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Risk management in finance : six sigma and other next-generation techniques / / Anthony Tarantino, Deborah Cernauskas
| Risk management in finance : six sigma and other next-generation techniques / / Anthony Tarantino, Deborah Cernauskas |
| Autore | Tarantino Anthony <1949-> |
| Pubbl/distr/stampa | Hoboken, New Jersey : , : Wiley, , [2009] |
| Descrizione fisica | 1 online resource (357 p.) |
| Disciplina | 658.15/5 |
| Collana | Wiley finance |
| Soggetto topico | Financial risk management |
| Soggetto genere / forma | Electronic books. |
| ISBN |
0-470-48525-6
1-119-19781-3 1-282-11449-2 9786612114496 0-470-48524-8 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Introduction -- Data governance in financial risk management -- Information risk and data quality management -- Total quality management using lean six sigma -- Reducing risk to financial operations through information technology and infrastructure risk management -- An operational risk management framework for all organizations -- Financial risk management in Asia -- Doing business in Latin America : lessons learned and best practices for the protection of foreign investors -- Mitigating risk exposure in transitioning to the IFRS -- Quantitative operational risk management methods -- Statistical process control integrated with engineering process control -- Business process management and lean six sigma : a next-generation technique to improve financial risk management -- Bayesian networks for root cause analysis -- Analytics : secrets to deriving business value and insights out of information -- Embedded predictive analytics : transforming risk management from review function to competitive advantage -- Reducing the financial risks in litigation and legal discovery -- The circle of trust -- Reducing liability risk through best environmental practices -- Beyond segregation of duties : next-generation techniques in evaluating user access control risks -- Transaction-based cross-enterprise risk management -- Throughput accounting -- Environment consistency confidence : scientific method in financial risk management -- Quality in the front office : reducing process variation in trading firms -- The root cause of the global financial crisis and corporate board reforms to prevent future failures in risk management. |
| Record Nr. | UNINA-9910146415903321 |
Tarantino Anthony <1949->
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| Hoboken, New Jersey : , : Wiley, , [2009] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Risk management in finance : six sigma and other next-generation techniques / / Anthony Tarantino, Deborah Cernauskas
| Risk management in finance : six sigma and other next-generation techniques / / Anthony Tarantino, Deborah Cernauskas |
| Autore | Tarantino Anthony <1949-> |
| Pubbl/distr/stampa | Hoboken, New Jersey : , : Wiley, , [2009] |
| Descrizione fisica | 1 online resource (357 p.) |
| Disciplina | 658.15/5 |
| Collana | Wiley finance |
| Soggetto topico | Financial risk management |
| ISBN |
0-470-48525-6
1-119-19781-3 1-282-11449-2 9786612114496 0-470-48524-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Introduction -- Data governance in financial risk management -- Information risk and data quality management -- Total quality management using lean six sigma -- Reducing risk to financial operations through information technology and infrastructure risk management -- An operational risk management framework for all organizations -- Financial risk management in Asia -- Doing business in Latin America : lessons learned and best practices for the protection of foreign investors -- Mitigating risk exposure in transitioning to the IFRS -- Quantitative operational risk management methods -- Statistical process control integrated with engineering process control -- Business process management and lean six sigma : a next-generation technique to improve financial risk management -- Bayesian networks for root cause analysis -- Analytics : secrets to deriving business value and insights out of information -- Embedded predictive analytics : transforming risk management from review function to competitive advantage -- Reducing the financial risks in litigation and legal discovery -- The circle of trust -- Reducing liability risk through best environmental practices -- Beyond segregation of duties : next-generation techniques in evaluating user access control risks -- Transaction-based cross-enterprise risk management -- Throughput accounting -- Environment consistency confidence : scientific method in financial risk management -- Quality in the front office : reducing process variation in trading firms -- The root cause of the global financial crisis and corporate board reforms to prevent future failures in risk management. |
| Record Nr. | UNINA-9910830959403321 |
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Tarantino Anthony <1949->
