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Operational risk assessment : the commercial imperative of a more forensic and transparent approach / / Brendon Young and Rodney Coleman
| Operational risk assessment : the commercial imperative of a more forensic and transparent approach / / Brendon Young and Rodney Coleman |
| Autore | Young Brendon |
| Pubbl/distr/stampa | Hoboken, New Jersey : , : John Wiley & Sons, Inc., , 2009 |
| Descrizione fisica | 1 online resource (458 p.) |
| Disciplina |
658.15/5
658.155 |
| Collana | The Wiley Finance Series |
| Soggetto topico |
Financial risk management
Banks and banking - Risk management Financial services industry - Risk management |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-119-20705-3
1-282-93961-0 9786612939617 0-470-74599-1 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Operational Risk Assessment; Contents; Foreword; Preface; Acknowledgements; About the Authors; Abbreviations; PART I THE ASSESSMENT OF RISK AND ITS STRATEGIC IMPORTANCE; 1 Introduction; 1.1 Executive Overview: Responsiveness, Competitive Advantage, and Survival; 1.2 Understanding the Increasingly Complex and Competitive Banking Environment; 1.3 Risk Management and Strategy - Identifying Winners and Losers; 1.4 Capital - Understanding and Assessing its Importance and Limitations; 2 The Importance of Corporate Governance; 2.1 Defining Corporate Governance
2.2 Understanding the Importance of Corporate Governance and Ethics2.3 International Organizations and their Activities; 2.4 The Basel Paper on Corporate Governance for Banks; 2.5 Countries: Their Different Requirements and Experiences; 2.6 Board Structures; 2.7 Shareholder Activism and Extra-Financial Issues; 2.8 Assessing Governance, Bribery, and Corruption; 2.9 Key Considerations; 2.10 Conclusions; Appendix 2A; 3 Fundamental Assessment; 3.1 Introduction; 3.2 The Fundamental Relationship Between Credit Risk, Market Risk, and Operational Risk; 3.3 External Assessment Frameworks 3.4 Credit Rating Agencies' Approach: The 7 Pillars3.5 Moody's Operational Risk Assessments - Towards a More Forensic Approach; 3.6 The Regulatory Approach - Development of the Arrow Framework; 3.7 Enhanced Analytics; 3.8 Measuring Customer Satisfaction and Loyalty; Appendix 3A; Appendix 3B; 4 An Introduction to Risk and Default Analysis; 4.1 Predicting Soundness; 4.2 Argenti's A-score: Causes of Business Failure; 4.3 Statistical Failure Prediction Models; 4.4 Credit Risk Models; 4.5 Merton's 1974 Model; 4.6 The KMV Model; 4.7 CreditRisk +; 4.8 Portfolio Credit Risk Models 4.9 Internal Operational Risk Models4.10 Commercially Available Operational Risk Systems and Models; 5 Control Risk Self Assessment (CRSA) - A Behavioural Approach to Risk Management; 5.1 Introduction; 5.2 Advocates; 5.3 Defining Control Risk Self Assessment; 5.4 Benefits and Limitations of a CRSA Approach; 5.5 Residual Risks; 5.6 Methodology; 5.7 Types of Meeting; 5.8 Questionnaires and Weightings; 5.9 Resource Allocation; 5.10 Loss Data; 5.11 Determination of Capital Requirement; 5.12 Developing and Refining the System; 5.13 Achieving and Maintaining Credibility and Appropriateness 5.14 Validation5.15 Auditing; 5.16 The Relationship between Risk Management and Knowledge Management; 5.17 Aetiology of Knowledge Management; 5.18 Avoiding Ossification; 5.19 Managing Risk within Communities of Practice; 5.20 Flexibility and Responsiveness; 5.21 The Limitations of Enforced Best Practice; 5.22 Benchmarking and Stress Testing Human Factors; 5.23 Reasons for Failure; 6 Data and Data Collection; 6.1 The Importance of Data; 6.2 The Regulatory Perspective; 6.3 Sources and Limitations of Data; 6.4 Not All Data will be Recorded 6.5 Differences in Approach Lead to Variations in Capital Requirement |
| Record Nr. | UNINA-9910141049603321 |
Young Brendon
|
||
| Hoboken, New Jersey : , : John Wiley & Sons, Inc., , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Operational risk assessment : the commercial imperative of a more forensic and transparent approach / / Brendon Young and Rodney Coleman
| Operational risk assessment : the commercial imperative of a more forensic and transparent approach / / Brendon Young and Rodney Coleman |
