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Author : United States Congress
Publisher : Createspace Independent Publishing Platform
Page : 102 pages
File Size : 13,53 MB
Release : 2017-10-14
Category :
ISBN : 9781978262201
Measuring value and risk in services contracts: hearing before the Panel on Defense Acquisition Reform of the Committee on Armed Services, House of Representatives, One Hundred Eleventh Congress, first session, hearing held April 23, 2009.
Author : United States House of Representatives
Publisher :
Page : 104 pages
File Size : 31,58 MB
Release : 2019-09-26
Category :
ISBN : 9781695442351
Measuring value and risk in services contracts: hearing before the Panel on Defense Acquisition Reform of the Committee on Armed Services, House of Representatives, One Hundred Eleventh Congress, first session, hearing held April 23, 2009.
Author : United States. Congress. House. Committee on Armed Services. Panel on Defense Acquisition Reform
Publisher :
Page : 104 pages
File Size : 42,6 MB
Release : 2010
Category : History
ISBN :
Author : United States. Congress. House. Committee on Armed Services
Publisher :
Page : pages
File Size : 35,82 MB
Release : 2010*
Category :
ISBN :
Author : United States. Congress. House. Committee on Armed Services. Panel on Defense Acquisition Reform
Publisher :
Page : pages
File Size : 12,1 MB
Release : 2010
Category :
ISBN :
Author : Pietro Penza
Publisher : John Wiley & Sons
Page : 324 pages
File Size : 28,73 MB
Release : 2001
Category : Business & Economics
ISBN : 9780471393139
"This book, Measuring Market Risk with Value at Risk by Vipul Bansal and Pietro Penza, has three advantages over earlier works on the subject. First, it takes a decidedly global approach-an essential ingredient for any comprehensive work on market risk. Second, it ties the scientifically grounded, yet intuitively appealing, VaR measure to earlier, more idiosyncratic measures of market risk that are used in specific market environs (e.g., duration in fixed income). Finally, it encompasses all of the accepted approaches to calculating a VaR measure and presents them in a clearly explained fashion with supporting illustrations and completely worked-out examples." -from the Foreword by John F. Marshall, PhD, Principal, Marshall, Tucker & Associates, LLC "Measuring Market Risk with Value at Risk offers a much-needed intellectual bridge, a translation from the esoteric realm of mathematical finance to the domain of financial managers who seek guidance in applying developments from this important field of research as well as that of MBA-level graduate instruction. I believe the authors have done a commendable job of providing a carefully crafted, highly readable, and most useful work, and intend to recommend it to all those involved in business risk management applications." -Anthony F. Herbst, PhD, Professor of Finance and C.R. and D.S. Carter Chair, The University of Texas, El Paso and Founding editor of The Journal of Financial Engineering (1991-1998) "Finally there's a book that strikes a balance between rigor and application in the area of risk management in the banking industry. This innovative book is a MUST for both novices and professionals alike." -Robert P. Yuyuenyongwatana, PhD, Associate Professor of Finance, Cameron University "Measuring Market Risk with Value at Risk is one of the most complete discussions of this emerging topic in finance that I have seen. The authors develop a logical and rigorous framework for using VaR models, providing both historical references and analytical applications." -Kevin Wynne, PhD, Associate Professor of Finance, Lubin School of Business, Pace University
Author : Anthony Saunders
Publisher : John Wiley & Sons
Page : 337 pages
File Size : 42,6 MB
Release : 2002-10-06
Category : Business & Economics
ISBN : 0471274763
The most cutting-edge read on the pricing, modeling, and management of credit risk available The rise of credit risk measurement and the credit derivatives market started in the early 1990s and has grown ever since. For many professionals, understanding credit risk measurement as a discipline is now more important than ever. Credit Risk Measurement, Second Edition has been fully revised to reflect the latest thinking on credit risk measurement and to provide credit risk professionals with a solid understanding of the alternative approaches to credit risk measurement. This readable guide discusses the latest pricing, modeling, and management techniques available for dealing with credit risk. New chapters highlight the latest generation of credit risk measurement models, including a popular class known as intensity-based models. Credit Risk Measurement, Second Edition also analyzes significant changes in banking regulations that are impacting credit risk measurement at financial institutions. With fresh insights and updated information on the world of credit risk measurement, this book is a must-read reference for all credit risk professionals. Anthony Saunders (New York, NY) is the John M. Schiff Professor of Finance and Chair of the Department of Finance at the Stern School of Business at New York University. He holds positions on the Board of Academic Consultants of the Federal Reserve Board of Governors as well as the Council of Research Advisors for the Federal National Mortgage Association. He is the editor of the Journal of Banking and Finance and the Journal of Financial Markets, Instruments and Institutions. Linda Allen (New York, NY) is Professor of Finance at Baruch College and Adjunct Professor of Finance at the Stern School of Business at New York University. She also is author of Capital Markets and Institutions: A Global View (Wiley: 0471130494). Over the years, financial professionals around the world have looked to the Wiley Finance series and its wide array of bestselling books for the knowledge, insights, and techniques that are essential to success in financial markets. As the pace of change in financial markets and instruments quickens, Wiley Finance continues to respond. With critically acclaimed books by leading thinkers on value investing, risk management, asset allocation, and many other critical subjects, the Wiley Finance series provides the financial community with information they want. Written to provide professionals and individuals with the most current thinking from the best minds in the industry, it is no wonder that the Wiley Finance series is the first and last stop for financial professionals looking to increase their financial expertise.
Author : John Solis
Publisher : DIANE Publishing
Page : 24 pages
File Size : 15,54 MB
Release : 2009-11
Category : Business & Economics
ISBN : 1437916732
In FY 2008, the DoD obligated over $200 billion on contracts for services, which accounted for more than half of its total contract obligations. Given the serious budget pressures facing the nation, it is critical that DoD obtain value when buying these services. Yet DoD does not always use sound practices when acquiring services, and the dep¿t. lacks sufficient people with the right skills to support its acquisitions. This report addresses challenges facing DoD in measuring the value from and risks associated with its contracting for services. Specifically it focuses on: (1) challenges DoD faces in following sound contract and contracting management practices; and (2) recent actions DoD has taken to improve its management of service contracting. Illustrations.
Author : Joseph G. Haubrich
Publisher : University of Chicago Press
Page : 286 pages
File Size : 27,8 MB
Release : 2013-01-24
Category : Business & Economics
ISBN : 0226921964
In the aftermath of the recent financial crisis, the federal government has pursued significant regulatory reforms, including proposals to measure and monitor systemic risk. However, there is much debate about how this might be accomplished quantitatively and objectively—or whether this is even possible. A key issue is determining the appropriate trade-offs between risk and reward from a policy and social welfare perspective given the potential negative impact of crises. One of the first books to address the challenges of measuring statistical risk from a system-wide persepective, Quantifying Systemic Risk looks at the means of measuring systemic risk and explores alternative approaches. Among the topics discussed are the challenges of tying regulations to specific quantitative measures, the effects of learning and adaptation on the evolution of the market, and the distinction between the shocks that start a crisis and the mechanisms that enable it to grow.
Author : Michael D. S. Harris
Publisher : CRC Press
Page : 294 pages
File Size : 43,29 MB
Release : 2008-03-17
Category : Business & Economics
ISBN : 1420064754
In order to maximize IT resources and justify IT expenditures, CIO's and other IT managers must be able to identify meaningful metrics and explain them in a way that management can understand. The Business Value of IT: Managing Risks, Optimizing Performance, and Measuring Results solves this problem by providing practical answers to