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| Hoboken, New Jersey : , : Wiley, , [2009] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Risk Management in Organizations : An Integrated Case study Approach
| Risk Management in Organizations : An Integrated Case study Approach |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Boca Raton, FL : , : Routledge, an imprint of Taylor and Francis, , [2012] |
| Descrizione fisica | 1 online resource (186 p.) |
| Disciplina | 658.15/5 |
| Soggetto topico |
Risk management
Management - Research |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-280-68263-9
9786613659576 0-203-81592-0 1-136-71849-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Front Cover; Risk Management in Organizations; Copyright Page; Contents; List of illustrations; List of tables; List of boxes; Acknowledgements; Foreword (CIMA); Foreword (IRM); Introduction; 1. How to use this book; Guidance notes for academic use; Guidance notes for practitioner use; Part I: Governance andrisk management; 2. Risk and governance; Aim; Risk management and corporate governance; Two phases of regulatory change; 'Hard' versus 'soft' laws of governance; Conclusion; 3. Risk and control; Aim; Risk categories; Standards for risk management and enterprise risk management
Who is responsible for risk management?Conclusion; Part II: Risk management in practice (1) The private sector; 4. Case study: Tesco PLC; Company profile; Sources of data reported in the case study; Risk management: an overview; Risk management within Tesco: internal influences; Governance; Linking risk management to performance management; The risk management framework; Risk reporting and communication; The big challenge: extending the risk management system into Tesco Personal Finance; Conclusion; 5. Case study: Royal Bank of Scotland; Company profile Sources of data reported in the case studyKey observations; Introduction; External influences on risk management in banks; Overview of the risk management approach in the Royal Bank of Scotland; Risk ownership, operating oversight and reporting lines; Conclusion: the group-wide impact of the risk management structure; Part III: Risk management in practice (2) The public sector; 6. Case study: the Department of Culture, Media and Sport; Government exposure to risk; Historical background; Generic versus domain-specific approaches to public sector risk management Profile of the Department of Culture, Media and SportRisk framework within the DCMS; Internal audit; Self-assessment; The big challenge: the management of partnership risk; Update; 7. Case study: Birmingham City Council; Risk and governance; Historical background; Autonomy in the design of risk management systems; Sources of data reported in the case study; Corporate profile; Risk management in Birmingham City Council; The risk management framework; The big challenge: linking risk to performance management; Conclusion; Part IV: Key lessons for the future; 8. Lessons from the case studies; Aim Overview of the case studiesRisk management in context; The big challenge: implementing a three-dimensional system; Summary; Lessons from the public sector; Conclusion; Notes; Index |
| Record Nr. | UNINA-9910461990303321 |
| Boca Raton, FL : , : Routledge, an imprint of Taylor and Francis, , [2012] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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The risk mitigation handbook : practical steps for reducing your business risks / / Kit Sadgrove
| The risk mitigation handbook : practical steps for reducing your business risks / / Kit Sadgrove |
| Autore | Sadgrove Kit. |
| Pubbl/distr/stampa | London ; ; New York : , : Routledge, , 2017 |
| Descrizione fisica | 1 online resource (265 pages) : illustrations |
| Disciplina | 658.15/5 |
| Soggetto topico | Risk management |
| ISBN |
1-317-08529-9
1-315-59901-5 1-317-08530-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 1. Terminal impact : how to deal with strategic risks -- 2. We should have done it differently : internal corporate errors -- 3. The ever changing market : mitigating customer risks -- 4. All risks are people risks -- 5. Ethical questions : would your mother approve? -- 6. When the money runs out : mitigating financial risks -- 7. Ever more regulation : managing governance and the law -- 8. Your delivery has been delayed : supply chain risks -- 9. When the wheels come off : operational failures -- 10. Keeping staff safe : minimising health and safety risks -- 11. Leaving dirty footprints : dealing with environmental mess -- 12. Viruses and outages : how to stay on top of IT issues -- 13. See you in court : mitigating legal risks -- 14. Back to the drawing board : project and contract risk -- 15. Criminal intentions : crimes against the business -- 16. Getting alarmed : mitigating security risks -- 17. Stormy weather : dealing with climate change. |
| Record Nr. | UNINA-9910151712403321 |
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Sadgrove Kit.
