Managing Derivatives Risk: Establishing Internal Systems and Controls

by Dimitris N. Chorafas

Focuses solely on the risk of the derivative instruments themselves and provides working solutions for the management of the derivatives portfolio. Based on a globalresearch project of the instruments, their uses, benefits and dangers, it offers a fully developed program. Perfect for any portfolio manager or corporate treasurer, this guide offers comprehensive solutions to a very timely issue, Developing a risk management plan specific to derivatives; Derivatives portfolio assessment, control and management; Market and credit exposure; Technological developments and other tools used in controlling risk; The changing derivative instruments scenario.

350 pages, Hardcover

First published September 1, 1995

About the author

Since 1961, Dr Dimitris N. Chorafas has advised financial institutions and industrial corporations in strategic planning, risk management, computers and communications systems, and internal controls. A graduate of the University of California, Los Angeles, the University of Paris, and the Technical University of Athens, Dr Chorafas has been a Fulbright scholar.Dr Chorafas is the author of 135 books, some of which have been translated into 16 languages.

Reviews

[Ernestas Papinigis · Rating 5 out of 5]

The best book I have ever read on Finance. If you need one book to understand derivatives risk, this is it.
The guy was a genius, Fulbright scholar and world leading expert in the field, he advised industry leaders, CEOS, banking execs.
He called the upcoming mortgage backed security crash in '95.