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The Financial Risk category features books that examine the uncertainties that can affect financial performance and stability, and the methods used to identify, measure, and manage them. Topics typically include market, credit, liquidity, operational, and model risk; enterprise risk management; derivatives and hedging; stress testing and scenario analysis; and the regulatory environment (such as Basel frameworks). Titles range from quantitative texts on statistics, portfolio theory, and value-at-risk/expected shortfall to practical handbooks, case studies, and crisis analyses that translate models into real-world decisions. Geared to risk professionals, investors, executives, regulators, and students, this category also explores emerging areas like climate and cyber risk, fintech-related risks, and systemic contagion.

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