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"Essential for corporate financial managers seeking a more detailed understanding of risk management."
Satyajit Das, Finance and Treasury Professional

Core reference for the Treasury professional covering a range of practical and theoretical risk management issues.

• Examines a range of risks including interest rate and commodity risk and also pension fund asset allocation
• Includes practical, step-by-step examples and extensive panels focusing on how to apply specific techniques
• Presentation of key methodologies such as Value-at-Risk as applied to corporations and the application of equity and credit derivatives

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Table of contents

Preface

Building Risk Management Strategies

Does Corporate Risk Mangement Create Sharehold Value? A Survey of Economic Theory and Evidence
George W. Fenn, Mitch Post and Steven A. Sharpe of the Board of Governors of the Federal Reserve System

Identifying and Quantifying Exposures
René M. Stulz and Rohan G. Williamson of Ohio State University,
With panel by Sarah Pask of ICL

Treasury Risk Management in a Cost-Centre Environment
Leslie K. McNew of GK Risk Management, Inc

Var and the Corporate Treasury

Value-at-Risk
A Risk Measurement Tool of Treasurers
Mary Ellen Stocks of Deloitte & Touche LLP
with panel by Betsy Glaeser of Deloitte & Touche LLP

Strategic Risk Management
Applying VAR to Corporate Investment Decisions
David C. Shimko of JP Morgan Securities, Inc

New Risks and Responsibilities

Commodity Risk Management and the Corporate Treasury
H. Brett Humphreys and David C. Shimko of JP Morgan Securities, Inc

Managing the Risk of Pension Assets
Ivan E. Stux of Morgan Stanley,
with panel by Chris Ito fo Deloitte & Touche LLP

Corporate Applications of Equity and Credit Derivatives  147
Sumita Kumar of The Chase Manhattan Bank
with panel by Michael Hampton of Cedef Finance Ltd

Accounting, Disclosure and Tax

Accounting for Derivatives and Other Treasury Instruments
James A. Johnson of Deloitte and Touche LLP

Risk Management Disclosures
Thomas J. Linsmeier and Neil D. Pearson of the University of Illinois

Tax and Risk Management
Federal Income Tax and Offshore Treasury Centres
Mark Leeds of Deloitte & Touche LLP

Glossary of Risk Management Terms
Index

Hardback
229 pages