phill 发表于 2009-9-3 04:08
此书实际上是文集，我扫描了部分章节，需要的人先看看前4章，即section1. 以下是全部目录。


Section 1: Enterprise Risk Management Introduction

Chapter 1: Managing Risk Across the Enterprise: Challenges and Benefits
James Lam
Chapter 2: Asset and Liability Management from an Enterprise Risk Management Perspective
Donald Van Deventer
Chapter 3: Enterprise Risk Management in Energy and Power Industry
Martin Jermakyan
Chapter 4: ERM Strategies for Investors
Tanya Styblo Beder


Section 2: Risk Optimization

Chapter 5: Risk Budgeting as a Strategic Tool for Pension Funds
Jorge Mina
Chapter 6: Advanced Risk Budgeting Techniques
Arjan B. Berkelaar, Adam Kobor, and Roy Kouwenberg
Chapter 7: Hedge Fund Investing
Milind Sharma
Chapter 8: The Hedge Fund Paradigm
Nolke Posthuma and Pieter Jelle van der Sluis


Section 3: Risk Modeling
Chapter 9: Retrospective Assessment of Value at Risk
Kevin Dowd
Chapter 10: New Challenges in Credit Risk Modeling and Measurement
Jorge R. Sobehart and Sean C. Keenan
Chapter 11: Estimating Parameters Required for Credit Risk Modeling
Michel Araten
Chapter 12: Determining the Loss Given Default and Transaction Ratings in Collateralized Lending with Obligator Collateral Correlation
Stevan Maglic and Nenad Marinovich
Chapter 13: Modeling Correlation Risk
Jahangir Sultan
Chapter 14: Developing a Framework for Operational Risk Analytics
Marcelo Cruz
Chapter 15: An Analysis of Value and Risk: The Procter & Gamble Bankers Trust Case
William c, David M. Shull, and Thomas M. Porcano


Section 4: Risk Integration
Chapter 16: Integration of Credit and Market Risk and Credit Risk
Ludger Overbeck
Chapter 17: Mathematical Framework for Integrating Market and Credit Risk
Rudiger Kiesel, Thomas Liebmann, and Gerhard Stahl
Chapter 18: Integration of Operational Risk Management and the SarbanesOxley Act, Section 404
Randy Marshall, Angela Isaac, and Jim Ryan


Section 5: Capital Allocation
Chapter 19: Capital Allocation Using Risk Management Models
Vandana Rao and Ashish Dev
Chapter 20: Risk Capital Attribution and Risk-Adjusted Performance Measurement
Michel Crouhy, Dan Galai, and Robert Mark
Chapter 21: Aligning Regulatory Capital with Economic Capital
Esa Jokivuolle
Chapter 22: Aligning Regulatory with Economic Capital: An Alternative Approach to Risk Weights According to Basel II
Stefan Benvegnu, Sebastian Fritz, and Wilfried Paus


Section 6: Risk Forecasting
Chapter 23: Forecasting Extreme Financial Risk
Jon Danielsson
Chapter 24: Measuring Financial Extremes
Kay Giesecke and Lisa R. Goldberg
Chapter 25: The Distribution of Returns and Risk Forecasting
John F. O. Bilson
Chapter 26: Relevance of Volatility Forecasting in Financial Risk Management
Gilles Zumbach


Section 7: Risk Reporting
Chapter 27: The Evolution of Risk Reporting
George A. Holt
Chapter 28: Emerging Trends in Risk Reporting
Vijay R. Raghavan and Anlong Li


Section 8: Behavioral Finance and Compensation System
Chapter 29: Role of Behavioral Finance in Risk Management
Hersh Shefrin
Chapter 30: Buy on the Rumor and Sell on the News
Richard L. Peterson
Chapter 31: Aligning Compensation Systems with Risk Management Objectives
David R. Koenig

phill 发表于 2009-9-8 05:44
第五章发上来，扫瞄得很辛苦。

mrzhao82468246 发表于 2009-9-8 09:23
我这里有，免费上传给大家。大家注意我的发贴即可。