form or by any means, electronic, mechanical, photocopying, recording, scanning or otherwise. The book is printed on acid-free paper responsibly manufactured from sustainable forestation.
Beyond value at risk: the new science of risk management / Kevin Dowd. No part of this publication may be reproduced, stored in a retrieval system, or transmitted, in any form or by any means, electronic, mechanical, photocopying, recording, scanning or otherwise. The book is printed on acid-free paper responsibly manufactured from sustainable forestation.
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BEyYon D VALUE
AL RISK
The new science of risk management
KEVIN DOWD.
JOHN WILEY & SONS‘War ues OID LUD, Een
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Contents
CHAPTER “THE RISK MANAGEMENT REVOLUTION
5. Deetopment ie Rik Magee
4 Oat Book
Aopendt to Chapter: A Quick ries on Deirates
‘pend to Cher Verihng VaR Spt
PARTTWO; DIFFERENT APPROACHESTO MEASURING Va
2 ThedetacNomal Agena
Valor Seas Pokins
51 er eset gp cnr corres 7
Sr: ewan Ven otis x 1 Go ern eg
= . 5 Sea Mee ‘
Cqurrene ‘arvrroncaL soutamio arrankc : Sis SU nok a
| Advantages of the Historical Sieslation Approach 9 om
3 Concions tos 1 Liga Risk fa
CaAPTERS MONTE CARLO SIMULATION AND RELATED Open is bt
Sears 7
a toy JRE rr, anocamecarmat =
ioencaeeee m i Moeraemeaeteteton 7
£Stesen ne 5. Dealing with Reasory Capa Regents Fi
CHAPTER & STRESS TESTING a CHAPTER 12; FIRM-WIDE RISK MANAGEMENT 28
Se ete Tag a 1 Sel Mama 2
sect 3 Hance em EB
Belpiiecaper entice itches | ies =
PART THREE: RISK MANAGEMENT 1 JovossARY OF MAIN TERMS co
caren, mscaoiismNcRrTUsANDEVAWvATNG | emaocRAry ™
ee oo =
Append to Chapter Dili Risk Adjusent Res
GHUAPTERS: DECISION MAKING
tiodition
Ung the Geert Sharpe Ret Make sions
“4 Holse Besse
Conn