| Autore | Young Brendon |
| Pubbl/distr/stampa | Hoboken, New Jersey : , : John Wiley & Sons, Inc., , 2009 |
| Descrizione fisica | 1 online resource (458 p.) |
| Disciplina |
658.15/5
658.155 |
| Collana | The Wiley Finance Series |
| Soggetto topico |
Financial risk management
Banks and banking - Risk management Financial services industry - Risk management |
| ISBN |
1-119-20705-3
1-282-93961-0 9786612939617 0-470-74599-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Operational Risk Assessment; Contents; Foreword; Preface; Acknowledgements; About the Authors; Abbreviations; PART I THE ASSESSMENT OF RISK AND ITS STRATEGIC IMPORTANCE; 1 Introduction; 1.1 Executive Overview: Responsiveness, Competitive Advantage, and Survival; 1.2 Understanding the Increasingly Complex and Competitive Banking Environment; 1.3 Risk Management and Strategy - Identifying Winners and Losers; 1.4 Capital - Understanding and Assessing its Importance and Limitations; 2 The Importance of Corporate Governance; 2.1 Defining Corporate Governance
2.2 Understanding the Importance of Corporate Governance and Ethics2.3 International Organizations and their Activities; 2.4 The Basel Paper on Corporate Governance for Banks; 2.5 Countries: Their Different Requirements and Experiences; 2.6 Board Structures; 2.7 Shareholder Activism and Extra-Financial Issues; 2.8 Assessing Governance, Bribery, and Corruption; 2.9 Key Considerations; 2.10 Conclusions; Appendix 2A; 3 Fundamental Assessment; 3.1 Introduction; 3.2 The Fundamental Relationship Between Credit Risk, Market Risk, and Operational Risk; 3.3 External Assessment Frameworks 3.4 Credit Rating Agencies' Approach: The 7 Pillars3.5 Moody's Operational Risk Assessments - Towards a More Forensic Approach; 3.6 The Regulatory Approach - Development of the Arrow Framework; 3.7 Enhanced Analytics; 3.8 Measuring Customer Satisfaction and Loyalty; Appendix 3A; Appendix 3B; 4 An Introduction to Risk and Default Analysis; 4.1 Predicting Soundness; 4.2 Argenti's A-score: Causes of Business Failure; 4.3 Statistical Failure Prediction Models; 4.4 Credit Risk Models; 4.5 Merton's 1974 Model; 4.6 The KMV Model; 4.7 CreditRisk +; 4.8 Portfolio Credit Risk Models 4.9 Internal Operational Risk Models4.10 Commercially Available Operational Risk Systems and Models; 5 Control Risk Self Assessment (CRSA) - A Behavioural Approach to Risk Management; 5.1 Introduction; 5.2 Advocates; 5.3 Defining Control Risk Self Assessment; 5.4 Benefits and Limitations of a CRSA Approach; 5.5 Residual Risks; 5.6 Methodology; 5.7 Types of Meeting; 5.8 Questionnaires and Weightings; 5.9 Resource Allocation; 5.10 Loss Data; 5.11 Determination of Capital Requirement; 5.12 Developing and Refining the System; 5.13 Achieving and Maintaining Credibility and Appropriateness 5.14 Validation5.15 Auditing; 5.16 The Relationship between Risk Management and Knowledge Management; 5.17 Aetiology of Knowledge Management; 5.18 Avoiding Ossification; 5.19 Managing Risk within Communities of Practice; 5.20 Flexibility and Responsiveness; 5.21 The Limitations of Enforced Best Practice; 5.22 Benchmarking and Stress Testing Human Factors; 5.23 Reasons for Failure; 6 Data and Data Collection; 6.1 The Importance of Data; 6.2 The Regulatory Perspective; 6.3 Sources and Limitations of Data; 6.4 Not All Data will be Recorded 6.5 Differences in Approach Lead to Variations in Capital Requirement |
| Record Nr. | UNINA-9910830087303321 |
|
Young Brendon
|
||
| Hoboken, New Jersey : , : John Wiley & Sons, Inc., , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Operational risk modeling in financial services : the exposure, occurrence, impact method / / Patrick Naim, Laurent Condamin
| Operational risk modeling in financial services : the exposure, occurrence, impact method / / Patrick Naim, Laurent Condamin |
| Autore | Naïm Patrick |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | Chichester, West Sussex : , : Wiley, , 2019 |
| Descrizione fisica | 1 online resource (323 pages) |
| Disciplina | 332.1068/1 |
| Collana | Wiley finance series |
| Soggetto topico |
Financial services industry - Risk management
Banks and banking - Risk management Financial risk management |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-119-50854-1