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| London ; ; New York : , : Routledge, , 2017 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Risk pricing strategies for public-private partnership projects / / Abdelhalim Boussabaine
| Risk pricing strategies for public-private partnership projects / / Abdelhalim Boussabaine |
| Autore | Boussabaine Halim A |
| Pubbl/distr/stampa | Hoboken : , : Wiley-Blackwell, , 2014 |
| Descrizione fisica | 1 online resource (280 p.) |
| Disciplina | 658.15/5 |
| Collana | Innovation in the built environment |
| Soggetto topico |
Public-private sector cooperation
Risk management Building - Estimates |
| ISBN |
1-118-78576-2
1-118-78581-9 1-118-78572-X |
| Classificazione | TEC009020 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Machine generated contents note: Contents Chapter 1: Mapping of the PPP process. 1.1 Introduction. 1.2 key stages in the PFI/PPP procurement process. 1.3 PPP as a driver for risk transfer for the private sector. 1.4 PPP as a driver for value for money. 1.5 Risk and value for money. 1.7 Summary. 1.8 References. Chapter 2: Project risk management strategies. 2.1 Introduction. 2.1 Types of project risk. 2.3 Project life cycle risk management plan. 2.4 The project risk management process. 2.5 Strategies for project risk management. 2.6 Risk governance. 2.7 Summary. 2.8 References. Chapter 3: Risk management in PPP projects. 3.1 Introduction. 3.2 An integrated framework for risk management of PPP projects. 3.3 Design risk management. 3.4 Construction Risk Management. 3.5 Operation risk management. 3.6 Project finance risk management. 3.7 Summary. 3.8 References. Chapter 4: Project risk measurement and modelling. 4.1 Introduction. 4.2 quantifying risks. 4.3 Risk modelling methods. 4.4 Selecting a risk modelling technique. 4.5 Building risk models. 4.6 Assessing the accuracy of risk models. 6.7 Summary. 6.8 References. Chapter 5: Strategies for risk pricing. 5.1 Introduction. 5.2 Principles of risk pricing strategies. 5.3 Risk pricing management strategies. 5.4 Value gain from risk retention. 5.5 Value loss from risk retention. 5.6 Optimum return on risk retention. 5.7 Cost of risk control. 5.8 Resources capability for risk control. 5.9 Summary. 5.10 References. Chapter 6: Pricing design risks. 6.1 Introduction. 6.2 Overview of design risks. 6.3 Strategies for mitigating and managing design risks. 6.4 Pricing design risks. 6.5 Design risks pricing example. 6.6 Summary. 6.7 References. Chapter 7: Pricing construction risks. 7.1 Introduction. 7.2 Overview of construction risks. 7.3 Strategies for mitigating and managing construction risks. 7.4 Pricing construction risks. 7.5 Construction risks pricing example. 7.6 Summary. 7.7 References. Chapter 8: Pricing operational risks. 8.1 Introduction. 8.2 Overview of operational risks. 8.3 Strategies for mitigating and managing operational design risks. 8.4 Pricing operational risks. 8.5 Operational risks pricing example. 8.6 Summary. 8.7 References. Chapter 9: Pricing project finance risks. 9.1 Introduction. 9.2 Overview of project finance. 9.3 Project finance risk map. 9.4 Strategies for pricing project finance risks. 9.5 Project finance risk price modelling. 9.6 Summary. 9.7 References. |
| Record Nr. | UNINA-9910138999903321 |
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Boussabaine Halim A
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| Hoboken : , : Wiley-Blackwell, , 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Risk pricing strategies for public-private partnership projects / / Abdelhalim Boussabaine
| Risk pricing strategies for public-private partnership projects / / Abdelhalim Boussabaine |
| Autore | Boussabaine Halim A |
