Risk Management and Regulation

by Tobias Adrian

The evolution of risk management has resulted from the interplay of financial crises, risk management practices, and regulatory actions. In the 1970s, research lay the intellectual foundations for the risk management practices that were systematically implemented in the 1980s as bond trading revolutionized Wall Street. Quants developed dynamic hedging, Value-at-Risk, and credit risk models based on the insights of financial economics. In parallel,...

• Format: Paperback
• Language: English
• ISBN: 1484343913
• ISBN13: 9781484343913
• Release Date: August 2018
• Publisher: International Monetary Fund
• Length: 53 Pages