BlackRock's Guide to Fixed-Income Risk Management

An irreplaceable roadmap to modern risk management from renowned experts on 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 for today's and tomorrow's markets. 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 financial crises 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 modern theory with proven, practical risk management strategies.