1-119-50843-6 1-119-50855-X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910467348803321 |
|
Naïm Patrick
|
||
| Chichester, West Sussex : , : Wiley, , 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Operational risk modeling in financial services : the exposure, occurrence, impact method / / Patrick Naim, Laurent Condamin
| Operational risk modeling in financial services : the exposure, occurrence, impact method / / Patrick Naim, Laurent Condamin |
| Autore | Naïm Patrick |
| Edizione | [First edition] |
| Pubbl/distr/stampa | Chichester, West Sussex : , : Wiley, , 2019 |
| Descrizione fisica | 1 online resource (323 pages) |
| Disciplina | 332.1068/1 |
| Collana |
Wiley finance series.
THEi Wiley ebooks. |
| Soggetto topico |
Financial services industry - Risk management
Banks and banking - Risk management Financial risk management |
| ISBN |
1-119-50854-1
1-119-50843-6 1-119-50855-X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910533425403321 |
|
Naïm Patrick
|
||
| Chichester, West Sussex : , : Wiley, , 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Operational risk modeling in financial services : the exposure, occurrence, impact method / / Patrick Naim, Laurent Condamin
| Operational risk modeling in financial services : the exposure, occurrence, impact method / / Patrick Naim, Laurent Condamin |
| Autore | Naïm Patrick |
| Edizione | [First edition] |
| Pubbl/distr/stampa | Chichester, West Sussex : , : Wiley, , 2019 |
| Descrizione fisica | 1 online resource (323 pages) |
| Disciplina | 332.1068/1 |
| Collana |
Wiley finance series.
THEi Wiley ebooks. |
| Soggetto topico |
Financial services industry - Risk management
Banks and banking - Risk management Financial risk management |
| ISBN |
1-119-50854-1
1-119-50843-6 1-119-50855-X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910807985803321 |
|
Naïm Patrick
|
||
| Chichester, West Sussex : , : Wiley, , 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Operations risk [[electronic resource] ] : managing a key component of operations risk under Basel II / / David Loader
| Operations risk [[electronic resource] ] : managing a key component of operations risk under Basel II / / David Loader |
| Autore | Loader David |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Oxford ; ; Burlington, MA, : Butterworth-Heinemann, 2007 |
| Descrizione fisica | 1 online resource (189 p.) |
| Disciplina | 332.1068 |
| Collana | Elsevier Finance |
| Soggetto topico |
Financial services industry - Risk management
Service industries - Risk management |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-280-75197-5
9786610751976 0-08-046948-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Front Cover; Operations Risk; Copyright Page; Table of Contents; Introduction; Chapter 1 The operational risk universe; Post barings; The influence of BIS; Operational risk management; Types of risk; Chapter 2 Defining operations risk in investment and retail banking; Retail banking; Managing operations risk in retail banking; Types of operations risk affecting retail banks; Customer account errors; Immediate observations; Possible outcomes; Action; Risk impact; Damage limitation and preventative action; Managing other operations risks; Risk in Investment Banking; Chapter 3 Operations risk
Analysing the risk valueSummary of operations risk; Market risk; Management risk; Market or principal risk; Credit or counterparty risk; Operational risk; Other risks; Understanding risk; Operations management; Chapter 4 Managing the risk; How does the business manage operations risk?; Devising a strategy to manage operations risk; Self-assessment techniques; "Risk envelopes"; "Risk waves"; "Risk scoring"; "Fishbone analysis of cause"; Risk volcanoes; Summary; Chapter 5 Understanding a risk event; Pre-event; Time lag; Realisation; Mitigation; Lessons learned Chapter 6 Workflow and operations riskPeople; Management; Analysing risk in the workflow; Analysing workflow; Chapter 7 Risk and regulation; Regulation in respect of custody services; Regulation affecting brokers and fund management companies; Exchange and clearing house regulation; Summary details on regulation; Summary; Chapter 8 