| Pubbl/distr/stampa | Hoboken : , : Wiley-Blackwell, , 2014 |
| Descrizione fisica | 1 online resource (280 p.) |
| Disciplina | 658.15/5 |
| Collana | Innovation in the built environment |
| Soggetto topico |
Public-private sector cooperation
Risk management Building - Estimates |
| ISBN |
1-118-78576-2
1-118-78581-9 1-118-78572-X |
| Classificazione | TEC009020 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Machine generated contents note: Contents Chapter 1: Mapping of the PPP process. 1.1 Introduction. 1.2 key stages in the PFI/PPP procurement process. 1.3 PPP as a driver for risk transfer for the private sector. 1.4 PPP as a driver for value for money. 1.5 Risk and value for money. 1.7 Summary. 1.8 References. Chapter 2: Project risk management strategies. 2.1 Introduction. 2.1 Types of project risk. 2.3 Project life cycle risk management plan. 2.4 The project risk management process. 2.5 Strategies for project risk management. 2.6 Risk governance. 2.7 Summary. 2.8 References. Chapter 3: Risk management in PPP projects. 3.1 Introduction. 3.2 An integrated framework for risk management of PPP projects. 3.3 Design risk management. 3.4 Construction Risk Management. 3.5 Operation risk management. 3.6 Project finance risk management. 3.7 Summary. 3.8 References. Chapter 4: Project risk measurement and modelling. 4.1 Introduction. 4.2 quantifying risks. 4.3 Risk modelling methods. 4.4 Selecting a risk modelling technique. 4.5 Building risk models. 4.6 Assessing the accuracy of risk models. 6.7 Summary. 6.8 References. Chapter 5: Strategies for risk pricing. 5.1 Introduction. 5.2 Principles of risk pricing strategies. 5.3 Risk pricing management strategies. 5.4 Value gain from risk retention. 5.5 Value loss from risk retention. 5.6 Optimum return on risk retention. 5.7 Cost of risk control. 5.8 Resources capability for risk control. 5.9 Summary. 5.10 References. Chapter 6: Pricing design risks. 6.1 Introduction. 6.2 Overview of design risks. 6.3 Strategies for mitigating and managing design risks. 6.4 Pricing design risks. 6.5 Design risks pricing example. 6.6 Summary. 6.7 References. Chapter 7: Pricing construction risks. 7.1 Introduction. 7.2 Overview of construction risks. 7.3 Strategies for mitigating and managing construction risks. 7.4 Pricing construction risks. 7.5 Construction risks pricing example. 7.6 Summary. 7.7 References. Chapter 8: Pricing operational risks. 8.1 Introduction. 8.2 Overview of operational risks. 8.3 Strategies for mitigating and managing operational design risks. 8.4 Pricing operational risks. 8.5 Operational risks pricing example. 8.6 Summary. 8.7 References. Chapter 9: Pricing project finance risks. 9.1 Introduction. 9.2 Overview of project finance. 9.3 Project finance risk map. 9.4 Strategies for pricing project finance risks. 9.5 Project finance risk price modelling. 9.6 Summary. 9.7 References. |
| Record Nr. | UNINA-9910819805303321 |
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Boussabaine Halim A
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| Hoboken : , : Wiley-Blackwell, , 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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A risk professional's survival guide : applied best practices in risk management / / Clifford Rossi
| A risk professional's survival guide : applied best practices in risk management / / Clifford Rossi |
| Autore | Rossi Clifford |
| Pubbl/distr/stampa | Hoboken, New Jersey : , : Wiley, , 2014 |
| Descrizione fisica | 1 online resource (525 p.) |
| Disciplina | 658.15/5 |
| Collana | Wiley Finance Series |
| Soggetto topico | Risk management |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-118-95304-5
