Risk Books has been a world leader in specialist books on risk management and the financial markets for over 15 years. Risk Books is proud to be a niche publisher that has quality as its top priority.
Our mission is to produce books that truly add value by delivering the very best information on our specialist subjects. And with more than 150 different titles currently in print, Risk Books covers a wide range of technical subjects for academics, practitioners, investors and corporate users - ranging from derivatives, hedge funds, quant analysis, credit, regulatory issues and operational risk to the energy, insurance and currency markets - with books for experts and scholars alike.
All Risk Books are written and edited by leading professionals and academics. It has been the enduring goal over the years to establish relationships with writers and editors of the highest calibre, and produce books that make a genuine difference.
This Introduction to the newly published Collateral and Financial Plumbing provides a summary of the book, and provides an angle on the world of finance that was already in existence, but not widely understood by many finance professionals. Written by the leading authority on collateral, Manmohan…
This report is a valuable resource which will enable you to gain a competitive advantage in the increasingly important area of risk transparency and reporting. Learn how to dissect the form, content and subjective transparency of the information you provide to management and outside stakeholders;…
Following the global financial crisis, the Comprehensive Capital Analysis Review – CCAR – has emerged in the US as the most dominant regulatory regime to face banks in recent years: banks must be able to prove to regulators that they have sufficient capital to weather a severe economic downturn.
This is the survival guide for trading in a world where high-frequency trading predominates in markets, accounting for upwards of 60% of trading in equities and futures, and 40% in foreign exchange.
Stinson Gibner brings two decades’ worth of experience to Commodity Investing and Trading and discusses all aspects of the commodity markets, from fundamentals to how best to invest and trade in them.
The importance of accurately modelling and managing credit risk is continuously growing, regulatory changes and evolving risk management practices have led to banks looking a lot more closely at credit risk. This white paper provides an introduction to this challenging topic.
This white paper considers how capital is measured and managed by banks and other financial institutions and how current techniques should be improved to address the issues highlighted in the recent crisis.
Liquidity risk is hard to understand. It needs to be broken down into its components and drivers in order to manage and model it successfully. This white paper considers the key topics in this challenging area.
The insurance industry is facing turbulent times and risk management is at the top of the agenda. This is particularly the case in Europe, where the introduction of Solvency II will drastically redesign the supervisory rules for regulatory capital for insurance companies.
Faced with myriad choices, retail investors choose between different financial products based on their liquidity attitude, risk appetite, budget constraints and performance objectives…