Innovative tools to manage people risks; Analysing Hypnotherapy as a tool to reduce operations risk; Hypnotherapy; Chapter 9 Insourcing and outsourcing risk; Guiding principles - Overview; Case study 1: German loan factory Case study 2: Australian regulator investigates bank outsourcingCase study 3: Outsourcing unit pricing for managed funds; Case study 4: OCC action against a bank and service provider; Case study 5: Joint examinations of third-party service providers in the United States; Summary; Glossary of risk terminology; Publications; Useful websites; Appendix 1: Consolidated KYC risk management; Introduction; Global process for managing KYC risks; Customer acceptance policy; Customer identification; Monitoring of accounts and transactions; Consolidated risk management and information sharing Mixed financial groupsThe role of the supervisor; Appendix 2: A collection of excerpts and published operational risk guidelines and recommendations; Derivatives; About the FOA; Appendix 3: Global clearing and settlement - The G30 twenty recommendations; Managing Operational Risk; FX Settlement Risk; Why CLS?; How CLS works; CLS in business; Who is involved; Settlement Members' customers; CLS group of companies; Appendix 4: ISSA recommendations 2000; International Securities Services Association ISSA; 1. Introduction; 1.1 Objectives of this Report; 1.2 Overview of the Process 1.3 Relationship Between the ISSA Recommendations and Other Initiatives |
| Record Nr. | UNINA-9910457937103321 |
|
Loader David
|
||
| Oxford ; ; Burlington, MA, : Butterworth-Heinemann, 2007 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Operations risk [[electronic resource] ] : managing a key component of operations risk under Basel II / / David Loader
| Operations risk [[electronic resource] ] : managing a key component of operations risk under Basel II / / David Loader |
| Autore | Loader David |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Oxford ; ; Burlington, MA, : Butterworth-Heinemann, 2007 |
| Descrizione fisica | 1 online resource (189 p.) |
| Disciplina | 332.1068 |
| Collana | Elsevier Finance |
| Soggetto topico |
Financial services industry - Risk management
Service industries - Risk management |
| ISBN |
1-280-75197-5
9786610751976 0-08-046948-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Front Cover; Operations Risk; Copyright Page; Table of Contents; Introduction; Chapter 1 The operational risk universe; Post barings; The influence of BIS; Operational risk management; Types of risk; Chapter 2 Defining operations risk in investment and retail banking; Retail banking; Managing operations risk in retail banking; Types of operations risk affecting retail banks; Customer account errors; Immediate observations; Possible outcomes; Action; Risk impact; Damage limitation and preventative action; Managing other operations risks; Risk in Investment Banking; Chapter 3 Operations risk
Analysing the risk valueSummary of operations risk; Market risk; Management risk; Market or principal risk; Credit or counterparty risk; Operational risk; Other risks; Understanding risk; Operations management; Chapter 4 Managing the risk; How does the business manage operations risk?; Devising a strategy to manage operations risk; Self-assessment techniques; "Risk envelopes"; "Risk waves"; "Risk scoring"; "Fishbone analysis of cause"; Risk volcanoes; Summary; Chapter 5 Understanding a risk event; Pre-event; Time lag; Realisation; Mitigation; Lessons learned Chapter 6 Workflow and operations riskPeople; Management; Analysing risk in the workflow; Analysing workflow; Chapter 7 Risk and regulation; Regulation in respect of custody services; Regulation affecting brokers and fund management companies; Exchange and clearing house regulation; Summary details on regulation; Summary; Chapter 8 Innovative tools to manage people risks; Analysing Hypnotherapy as a tool to reduce operations risk; Hypnotherapy; Chapter 9 Insourcing and outsourcing risk; Guiding principles - Overview; Case study 1: German loan factory Case study 2: Australian regulator investigates bank outsourcingCase study 3: Outsourcing unit pricing for managed funds; Case study 4: OCC action against a bank and service provider; Case