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Energy, environment, natural resources and business competitiveness [[electronic resource] ] : the fragility of interdependence / / Dimitris N. Chorafas
| Energy, environment, natural resources and business competitiveness [[electronic resource] ] : the fragility of interdependence / / Dimitris N. Chorafas |
| Autore | Chorafas Dimitris N |
| Pubbl/distr/stampa | Farnham, England ; ; Burlington, Vt., : Gower, c2011 |
| Descrizione fisica | 1 online resource (387 p.) |
| Disciplina | 333.79 |
| Soggetto topico |
Energy development
Power resources - Economic aspects Power resources - Environmental aspects Energy policy |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-317-14362-0
1-317-14361-2 1-283-08953-X 9786613089533 0-566-09235-2 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | pt. 1. The pillars of a realistic energy policy -- pt. 2. Biofuels, the green and blue revolutions, and agricultural policy -- pt. 3. Business consequences of a deteriorating world environment -- pt. 4. The world's salient problem has not been solved -- pt. 5. Appendices. |
| Record Nr. | UNINA-9910460257103321 |
Chorafas Dimitris N
|
||
| Farnham, England ; ; Burlington, Vt., : Gower, c2011 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Energy, environment, natural resources and business competitiveness [[electronic resource] ] : the fragility of interdependence / / Dimitris N. Chorafas
| Energy, environment, natural resources and business competitiveness [[electronic resource] ] : the fragility of interdependence / / Dimitris N. Chorafas |
| Autore | Chorafas Dimitris N |
| Pubbl/distr/stampa | Farnham, England ; ; Burlington, Vt., : Gower, c2011 |
| Descrizione fisica | 1 online resource (387 p.) |
| Disciplina | 333.79 |
| Soggetto topico |
Energy development
Power resources - Economic aspects Power resources - Environmental aspects Energy policy |
| ISBN |
1-315-57957-X
1-317-14362-0 1-317-14361-2 1-283-08953-X 9786613089533 0-566-09235-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | pt. 1. The pillars of a realistic energy policy -- pt. 2. Biofuels, the green and blue revolutions, and agricultural policy -- pt. 3. Business consequences of a deteriorating world environment -- pt. 4. The world's salient problem has not been solved -- pt. 5. Appendices. |
| Record Nr. | UNINA-9910790100803321 |
|
Chorafas Dimitris N
|
||
| Farnham, England ; ; Burlington, Vt., : Gower, c2011 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
IFRS, fair value and corporate governance [[electronic resource] ] : the impact on budgets, balance sheets and management accounts / / Dimitris N. Chorafas
| IFRS, fair value and corporate governance [[electronic resource] ] : the impact on budgets, balance sheets and management accounts / / Dimitris N. Chorafas |
| Autore | Chorafas Dimitris N |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Oxford ; ; Burlington, MA, : Elsevier, 2006 |
| Descrizione fisica | 1 online resource (497 p.) |
| Disciplina |
657
657.0218 |
| Soggetto topico |
Accounting - Standards
Financial statements - Standards Fair value - Accounting Corporate governance |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-280-64245-9
9786610642458 0-08-046166-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; IFRS, Fair Value and Corporate Governance; Contents; Preface; Selected Abbreviations; New Rules of Competition and Accounting Standards; The International Accounting Standards Board and Corporate Governance; Dynamics of International Financial Reporting Standards; The Controversy over IAS 39; IAS 39 and the Recognition of Derivatives Risk; Project Management for Implementation of IFRS; An IFRS Task Force Case Study. Top Management Responsibility; Management Accounting and Corporate Governance; Budgeting: A Case Study on Financial Planning; Valuing Assets: The Challenge of Being 'Right'
Business Ethics Add Value to Financial Disclosures Forward-Looking Statements, Models, Earnings, and Goodwill; Balance Sheets and Income Statements as Management Tools; Economic Capital Is on Both Sides of the Balance Sheet; The Real-Time Management Report; Internal Control, Stress Testing, and Effective Risk Management; The Role of the Audit Committee; Index |
| Record Nr. | UNINA-9910457944903321 |
|
Chorafas Dimitris N
|
||
| Oxford ; ; Burlington, MA, : Elsevier, 2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
IFRS, fair value and corporate governance [[electronic resource] ] : the impact on budgets, balance sheets and management accounts / / Dimitris N. Chorafas
| IFRS, fair value and corporate governance [[electronic resource] ] : the impact on budgets, balance sheets and management accounts / / Dimitris N. Chorafas |
| Autore | Chorafas Dimitris N |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Oxford ; ; Burlington, MA, : Elsevier, 2006 |
| Descrizione fisica | 1 online resource (497 p.) |
| Disciplina |
657
657.0218 |
| Soggetto topico |
Accounting - Standards
Financial statements - Standards Fair value - Accounting Corporate governance |
| ISBN |
1-280-64245-9
9786610642458 0-08-046166-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; IFRS, Fair Value and Corporate Governance; Contents; Preface; Selected Abbreviations; New Rules of Competition and Accounting Standards; The International Accounting Standards Board and Corporate Governance; Dynamics of International Financial Reporting Standards; The Controversy over IAS 39; IAS 39 and the Recognition of Derivatives Risk; Project Management for Implementation of IFRS; An IFRS Task Force Case Study. Top Management Responsibility; Management Accounting and Corporate Governance; Budgeting: A Case Study on Financial Planning; Valuing Assets: The Challenge of Being 'Right'