1-118-92237-9 |
| Classificazione | BUS036000 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
A Risk Professional's Survival Guide; Contents; Preface; Acknowledgments; About the Author; CHAPTER 1 Navigating Risk at Sifi Bank; OVERVIEW; FINANCIAL INTERMEDIATION AND PROFIT MAXIMIZATION; SIFIBANK STRUCTURE AND HISTORY; SIFIBANK ORGANIZATIONAL STRUCTURE AND OVERSIGHT GOVERNANCE; Lines of Business; Sifi Bank Balance Sheet Composition; Industry Structure and Competition; BANK REGULATORY LANDSCAPE; SUMMARY; QUESTIONS; CHAPTER 2 Overview of Financial Risk Management; RISK MANAGEMENT DEFINED; Situational Risk Management; ELEMENTS OF RISK MANAGEMENT; RISK IDENTIFICATION AND TYPOLOGY
RISK MEASUREMENTRISK ANALYSIS; RISK MITIGATION; SUMMARY; QUESTIONS; CHAPTER 3 Risk Governance and Structure; SIFIBANK'S RISK GOVERNANCE-THE EARLY YEARS; Criteria for Effective Risk Management; A Theory of Risk Governance; PRESCRIPTIONS FOR STRONG RISK GOVERNANCE; QUESTIONS; CHAPTER 4 Economic Capital, Risk-Adjusted Performance, and Capital Allocation; SIFIBANK'S BUSINESS PROBLEM; ECONOMIC CAPITAL AND VALUE-AT-RISK; STRESS TESTING AND SCENARIO ANALYSIS; RISK-ADJUSTED PERFORMANCE MEASUREMENT; RISK-ADJUSTED PERFORMANCE OPTIMIZATION; SUMMARY; QUESTIONS; CHAPTER 5 Credit Risk Theory; OVERVIEW A Theory of DefaultPORTFOLIO CREDIT RISK DYNAMICS; ANALYTIC METHODS FOR CREDIT PORTFOLIO ASSESSMENT; COUNTERPARTY RISK; SUMMARY; QUESTIONS; CHAPTER 6 Consumer Credit Risk Measurement; OVERVIEW; MEASURING PRODUCT EXPECTED LOSS; INCORPORATING BORROWER OPTIONS INTO RISK VIEWS AND COMPETING RISK ASSESSMENT; LOSS SEVERITY; GENERATING CREDIT LOSS ESTIMATES; LOAN LOSS RESERVING AND FORECASTING; UNEXPECTED LOSS; SUMMARY; QUESTIONS; CHAPTER 7 Commercial Credit Risk Overview; SIFICOMMERCIAL LENDING DIVISION; DEVELOPING RISK RATINGS; RISK-RATING SCORECARD PROCESS; LOAN REVIEW PROCESS; RATING CRE LOANS COMMERCIAL LOAN SYNDICATIONSUMMARY; QUESTIONS; CHAPTER 8 Credit Risk Mitigation; OVERVIEW; INSURANCE CONTRACTS; CREDIT DERIVATIVES AND RISK MITIGATION; CREDIT DEFAULT SWAP MECHANICS; CREDIT-LINKED NOTE MECHANICS; COLLATERALIZED DEBT OBLIGATION MECHANICS; CREDIT HEDGING OUTCOMES; SUMMARY; QUESTIONS; CHAPTER 9 Interest Rate Risk; OVERVIEW OF SIFIBANK'S INTEREST RATE RISK EXPOSURE; Duration Models; Extensions of the Duration Model; PRINCIPAL COMPONENTS ANALYSIS; ANALYTIC VAR MEASUREMENT OF INTEREST RATE RISK; MONTE CARLO VAR INTEREST RATE RISK METHODS MODELING INTEREST RATE RISK OF MORE COMPLEX INSTRUMENTSSUMMARY; QUESTIONS; CHAPTER 10 Market Risk; CALCULATING VAR FOR A PORTFOLIO; SIMULATION ANALYSIS AND VAR; POSITION LIMITS POLICIES; VAR LIMITATIONS AND ISSUES; SUMMARY; QUESTIONS; CHAPTER 11 Liquidity Risk Management; SIFIBANK'S EXPOSURE TO LIQUIDITY RISK; SIFIBANK'S APPROACH TO LIQUIDITY RISK MANAGEMENT; Building a Static Maturity Ladder; STRESS TESTING THE LIQUIDITY PROFILE; Scenario 1: Systemic Risk Event; Scenario 2: Sector-Specific Risk Event; Scenario 3: Sifi Bank-Specific Risk Event; LIQUIDITY CONTINGENCY PLANNING LIQUIDITY MEASUREMENT |
| Record Nr. | UNINA-9910460066003321 |
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Rossi Clifford
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| Hoboken, New Jersey : , : Wiley, , 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
A risk professional's survival guide : applied best practices in risk management / / Clifford Rossi
| A risk professional's survival guide : applied best practices in risk management / / Clifford Rossi |
| Autore | Rossi Clifford |
| Pubbl/distr/stampa | Hoboken, New Jersey : , : Wiley, , 2014 |
| Descrizione fisica | 1 online resource (525 p.) |
| Disciplina | 658.15/5 |
| Collana | Wiley Finance Series |