study 5: Joint examinations of third-party service providers in the United States; Summary; Glossary of risk terminology; Publications; Useful websites; Appendix 1: Consolidated KYC risk management; Introduction; Global process for managing KYC risks; Customer acceptance policy; Customer identification; Monitoring of accounts and transactions; Consolidated risk management and information sharing Mixed financial groupsThe role of the supervisor; Appendix 2: A collection of excerpts and published operational risk guidelines and recommendations; Derivatives; About the FOA; Appendix 3: Global clearing and settlement - The G30 twenty recommendations; Managing Operational Risk; FX Settlement Risk; Why CLS?; How CLS works; CLS in business; Who is involved; Settlement Members' customers; CLS group of companies; Appendix 4: ISSA recommendations 2000; International Securities Services Association ISSA; 1. Introduction; 1.1 Objectives of this Report; 1.2 Overview of the Process 1.3 Relationship Between the ISSA Recommendations and Other Initiatives |
| Record Nr. | UNINA-9910784457703321 |
|
Loader David
|
||
| Oxford ; ; Burlington, MA, : Butterworth-Heinemann, 2007 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Operations risk [[electronic resource] ] : managing a key component of operations risk under Basel II / / David Loader
| Operations risk [[electronic resource] ] : managing a key component of operations risk under Basel II / / David Loader |
| Autore | Loader David |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Oxford ; ; Burlington, MA, : Butterworth-Heinemann, 2007 |
| Descrizione fisica | 1 online resource (189 p.) |
| Disciplina | 332.1068 |
| Collana | Elsevier Finance |
| Soggetto topico |
Financial services industry - Risk management
Service industries - Risk management |
| ISBN |
1-280-75197-5
9786610751976 0-08-046948-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Front Cover; Operations Risk; Copyright Page; Table of Contents; Introduction; Chapter 1 The operational risk universe; Post barings; The influence of BIS; Operational risk management; Types of risk; Chapter 2 Defining operations risk in investment and retail banking; Retail banking; Managing operations risk in retail banking; Types of operations risk affecting retail banks; Customer account errors; Immediate observations; Possible outcomes; Action; Risk impact; Damage limitation and preventative action; Managing other operations risks; Risk in Investment Banking; Chapter 3 Operations risk
Analysing the risk valueSummary of operations risk; Market risk; Management risk; Market or principal risk; Credit or counterparty risk; Operational risk; Other risks; Understanding risk; Operations management; Chapter 4 Managing the risk; How does the business manage operations risk?; Devising a strategy to manage operations risk; Self-assessment techniques; "Risk envelopes"; "Risk waves"; "Risk scoring"; "Fishbone analysis of cause"; Risk volcanoes; Summary; Chapter 5 Understanding a risk event; Pre-event; Time lag; Realisation; Mitigation; Lessons learned Chapter 6 Workflow and operations riskPeople; Management; Analysing risk in the workflow; Analysing workflow; Chapter 7 Risk and regulation; Regulation in respect of custody services; Regulation affecting brokers and fund management companies; Exchange and clearing house regulation; Summary details on regulation; Summary; Chapter 8 Innovative tools to manage people risks; Analysing Hypnotherapy as a tool to reduce operations risk; Hypnotherapy; Chapter 9 Insourcing and outsourcing risk; Guiding principles - Overview; Case study 1: German loan factory Case study 2: Australian regulator investigates bank outsourcingCase study 3: Outsourcing unit pricing for managed funds; Case study 4: OCC action against a bank and service provider; Case study 5: Joint examinations of third-party service providers in the United States; Summary; Glossary of risk terminology; Publications; Useful websites; Appendix 1: Consolidated KYC risk management; Introduction; Global process for managing KYC risks; Customer acceptance policy; Customer identification; Monitoring of accounts and transactions; Consolidated risk management and information sharing Mixed