Financial Risk and the Corporate Treasury

New Developments in Strategy and Control

Publication Date	May 1997
Publisher	Risk Books
Product Type	Book
Pages	224
ISBN Number	1899332758
Product Code	RIS00259

Financial Risk and the Corporate Treasury

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Summary

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

Content

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
- Ren 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 & 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