| Soggetto topico | Risk management |
| ISBN |
1-118-95304-5
1-118-92237-9 |
| Classificazione | BUS036000 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
A Risk Professional's Survival Guide; Contents; Preface; Acknowledgments; About the Author; CHAPTER 1 Navigating Risk at Sifi Bank; OVERVIEW; FINANCIAL INTERMEDIATION AND PROFIT MAXIMIZATION; SIFIBANK STRUCTURE AND HISTORY; SIFIBANK ORGANIZATIONAL STRUCTURE AND OVERSIGHT GOVERNANCE; Lines of Business; Sifi Bank Balance Sheet Composition; Industry Structure and Competition; BANK REGULATORY LANDSCAPE; SUMMARY; QUESTIONS; CHAPTER 2 Overview of Financial Risk Management; RISK MANAGEMENT DEFINED; Situational Risk Management; ELEMENTS OF RISK MANAGEMENT; RISK IDENTIFICATION AND TYPOLOGY
RISK MEASUREMENTRISK ANALYSIS; RISK MITIGATION; SUMMARY; QUESTIONS; CHAPTER 3 Risk Governance and Structure; SIFIBANK'S RISK GOVERNANCE-THE EARLY YEARS; Criteria for Effective Risk Management; A Theory of Risk Governance; PRESCRIPTIONS FOR STRONG RISK GOVERNANCE; QUESTIONS; CHAPTER 4 Economic Capital, Risk-Adjusted Performance, and Capital Allocation; SIFIBANK'S BUSINESS PROBLEM; ECONOMIC CAPITAL AND VALUE-AT-RISK; STRESS TESTING AND SCENARIO ANALYSIS; RISK-ADJUSTED PERFORMANCE MEASUREMENT; RISK-ADJUSTED PERFORMANCE OPTIMIZATION; SUMMARY; QUESTIONS; CHAPTER 5 Credit Risk Theory; OVERVIEW A Theory of DefaultPORTFOLIO CREDIT RISK DYNAMICS; ANALYTIC METHODS FOR CREDIT PORTFOLIO ASSESSMENT; COUNTERPARTY RISK; SUMMARY; QUESTIONS; CHAPTER 6 Consumer Credit Risk Measurement; OVERVIEW; MEASURING PRODUCT EXPECTED LOSS; INCORPORATING BORROWER OPTIONS INTO RISK VIEWS AND COMPETING RISK ASSESSMENT; LOSS SEVERITY; GENERATING CREDIT LOSS ESTIMATES; LOAN LOSS RESERVING AND FORECASTING; UNEXPECTED LOSS; SUMMARY; QUESTIONS; CHAPTER 7 Commercial Credit Risk Overview; SIFICOMMERCIAL LENDING DIVISION; DEVELOPING RISK RATINGS; RISK-RATING SCORECARD PROCESS; LOAN REVIEW PROCESS; RATING CRE LOANS COMMERCIAL LOAN SYNDICATIONSUMMARY; QUESTIONS; CHAPTER 8 Credit Risk Mitigation; OVERVIEW; INSURANCE CONTRACTS; CREDIT DERIVATIVES AND RISK MITIGATION; CREDIT DEFAULT SWAP MECHANICS; CREDIT-LINKED NOTE MECHANICS; COLLATERALIZED DEBT OBLIGATION MECHANICS; CREDIT HEDGING OUTCOMES; SUMMARY; QUESTIONS; CHAPTER 9 Interest Rate Risk; OVERVIEW OF SIFIBANK'S INTEREST RATE RISK EXPOSURE; Duration Models; Extensions of the Duration Model; PRINCIPAL COMPONENTS ANALYSIS; ANALYTIC VAR MEASUREMENT OF INTEREST RATE RISK; MONTE CARLO VAR INTEREST RATE RISK METHODS MODELING INTEREST RATE RISK OF MORE COMPLEX INSTRUMENTSSUMMARY; QUESTIONS; CHAPTER 10 Market Risk; CALCULATING VAR FOR A PORTFOLIO; SIMULATION ANALYSIS AND VAR; POSITION LIMITS POLICIES; VAR LIMITATIONS AND ISSUES; SUMMARY; QUESTIONS; CHAPTER 11 Liquidity Risk Management; SIFIBANK'S EXPOSURE TO LIQUIDITY RISK; SIFIBANK'S APPROACH TO LIQUIDITY RISK MANAGEMENT; Building a Static Maturity Ladder; STRESS TESTING THE LIQUIDITY PROFILE; Scenario 1: Systemic Risk Event; Scenario 2: Sector-Specific Risk Event; Scenario 3: Sifi Bank-Specific Risk Event; LIQUIDITY CONTINGENCY PLANNING LIQUIDITY MEASUREMENT |
| Record Nr. | UNINA-9910787011903321 |
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Rossi Clifford
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||
| Hoboken, New Jersey : , : Wiley, , 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
A risk professional's survival guide : applied best practices in risk management / / Clifford Rossi
| A risk professional's survival guide : applied best practices in risk management / / Clifford Rossi |
| Autore | Rossi Clifford |
| Pubbl/distr/stampa | Hoboken, New Jersey : , : Wiley, , 2014 |
| Descrizione fisica | 1 online resource (525 p.) |
| Disciplina | 658.15/5 |