financial groupsThe role of the supervisor; Appendix 2: A collection of excerpts and published operational risk guidelines and recommendations; Derivatives; About the FOA; Appendix 3: Global clearing and settlement - The G30 twenty recommendations; Managing Operational Risk; FX Settlement Risk; Why CLS?; How CLS works; CLS in business; Who is involved; Settlement Members' customers; CLS group of companies; Appendix 4: ISSA recommendations 2000; International Securities Services Association ISSA; 1. Introduction; 1.1 Objectives of this Report; 1.2 Overview of the Process 1.3 Relationship Between the ISSA Recommendations and Other Initiatives |
| Record Nr. | UNINA-9910815975503321 |
|
Loader David
|
||
| Oxford ; ; Burlington, MA, : Butterworth-Heinemann, 2007 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Quantitative risk management [[electronic resource] ] : a practical guide to financial risk / / Thomas S. Coleman
| Quantitative risk management [[electronic resource] ] : a practical guide to financial risk / / Thomas S. Coleman |
| Autore | Coleman Thomas Sedgwick <1955-> |
| Pubbl/distr/stampa | Hoboken, New Jersey, : John Wiley & Sons, Inc., [2012] |
| Descrizione fisica | 1 online resource (578 p.) |
| Disciplina | 658.155 |
| Collana | Wiley finance series |
| Soggetto topico |
Financial services industry - Risk management
Financial risk management Capital market |
| ISBN |
1-280-58912-4
9786613618955 1-118-26077-5 1-118-22210-5 |
| Classificazione | BUS027000 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
QUANTITATIVE RISK MANAGEMENT: A Practical Guide to Financial Risk; Contents; Foreword; Preface; Acknowledgments; PART ONE: Managing Risk; CHAPTER 1: Risk Management versus Risk Measurement; CHAPTER 2: Risk, Uncertainty, Probability, and Luck; CHAPTER 3: Managing Risk; CHAPTER 4: Financial Risk Events; CHAPTER 5: Practical Risk Techniques; CHAPTER 6: Uses and Limitations of Quantitative Techniques; PART TWO: Measuring Risk; CHAPTER 7: Introduction to Quantitative Risk Measurement; CHAPTER 8: Risk and Summary Measures: Volatility and VaR; CHAPTER 9: Using Volatility and VaR
CHAPTER 10: Portfolio Risk Analytics and ReportingCHAPTER 11: Credit Risk; CHAPTER 12: Liquidity and Operational Risk; CHAPTER 13: Conclusion; About the Companion Web Site; References; About the Author; Index |
| Record Nr. | UNINA-9910790177003321 |
|
Coleman Thomas Sedgwick <1955->
|
||
| Hoboken, New Jersey, : John Wiley & Sons, Inc., [2012] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Quantitative risk management [[electronic resource] ] : a practical guide to financial risk / / Thomas S. Coleman
| Quantitative risk management [[electronic resource] ] : a practical guide to financial risk / / Thomas S. Coleman |
| Autore | Coleman Thomas Sedgwick <1955-> |
| Pubbl/distr/stampa | Hoboken, New Jersey, : John Wiley & Sons, Inc., [2012] |
| Descrizione fisica | 1 online resource (578 p.) |
| Disciplina | 658.155 |
| Collana | Wiley finance series |
| Soggetto topico |
Financial services industry - Risk management
Financial risk management Capital market |
| ISBN |
1-280-58912-4
9786613618955 1-118-26077-5 1-118-22210-5 |
| Classificazione | BUS027000 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
QUANTITATIVE RISK MANAGEMENT: A Practical Guide to Financial Risk; Contents; Foreword; Preface; Acknowledgments; PART ONE: Managing Risk; CHAPTER 1: Risk Management versus Risk Measurement; CHAPTER 2: Risk, Uncertainty, Probability, and Luck; CHAPTER 3: Managing Risk; CHAPTER 4: Financial Risk Events; CHAPTER 5: Practical Risk Techniques; CHAPTER 6: Uses and Limitations of Quantitative Techniques; PART TWO: Measuring Risk; CHAPTER 7: Introduction to Quantitative Risk Measurement; CHAPTER 8: Risk and Summary Measures: Volatility and VaR; CHAPTER 9: Using Volatility and VaR
CHAPTER 10: Portfolio Risk Analytics and ReportingCHAPTER 11: Credit Risk; CHAPTER 12: Liquidity and Operational Risk; CHAPTER 13: Conclusion; About the Companion Web Site; References; About the Author; Index |
| Record Nr. | UNINA-9910815916603321 |
|
Coleman Thomas Sedgwick <1955->
|
||
| Hoboken, New Jersey, : John Wiley & Sons, Inc., [2012] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
