| Description |
1 online resource |
| Physical Medium |
polychrome |
| Description |
text file |
| Contents |
Front Cover; Risk Management in Emerging Markets; Copyright Page; Contents; About the Editors; About the Authors; Preface; Foreword; Part I: Framework; 1 Realized Volatility of the Spread: An Analysis in the Foreign Exchange Market; Introduction; Literature Review and Propositions Development; Data and Methodology; Dependent Variable -- Volatility of Liquidity; Independent Variables; Methodology; Empirical Results; Descriptive Statistics; Dynamic Panel Regression Results; Augmented Dynamic Panel Regression Results; Conclusion; References. |
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2 Global Responsibility and Risks of Compliance Failure in Emerging MarketsIntroduction; Global Responsibility and Compliance Risk; Compliance Risk in the BRICS; Corporate Governance, Internal Control, and Risk Management in the BRICS: Legislative and Regulatory Framework; Brazil; Russia; India; China; South Africa; Compliance Failure in the BRICS Companies: Selected Case Studies; Vale SA (Brazil); Gazprom (Russia); Maruti Suzuki (India); China National Petroleum Corporation (China); Harmony Gold Mining Ltd (South Africa); Conclusion; References. |
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3 The Dynamics of Value Comovement across Global Equity MarketsIntroduction; Data; Constructing the CAPE; Descriptive Statistics; Methodology; Value Spreads; Results; Benchmark; Correlations; America; Europe; Asia; Value Spreads; America; Europe; Asia; Value Portfolio: The Risk Angle; Conclusions; References; Appendix; 4 The Adoption of Political Risk Assessment in Emerging Markets; Introduction; Risk, Uncertainty, Political Risk, and Political Risk Assessment; Risk and Uncertainty; Political Risk and Country Risk; Political Risk Assessment. |
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The Determinants of the Adoption of Political Risk AssessmentFirm Size; Firm Complexity; Level of Internationalization; Ownership; Location of Subsidiaries; Leverage; Investment Opportunities; Auditor Type; Industry; Conclusion; References; 5 Rethinking Framework of Integrated Interest Rate and Credit Risk Management in Emerging Markets; Introduction; Scope and Data; Methodology; Historical VaR Modeling of Economic Capital; Derivative-Based Segregated Approach to Risk Assessment; Derivative-Based Integrated Approach to Risk Assessment. |
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Capital-Wise Elasticity of Interest Rate Risk and Credit RiskComponents of a Bond Yield; Yield-Based Integrated Approach to Risk Assessment; Estimating Liquidity Component; IRB Foundation Approach to Unexpected Loss Assessment; Results and Discussion; Derivative-Based Integrated versus Segregated Approach to Risk Assessment; Derivative-Based Studies of Expansion and Contraction Phases of Business Cycle; Derivative-Based Capital-Wise Elasticity of Interest Rate Risk and Credit Risk; Derivative-Based Integrated Approach versus Yield-Based Approach to Risk Assessment. |
| Note |
Estimating Liquidity Component. |
| Summary |
This book addresses three main dimensions of risk management in emerging markets: 1) the effectiveness of risk management practices; 2) current issues and challenges in risk assessment and modelling in emerging market countries; 3) the responses of emerging markets to the recent financial crises and the design of risk management models. |
| Bibliography |
Includes bibliographical references and index. |
| Local Note |
eBooks on EBSCOhost EBSCO eBook Subscription Academic Collection - North America |
| Subject |
Financial risk management -- Developing countries.
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Financial risk management. |
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Developing countries. |
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Developing countries -- Economic policy.
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Economic policy. |
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Developing countries -- Economic conditions.
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Economic conditions. |
| Genre/Form |
Electronic books.
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Electronic books.
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| Added Author |
Buchanan, Bonnie.
|
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Nguyen, Duc Khuong.
|
| Other Form: |
Print version: Boubaker, Sabri. Risk Management in Emerging Markets : Issues, Framework, and Modeling. Bingley : Emerald Group Publishing Limited, ©2016 |
| ISBN |
9781786354518 (electronic book) |
|
1786354519 (electronic book) |
|
9781786354525 |
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1786354527 |
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