An irreplaceable roadmap to modern risk management from the undisputed masters of the subject
Edited by a co-founder and the former Chief Risk Officer of BlackRock—the world’s largest asset manager—BlackRock’s Guide to Fixed Income Risk Management delivers an insightful blueprint to the implementation of a comprehensive investment risk management framework for buy-side firms. Leveraging the unprecedented academic and professional experience of current and former senior leaders in BlackRock’s risk and portfolio management functions, as well as trading, financial modeling, and analytics experts, the book serves a practitioner’s guide to investment risk management, leveraging BlackRock’s risk management framework. The included chapters combine to provide chief investment officers, risk managers, portfolio managers, researchers, and compliance professionals an approach to investment risk management well-suited to today’s markets and tomorrow’s. The book also presents:
Critical elements that underpin a strong risk management program and culture
Fixed income risk management concepts and theories that can be applied to other asset classes
Lessons learned from the 2008 financial crisis and the COVID-19 pandemic.Ideal for undergraduate students and students and scholars of business, finance, and risk management, BlackRock’s Guide to Fixed Income Risk Management is a one-of-a-kind combination of thoroughly modern theory with proven, practical risk management strategies.
