Risk Management: Foundations for a Changing Financial World

INDEX

1987 equity market crash

1990s oil crisis

1991 junk bond debacle

1993 Metallgesellschaft Refining and Marketing disaster

1994 Orange County bankruptcy

1998 Asian market crisis

1998 Long-Term Capital Management default

1998 Russian government debt default

2007- current financial crisis

Active management

Active risk

Actuarial models, of credit risk

Allied Irish Bank losses (2002)

Alternative investments. See also Funds of funds; Hedge funds

due diligence on

holistic approach to

pension fund investment in

questions and answers on

risk and return management for

risk management framework for

types of risk impacting

Amaranth losses (2006)

Asian market crisis (1998)

Asset allocation:

global investment

pension fund

portfolio analysis of

portfolio structure and

rebalancing portfolios

risk allocation vs.

Asset managers:

active management by

agency friction between clients and

bank vs. fund risk management approaches for

behavior of impacting risk (see Behavioral risk; Manager risk; Preferences)

due diligence by

fiduciary duties of (see Fiduciary duties)

investment guidelines and mandates for

overconfidence of

performance review of

portfolio/trading analyses by

risk budgets for (see Risk budgeting)

risk judgment of

risk measurement tools used by (see Risk measurement)

risks facing

Asset pricing:

capital asset pricing model

country risk and

derivative pricing models

diversification and

Backfill bias

Backtesting

Banking industry:

collateralized debt obligations in

fund vs. bank risk ...