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Risk Budgeting
Second Edition: Risk Appetite and Governance in the Wake of the Financial Crisis
Discipline: Operational Risk, Regulation, Credit
First published:
ISBN: 9781906348885
This fully updated and revised second edition of the best-selling guide Risk Budgeting expands upon the first edition, continuing to provide a road map for more effective risk allocation and better return per unit of risk taken. This edition reflects in particular the growing focus on risk appetite and governance in the risk budgeting environment.
Contents
Risk Governance and Risk Appetite
Value-at-Risk: A Dissenting Opinion
Holistic Risk Budgeting
Theory of Risk Budgeting
Risk Budgeting for Active Investment Managers
Pension Funds and Incentive Compensation: A Based on the Ontario Teachers’ Experience
Risk Budgeting for Banks
Risk Budgeting in the Evolution of Insurance Company Risk Management
Hedge-Fund Risk Budgeting
Private Equity Risk Budgeting