GARP Risk.net Content Hub – Preview
We have curated a selection of the most popular journals papers and book chapters for you to give you a taster of our content. These, along with our archive of technical content, will be made available to you if you choose to subscribe.
Risk Books - We have over 80 books available online. These are written by globally respected practitioners who work for industry-leading institutions that are at the forefront of innovation including JP Morgan, IMF and University of Oxford.
Risk Journals - Depending on your subscription option you will be able to access our archive of over 1,000 papers. We have nine journals with different topics that span across the financial risk management sector ranging from computational finance to investment strategies.
Whatever your needs we have content available to help develop your professional career.
Follow the links below for access to selected book chapters and journal papers. Please be aware that only these book chapters are available in this preview. Whole books cannot be accessed.
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Copyright Infopro Digital Limited. All rights reserved.
You may share this content using our article tools. Copying this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/
If you would like to purchase additional rights please email info@risk.net
How to Develop an Interest Rate Risk Management Policy
Stanley Myint and Fabrice Famery
Credit portfolio stress testing using transition matrixes
Radu Neagu, Gabriel Lipsa, Jing Wu, Jake Lee, Stephane Karm and John Jordan
Stress Testing and Other Risk Management Tools
Akhtar Siddique and Iftekhar Hasan
Semianalytical pricing and hedging of fixed and indexed energy swing contracts
Benjamin Berger, Martin Dietrich, Rainer Döttling, Pascal Heider and Klaus Spanderen
Central Counterparty Risk
Matthias Arnsdorf
Dissecting the JPMorgan whale: a post-mortem
Patrick McConnell
ALM in the Context of Enterprise Risk Management
Koos Timmermans and Wessel Douma
An internal default risk model: simulation of default times and recovery rates within the new Fundamental Review of the Trading Book framework
Andrea Bertagna, Dragos Deliu, Luca Lopez, Aldo Nassigh, Michele Pioppi, Fabian Reffel, Peter Schaller and Robert Schulze
An Exploration of the Evolution of Risk: Past, Present and Future
Nicholas C Silitch
