{"product_id":"beta-and-duration-as-measurements-of-future-risk-and-returns-von-christoph-schubert","title":"Beta and Duration as Measurements of Future Risk and Returns","description":"\u003cp\u003eSeminar paper from the year 2014 in the subject Business economics - Business Management, Corporate Governance, grade: 1,0, Dublin Business School, language: English, abstract: Since the financial crisis of 2007\/2008 risk management become a boost in financial institutions. The crisis has shown that the risk management of most institutions are inefficient, their models inadequate and that regulation failed their aim to avoid such a major crisis (Bessis, 2010).\u003c\/p\u003e\u003cp\u003eTo identify, measure, control and price risk and to estimate the effect on a port-folio is a hard task because it is a look towards the future. But it is essential be-cause it has an impact on the profitability, the solvency and so on to the future survival (Sironi and Resti, 2007, p. xxii). \u003c\/p\u003e\u003cp\u003eThis paper describes two models of measuring risk, the theoretical foundation of Beta and the concept of Duration. Furthermore a quantified demonstration of these models is provided to show the practical implementation. However, every model has limitations which are critical shown in the last chapter and in the last chapter a general conclusion is stated.\u003c\/p\u003e\u003cdiv class=\"aw-variant-hidden-subtitle-div\" id=\"aw-variant-subtitle-9783656975441\"\u003e\u003ch3\u003e\u003c\/h3\u003e\u003c\/div\u003e","brand":"Libri","offers":[{"title":"Softcover - 9783656975441","offer_id":39447507664989,"sku":"9783656975441","price":18.95,"currency_code":"EUR","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0940\/0622\/files\/908de69b-c3b6-4f7e-a925-e306aaf16af4.jpg?v=1778219323","url":"https:\/\/shop.autorenwelt.de\/products\/beta-and-duration-as-measurements-of-future-risk-and-returns-von-christoph-schubert","provider":"Autorenwelt Shop","version":"1.0","type":"link"}