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  • Open Daily: 10am - 10pm
    Alley-side Pickup: 10am - 7pm

    3038 Hennepin Ave Minneapolis, MN
    612-822-4611

Open Daily: 10am - 10pm | Alley-side Pickup: 10am - 7pm
3038 Hennepin Ave Minneapolis, MN
612-822-4611
Risk Management in Volatile Financial Markets

Risk Management in Volatile Financial Markets

Bruni, Franco
Fair, D. E.
O'Brien, Richard

Paperback

Series: Financial and Monetary Policy Studies, Book 32

EconomicsInvesting & Finance

ISBN10: 1461285429
ISBN13: 9781461285427
Publisher: Springer Nature
Published: Sep 1 2013
Pages: 371
Weight: 1.19
Height: 0.80 Width: 6.14 Depth: 9.21
Language: English
intense competition on banks and other financial institutions, as a period of oligopoly ends: more rather than less innovation is needed to help share undi- versifiable risks, with more attention to correlations between different risks. Charles Goodhart of the London School of Economics (LSE), while ques- tioning the idea that volatility has increased, concludes that structural changes have made regulation more problematic and calls for improved information availability on derivatives transactions. In a thirteen country case study of the bond market turbulence of 1994, Bo- rio and McCauley of the BIS pin the primary causes of the market decline on the market's own dynamics rather than on variations in market participants' apprehensions about economic fundamentals. Colm Kearney of the Univer- sity of Western Sydney, after a six country study of volatility in economic and financial variables, concludes that more international collaboration in man- aging financial volatility (other than in foreign exchange markets) is needed in Europe. Finally, Stokman and Vlaar of the Dutch central bank investigate the empirical evidence for the interaction between volatility and international transactions in real and financial assets for the Netherlands, concluding that such influence depends on the chosen volatility measure. The authors sug- gest that there are no strong arguments for international restrictions to reduce volatility. INSTITUTIONAL ISSUES AND PRACTICES The six papers in Part C focus on what market participants are doing to manage risk.

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