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<p>A Word of Greeting V <br/>Preface VII <br/>Part 1: Bank Risk Management <br/>Basel II and the Effects on the Banking Sector 3 <br/>Thomas Hartmann-Wendels, Peter Grundke and Wolfgang Sprk<br/>Conflictsof Interest and Market Discipline in Financial Services Firms 25 <br/>Ingo Walter <br/>Risk Management and Value Creation in Banks 53<br/>Gerhard Schrck and Manfred Steiner<br/>The New Basel Capital Accord 79 <br/>Claudia Holtorf, Matthias Muck, and Markus Rudolf <br/>Value at Risk: <br/>Regulatory and Other Applications, Methods, and Criticism 99<br/>Alois Paul Knobloch<br/>Parsimonious Value at Risk for Fixed Income Portfolios 125<br/>John F. O. Bilson<br/>Risk Budgeting with Value at Risk Limits 143<br/>Robert Hrtl and Lutz Johanning <br/>Value at Risk, Bank Equity and Credit Risk 159<br/>Jack E. Wahl and Udo Broll<br/>Parametric and Nonparametric Estimation of Conditional <br/>Return Expectations 169<br/>Wolfgang Drobetz and Daniel Hoechle <br/>Credit Risk Portfolio Modeling: An Overview 197 <br/>Ludger Overbeck<br/>Evaluating Credit Risk Models 219 <br/>Hergen Frerichs and Mark Wahrenburg<br/>Estimation of Default Probabilities and Default Correlations 239 <br/>Stefan Huschens, Konstantin Vogl, and Robert Wania <br/>Managing Investment Risks of Institutional Private <br/>Equity Investors C The Challenge of Illiquidity 259 <br/>Christoph Kaserer, Niklas Wagner and Ann-Kristin Achleitner </p><p>XII Brief Table of Contents <br/>Assessment of Operational Risk Capital 279 <br/>Carol Alexander <br/>Operational Risk: The Management Perspective 303 <br/>Wilhelm Kross <br/>Part 2: Insurance Risk Management <br/>Catastrophic Events as Threats to Society: <br/>Private and Public Risk Management Strategies 321 <br/>Martin Nell and Andreas Richter <br/>New Approaches to Managing Catastrophic Insurance Risk 341 <br/>Ulrich Hommel and Mischa Ritter<br/>Alternative Risk Transfer 369 <br/>Christopher L. Culp <br/>The Challenge of Managing Longevity Risk 391 <br/>Petra Riemer-Hommel and Thomas Trauth <br/>Asset/Liability Management of German Life Insurance Companies: <br/>A Value-at-Risk Approach in the Presence of Interest Rate Guarantees 407 <br/>Peter Albrecht and Carsten Weber <br/>Part 3: Corporate Risk Management<br/>Risk Management, Corporate Governance and the Public Corporation 423 <br/>Fred R. Kaen <br/>Integrating Corporate Risk Management 437 <br/>Christian Laux <br/>Value-Based Motives for Corporate Risk Management 455 <br/>Ulrich Hommel <br/>Value-based Corporate Risk Management 479 <br/>Werner Gleiner <br/>Statutory Regulation of the Risk Management Function in Germany: <br/>Implementation Issues for the Non-Financial Sector 495 <br/>Jrgen Weber and Arnim Liekweg<br/>A Comprehensive Approach to the Measurement of <br/>Macroeconomic Exposure 513 <br/>Lars Oxelheim and Clas Wihlborg <br/>Foreign-Exchange-Risk Management in German <br/>Non-Financial Corporations: An Empirical Analysis 537 <br/>Martin Glaum </p>
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