| Collana | Wiley Finance Series |
| Soggetto topico | Risk management |
| ISBN |
1-118-95304-5
1-118-92237-9 |
| Classificazione | BUS036000 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
A Risk Professional's Survival Guide; Contents; Preface; Acknowledgments; About the Author; CHAPTER 1 Navigating Risk at Sifi Bank; OVERVIEW; FINANCIAL INTERMEDIATION AND PROFIT MAXIMIZATION; SIFIBANK STRUCTURE AND HISTORY; SIFIBANK ORGANIZATIONAL STRUCTURE AND OVERSIGHT GOVERNANCE; Lines of Business; Sifi Bank Balance Sheet Composition; Industry Structure and Competition; BANK REGULATORY LANDSCAPE; SUMMARY; QUESTIONS; CHAPTER 2 Overview of Financial Risk Management; RISK MANAGEMENT DEFINED; Situational Risk Management; ELEMENTS OF RISK MANAGEMENT; RISK IDENTIFICATION AND TYPOLOGY
RISK MEASUREMENTRISK ANALYSIS; RISK MITIGATION; SUMMARY; QUESTIONS; CHAPTER 3 Risk Governance and Structure; SIFIBANK'S RISK GOVERNANCE-THE EARLY YEARS; Criteria for Effective Risk Management; A Theory of Risk Governance; PRESCRIPTIONS FOR STRONG RISK GOVERNANCE; QUESTIONS; CHAPTER 4 Economic Capital, Risk-Adjusted Performance, and Capital Allocation; SIFIBANK'S BUSINESS PROBLEM; ECONOMIC CAPITAL AND VALUE-AT-RISK; STRESS TESTING AND SCENARIO ANALYSIS; RISK-ADJUSTED PERFORMANCE MEASUREMENT; RISK-ADJUSTED PERFORMANCE OPTIMIZATION; SUMMARY; QUESTIONS; CHAPTER 5 Credit Risk Theory; OVERVIEW A Theory of DefaultPORTFOLIO CREDIT RISK DYNAMICS; ANALYTIC METHODS FOR CREDIT PORTFOLIO ASSESSMENT; COUNTERPARTY RISK; SUMMARY; QUESTIONS; CHAPTER 6 Consumer Credit Risk Measurement; OVERVIEW; MEASURING PRODUCT EXPECTED LOSS; INCORPORATING BORROWER OPTIONS INTO RISK VIEWS AND COMPETING RISK ASSESSMENT; LOSS SEVERITY; GENERATING CREDIT LOSS ESTIMATES; LOAN LOSS RESERVING AND FORECASTING; UNEXPECTED LOSS; SUMMARY; QUESTIONS; CHAPTER 7 Commercial Credit Risk Overview; SIFICOMMERCIAL LENDING DIVISION; DEVELOPING RISK RATINGS; RISK-RATING SCORECARD PROCESS; LOAN REVIEW PROCESS; RATING CRE LOANS COMMERCIAL LOAN SYNDICATIONSUMMARY; QUESTIONS; CHAPTER 8 Credit Risk Mitigation; OVERVIEW; INSURANCE CONTRACTS; CREDIT DERIVATIVES AND RISK MITIGATION; CREDIT DEFAULT SWAP MECHANICS; CREDIT-LINKED NOTE MECHANICS; COLLATERALIZED DEBT OBLIGATION MECHANICS; CREDIT HEDGING OUTCOMES; SUMMARY; QUESTIONS; CHAPTER 9 Interest Rate Risk; OVERVIEW OF SIFIBANK'S INTEREST RATE RISK EXPOSURE; Duration Models; Extensions of the Duration Model; PRINCIPAL COMPONENTS ANALYSIS; ANALYTIC VAR MEASUREMENT OF INTEREST RATE RISK; MONTE CARLO VAR INTEREST RATE RISK METHODS MODELING INTEREST RATE RISK OF MORE COMPLEX INSTRUMENTSSUMMARY; QUESTIONS; CHAPTER 10 Market Risk; CALCULATING VAR FOR A PORTFOLIO; SIMULATION ANALYSIS AND VAR; POSITION LIMITS POLICIES; VAR LIMITATIONS AND ISSUES; SUMMARY; QUESTIONS; CHAPTER 11 Liquidity Risk Management; SIFIBANK'S EXPOSURE TO LIQUIDITY RISK; SIFIBANK'S APPROACH TO LIQUIDITY RISK MANAGEMENT; Building a Static Maturity Ladder; STRESS TESTING THE LIQUIDITY PROFILE; Scenario 1: Systemic Risk Event; Scenario 2: Sector-Specific Risk Event; Scenario 3: Sifi Bank-Specific Risk Event; LIQUIDITY CONTINGENCY PLANNING LIQUIDITY MEASUREMENT |
| Record Nr. | UNINA-9910810558403321 |
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Rossi Clifford
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| Hoboken, New Jersey : , : Wiley, , 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Risk quantification [[electronic resource] ] : management, diagnosis and hedging / / Laurent Condamin, Jean-Paul Louisot, Patrick Naïm
| Risk quantification [[electronic resource] ] : management, diagnosis and hedging / / Laurent Condamin, Jean-Paul Louisot, Patrick Naïm |
| Autore | Condamin Laurent |
