LEADER 05635nam 2200709Ia 450 001 9910457669903321 005 20200520144314.0 010 $a1-281-01474-5 010 $a9786611014742 010 $a0-08-049809-4 035 $a(CKB)1000000000349733 035 $a(EBL)297171 035 $a(OCoLC)437182294 035 $a(SSID)ssj0000238651 035 $a(PQKBManifestationID)11218327 035 $a(PQKBTitleCode)TC0000238651 035 $a(PQKBWorkID)10222398 035 $a(PQKB)10861338 035 $a(MiAaPQ)EBC297171 035 $a(CaSebORM)9780750683043 035 $a(Au-PeEL)EBL297171 035 $a(CaPaEBR)ebr10180802 035 $a(CaONFJC)MIL101474 035 $a(EXLCZ)991000000000349733 100 $a20070329d2007 uy 0 101 0 $aeng 135 $aurcn||||||||| 181 $ctxt 182 $cc 183 $acr 200 10$aRisk management technology in financial services$b[electronic resource] $erisk control, stress testing, models, and IT systems and structures /$fDimitris N. Chorafas 205 $a1st ed. 210 $aBurlington, MA. ;$aOxford $cButterworth-Heinemann$d2007 215 $a1 online resource (353 p.) 225 1 $aElsevier finance 300 $aIncludes index. 311 $a0-7506-8304-X 320 $aIncludes bibliographical references and index. 327 $aFront Cover; Risk Management Technology in Financial Services; Copyright Page; Table of Contents; Foreword; Preface; PART 1 Innovation, risk and return; Chapter 1 Innovation in finance; 1.1 Financial systems and innovation; 1.2 Laboratories for brilliant new ideas; 1.3 Challenging the obvious; 1.4 Strategic choices and unintended consequences; 1.5 Salient problems and management decisions; 1.6 Business leadership; 1.7 Information technology. Does it really matter?; Chapter 2 What is meant by risk management?; 2.1 Risk and risk factors; 2.2 Risk management 327 $a2.3 Types of risk and their transparency 2.4 Board of directors and risk organization; 2.5 Internal control. The feedback channel; 2.6 Auditing and risk management; Chapter 3 Complexity of risk control with derivatives; 3.1 Derivatives defined; 3.2 Derivatives exposure; 3.3 110 trillion in notional principal amount; 3.4 Derivative instruments for credit risk transfer; 3.5 Proactive risk management; 3.6 Levels of inspection, demodulation and stress testing; 3.7 Effective management control starts at the top; Chapter 4 Integrating risk management through an enterprise architecture 327 $a4.1 Choosing a risk-based architecture 4.2 Funding tactics. An enterprise risk management application; 4.3 Developing an integrated risk management system; 4.4 End-to-end architectural solutions; 4.5 Integrating stress testing into enterprise risk management; 4.6 The importance of the human component should never be underrated; Chapter 5 Case studies on big product problems that went unattended; 5.1 The role of character in the control of risk; 5.2 British Petroleum. Pipeline risk; 5.3 Telecom Italia. Political risk; 5.4 Ford and General Motors. Management risk 327 $a5.5 EADS. Management risk European style 5.6 The product problems of Long-Term Capital Management; 5.7 Legal risk embedded in financial products; PART 2 Risk control methodology and advanced models; Chapter 6 A methodology for risk management; 6.1 The sense of having a methodology; 6.2 Applying the physicist's method; 6.3 Dissent, negation and reconstruction; 6.4 Credit risk methodology. A practical example; 6.5 A methodology for integrated risk control; 6.6 Organization and structure for risk management; Chapter 7 The contribution of models to experimentation; 7.1 Introduction 327 $a7.2 The development of mathematical science 7.3 Abstraction, analysis, signs and rules; 7.4 Notion of a mathematical system; 7.5 Modelling discipline and analytics; 7.6 From classical testing to stress testing; 7.7 Anomalies and asymmetries; Chapter 8 Simulation; 8.1 Introduction; 8.2 The art of simulation; 8.3 The Monte Carlo method; 8.4 Practical applications of Monte Carlo; 8.5 Simulation studies and system engineering; 8.6 Simulation's deliverables; Chapter 9 Using knowledge engineering for risk control; 9.1 Knowledge engineering, object knowledge and metaknowledge 327 $a9.2 Errors and uncertainty can be both friend and foe 330 $aWritten for professionals in financial services with responsibility for IT and risk management, Dimitris Chorafas surveys the methodology required and IT systems and structures to support it according to Basel II. The book is consistent with the risk management certification process of GARP, as well as the accounting rules of IFRS, based on research the author conducted with IASB. The author provices an in-depth discussion of the types of risk, stress analysis and the use of scenarios, mathematical models, and IT systems and infrastructure requirements.* Written in clear, straightforward 410 0$aElsevier finance 606 $aFinancial services industry$xInformation resources management 606 $aFinancial services industry 606 $aRisk management 608 $aElectronic books. 615 0$aFinancial services industry$xInformation resources management. 615 0$aFinancial services industry. 615 0$aRisk management. 676 $a332.10684 700 $aChorafas$b Dimitris N$013219 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910457669903321 996 $aRisk management technology in financial services$92295640 997 $aUNINA LEADER 01548cam--2200433---450 001 990000677820203316 005 20230323124818.0 012 $aa-r- ean- rei, EiMe (3) 1790 (R)$2fei$5SA0186 035 $a0067782 035 $aUSA010067782 035 $a(ALEPH)000067782USA01 035 $a0067782 100 $a20011015d1790----km-y0itay5003----ba 101 1 $aita$clat 102 $aIT 140 $ay y aby 1001 200 1 $aDell'Eneide di Virgilio del commendatore Annibal Caro libri dodici 205 $aNovissima edizione ornata di figure in rame, arricchita della Bucolica Georgica tradotta per Andrea Lori Bernardino Daniello e colle vite de' medesimi Virgilio, e Caro 210 $aIn Napoli$cnella stamperia di Paolo Severino$d1790 215 $aXVI, 595, [1] p.$d12° 307 $aUltima pagina bianca 307 $aSegnatura: A-2Bı² 2C? 307 $aFregio xilografico sul frontespizio 620 $aItalia$dNapoli 700 1$aVERGILIUS MARO,$bPublius$07260 702 1$aCARO,$bAnnibale 702 1$aLORI,$bAndrea 702 1$aDANIELLO,$bBernardino 712 02$aSeverini, Paolo$d<2.>$c 801 0$aIT$bsalbc$gISBD 912 $a990000677820203316 951 $aFV.IV.A. 24(FV B 9 2 7)$b5477 F.V.$cFV.IV. 959 $aA 969 $aVEN 979 $aPATTY$b90$c20011015$lUSA01$h1909 979 $c20020403$lUSA01$h1717 979 $aPATRY$b90$c20040406$lUSA01$h1647 996 $aDell'Eneide di Virgilio del commendatore Annibal Caro libri dodici$93060340 997 $aUNISA