15.11.2014 Views

Risk Management and Value Creation in ... - Arabictrader.com

Risk Management and Value Creation in ... - Arabictrader.com

Risk Management and Value Creation in ... - Arabictrader.com

SHOW MORE
SHOW LESS

Create successful ePaper yourself

Turn your PDF publications into a flip-book with our unique Google optimized e-Paper software.

298 RISK MANAGEMENT AND VALUE CREATION IN FINANCIAL INSTITUTIONS<br />

<strong>and</strong> <strong>Value</strong> Measurement <strong>in</strong> F<strong>in</strong>ancial Institutions—Part I: The<br />

Debtholder’s Perspective,” The Journal of Lend<strong>in</strong>g & Credit <strong>Risk</strong><br />

<strong>Management</strong>, September 1998, pp. 22–27.<br />

Drzik, John, Peter Nakada, <strong>and</strong> Til Schuermann (1998b) “<strong>Risk</strong>, Capital,<br />

<strong>and</strong> <strong>Value</strong> Measurement <strong>in</strong> F<strong>in</strong>ancial Institutions—Part II: The<br />

Shareholder’s Perspective,” The Journal of Lend<strong>in</strong>g & Credit <strong>Risk</strong> <strong>Management</strong>,<br />

November 1998, pp. 64–69.<br />

Eales, Robert, <strong>and</strong> Edmund Bosworth (1998) “Severity of Loss <strong>in</strong> the Event<br />

of Default <strong>in</strong> Small Bus<strong>in</strong>ess <strong>and</strong> Larger Consumer Loans,” The Journal<br />

of Lend<strong>in</strong>g & Credit <strong>Risk</strong> <strong>Management</strong>, May 1998, pp. 58–65.<br />

Eckbo, B.E. (1986) “Valuation Effects of Corporate Debt Offer<strong>in</strong>gs,” Journal<br />

of F<strong>in</strong>ancial Economics, Volume 15, January–February 1986, pp.<br />

119–151.<br />

Economist (1992) “Survey on World Bank<strong>in</strong>g,” May 2, 1992, pp. 3–50.<br />

Economist (1993) “A Comedy of Errors,” <strong>in</strong>: “International Bank<strong>in</strong>g Survey,”<br />

April 10 th , 1993, pp. 3–42.<br />

Economist (1996) “Corporate <strong>Risk</strong> <strong>Management</strong>,” February 10, 1996.<br />

Embrechts, P., C. Klüppelberg, <strong>and</strong> T. Mikosch (1997) Model<strong>in</strong>g Extremal<br />

Events for Insurance <strong>and</strong> F<strong>in</strong>ance, Berl<strong>in</strong>: Spr<strong>in</strong>ger.<br />

Embrechts, P., S. Resnick, <strong>and</strong> G. Samorodnitsky (1998) “Liv<strong>in</strong>g on the Edge,”<br />

<strong>Risk</strong> Magaz<strong>in</strong>e, Volume 11, Number 1, January 1998, pp. 96–100.<br />

FAZ (2000) “Cobra hält trotz des Commerzbank-Kursverfalls an Hofmann<br />

fest,” Frankfurter Allgeme<strong>in</strong>e Zeitung, September 4, 2000, Number 205,<br />

p. 23.<br />

Fenn, George W., Mitch Post, <strong>and</strong> Steven A. Sharpe (1997) “Does Corporate<br />

<strong>Risk</strong> <strong>Management</strong> Create Shareholder <strong>Value</strong>?—A Survey of Economic<br />

Theory <strong>and</strong> Evidence,” <strong>in</strong>: F<strong>in</strong>ancial <strong>Risk</strong> <strong>and</strong> the Corporate<br />

Treasury: New Developments <strong>in</strong> Strategy <strong>and</strong> Control, London: <strong>Risk</strong><br />

Publications, pp. 13–31.<br />

Fishburn, P.C. (1977) “Mean-<strong>Risk</strong> Analysis with <strong>Risk</strong> Associated with Below-<br />

Target Returns,” American Economic Review, Volume 67, pp. 116–126.<br />

Fisher, Irv<strong>in</strong>g (1965) The Theory of Interest, New York: Kelley, Repr<strong>in</strong>t of<br />

the 1930 Edition.<br />

Fitch IBCA (1998) Bank Rat<strong>in</strong>g Methodology, April 1998, Fitch IBCA.<br />

Friedrich, Stephan A., He<strong>in</strong>z K. Stahl, <strong>and</strong> Hans H. H<strong>in</strong>terhuber (2000)<br />

“Erfolgreiche Unternehmen s<strong>in</strong>d für Ihre Stakeholder da,” Frankfurter<br />

Allgeme<strong>in</strong>e Zeitung, Number 145, June 26, 2000, p. 31.<br />

Froot, Kenneth A., David S. Scharfste<strong>in</strong>, <strong>and</strong> Jeremy C. Ste<strong>in</strong> (1993) “<strong>Risk</strong><br />

<strong>Management</strong>: Coord<strong>in</strong>at<strong>in</strong>g Corporate Investment <strong>and</strong> F<strong>in</strong>anc<strong>in</strong>g Policies,”<br />

Journal of F<strong>in</strong>ance, Volume XLVIII, Number 5, December 1993,<br />

pp. 1629–1658.<br />

Froot, Kenneth A., David S. Scharfste<strong>in</strong>, <strong>and</strong> Jeremy C. Ste<strong>in</strong> (1994) “A<br />

Framework for <strong>Risk</strong> <strong>Management</strong>,” Harvard Bus<strong>in</strong>ess Review, November–December<br />

1994, pp. 91–102.

Hooray! Your file is uploaded and ready to be published.

Saved successfully!

Ooh no, something went wrong!