| Pubbl/distr/stampa | Chichester, West Sussex, England ; ; Hoboken, NJ, : John Wiley, c2006 |
| Descrizione fisica | 1 online resource (287 p.) |
| Disciplina |
332.6
658.15/5 |
| Altri autori (Persone) |
LouisotJean-Paul
NaïmPatrick |
| Collana | Wiley finance series |
| Soggetto topico | Risk management - Mathematical models |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-119-20933-1
1-280-74003-5 9786610740031 0-470-06043-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Risk Quantification; Contents; Foreword; Introduction; 1 Foundations; Risk management: Principles and Practice; Definitions; Systematic and Unsystematic Risk; Insurable Risks; Exposure; Management; Risk Management; Risk Management Objectives; Organizational Objectives; Other Significant Objectives; Risk Management Decision Process; Step 1-Diagnosis of Exposures; Step 2-Risk Treatment; Step 3-Audit and Corrective Actions; State of the Art and the Trends in risk Management; Risk Profile, Risk Map or Risk Matrix; Frequency x Severity; Risk Financing and Strategic Financing
From Risk Management to Strategic Risk ManagementFrom Managing Physical Assets to Managing Reputation; From Risk Manager to Chief Risk Officer; Why is Risk Quantification Needed?; Risk Quantification - A Knowledge-Based Approach; Introduction; Causal Structure of Risk; Building a Quantitative Causal Model of Risk; Exposure, Frequency, and Probability; Exposure, Occurrence, and Impact Drivers; Controlling Exposure, Occurrence, and Impact; Controllable, Predictable, Observable, and Hidden Drivers; Cost of Decisions; Risk Financing; Risk Management Programme as an Influence Diagram Modelling an Individual Risk or the Risk Management ProgrammeSummary; 2 Tool Box; Probability Basics; Introduction to Probability Theory; Conditional Probabilities; Independence; Bayes' Theorem; Random Variables; Moments of a Random Variable; Continuous Random Variables; Main Probability Distributions; Introduction-the Binomial Distribution; Overview of Usual Distributions; Fundamental Theorems of Probability Theory; Empirical Estimation; Estimating Probabilities from Data; Fitting a Distribution from Data; Expert Estimation; From Data to Knowledge Estimating Probabilities from Expert KnowledgeEstimating a Distribution from Expert Knowledge; Identifying the Causal Structure of a Domain; Conclusion; Bayesian Networks and Influence Diagrams; Introduction to the Case; Introduction to Bayesian Networks; Nodes and Variables; Probabilities; Dependencies; Inference; Learning; Extension to Influence Diagrams; Introduction to Monte Carlo Simulation; Introduction; Introductory Example: Structured Funds; Risk Management Example 1 - Hedging Weather Risk; Description; Collecting Information; Model; Manual Scenario; Monte Carlo Simulation; Summary Risk Management Example 2- Potential Earthquake in Cement IndustryAnalysis; Model; Monte Carlo Simulation; Conclusion; A Bit of Theory; Introduction; Definition; Estimation According to Monte Carlo Simulation; Random Variable Generation; Variance Reduction; Software Tools; 3 Quantitative Risk Assessment: A Knowledge Modelling Process; Introduction; Increasing Awareness of Exposures and Stakes; Objectives of Risk Assessment; Issues in Risk Quantification; Risk Quantification: A Knowledge Management Process; The Basel II Framework for Operational Risk; Introduction; The Three Pillars Operational Risk |
| Record Nr. | UNINA-9910143737403321 |
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Condamin Laurent
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| Chichester, West Sussex, England ; ; Hoboken, NJ, : John Wiley, c2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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