Business Ethics Add Value to Financial Disclosures Forward-Looking Statements, Models, Earnings, and Goodwill; Balance Sheets and Income Statements as Management Tools; Economic Capital Is on Both Sides of the Balance Sheet; The Real-Time Management Report; Internal Control, Stress Testing, and Effective Risk Management; The Role of the Audit Committee; Index |
| Record Nr. | UNINA-9910784366403321 |
|
Chorafas Dimitris N
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||
| Oxford ; ; Burlington, MA, : Elsevier, 2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Quality control applications / / Dimitris N. Chorafas
| Quality control applications / / Dimitris N. Chorafas |
| Autore | Chorafas Dimitris N |
| Edizione | [1st ed. 2013.] |
| Pubbl/distr/stampa | London ; ; New York, : Springer, 2012, c2013 |
| Descrizione fisica | 1 online resource (327 p.) |
| Disciplina |
658.5
658.562 |
| Collana | Springer series in reliability engineering |
| Soggetto topico |
Quality control
Production management - Quality control |
| ISBN |
9786613924391
9781283611947 1283611945 9781447129660 1447129660 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Part One: Product Quality.-1.Product Assurance -- 2.Quality Control -- 3.Designing for Quality -- Part Two: Service Quality -- 4.Service Assurance. A Case Study -- 5.Man-Made Catastrophes are the Result of Wanting Service Assurance -- Part Three: Product Reliability -- 6.Reliability Assurance -- 7. Reliability and Life-Cycle Maintenance -- Part Four: Statistical Inference -- 8. A Brief Introduction to Stochastic Thinking -- 9.Sampling Methods -- 10.Operating Characteristic Curves -- 11.Experimental Design and Latin Squares -- Part Five: Statistical Quality Control -- 12.Fundametnals of Statistical Quality Inspection -- 13. Quality Control Charts By Variables -- 14.Quality Control Charts by Attributes -- 15.The Culture of Statistical Quality Control. |
| Record Nr. | UNINA-9910437892303321 |
|
Chorafas Dimitris N
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||
| London ; ; New York, : Springer, 2012, c2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Risk management technology in financial services [[electronic resource] ] : risk control, stress testing, models, and IT systems and structures / / Dimitris N. Chorafas
| Risk management technology in financial services [[electronic resource] ] : risk control, stress testing, models, and IT systems and structures / / Dimitris N. Chorafas |
| Autore | Chorafas Dimitris N |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Burlington, MA. ; ; Oxford, : Butterworth-Heinemann, 2007 |
| Descrizione fisica | 1 online resource (353 p.) |
| Disciplina | 332.10684 |
| Collana | Elsevier finance |
| Soggetto topico |
Financial services industry - Information resources management
Financial services industry Risk management |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-281-01474-5
9786611014742 0-08-049809-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Front 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
2.3 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 4.1 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 5.5 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 7.2 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 9.2 Errors and uncertainty can be both friend and foe |
| Record Nr. | UNINA-9910457669903321 |
|
Chorafas Dimitris N
|
||
| Burlington, MA. ; ; Oxford, : Butterworth-Heinemann, 2007 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Risk management technology in financial services [[electronic resource] ] : risk control, stress testing, models, and IT systems and structures / / Dimitris N. Chorafas
| Risk management technology in financial services [[electronic resource] ] : risk control, stress testing, models, and IT systems and structures / / Dimitris N. Chorafas |
| Autore | Chorafas Dimitris N |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Burlington, MA. ; ; Oxford, : Butterworth-Heinemann, 2007 |
| Descrizione fisica | 1 online resource (353 p.) |
| Disciplina | 332.10684 |
| Collana | Elsevier finance |
| Soggetto topico |
Financial services industry - Information resources management
Financial services industry Risk management |
| ISBN |
1-281-01474-5
9786611014742 0-08-049809-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Front 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
2.3 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 4.1 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 5.5 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 7.2 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 9.2 Errors and uncertainty can be both friend and foe |
| Record Nr. | UNINA-9910784349503321 |
|
Chorafas Dimitris N
|
||
| Burlington, MA. ; ; Oxford, : Butterworth-Heinemann, 2007 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Risk management technology in financial services : risk control, stress testing, models, and IT systems and structures / / Dimitris N. Chorafas
| Risk management technology in financial services : risk control, stress testing, models, and IT systems and structures / / Dimitris N. Chorafas |
| Autore | Chorafas Dimitris N |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Burlington, MA. ; ; Oxford, : Butterworth-Heinemann, 2007 |
| Descrizione fisica | 1 online resource (353 p.) |
| Disciplina | 332.10684 |
| Collana | Elsevier finance |
| Soggetto topico |
Financial services industry - Information resources management
Financial services industry Risk management |
| ISBN |
9786611014742
9781281014740 1281014745 9780080498096 0080498094 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Front 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
2.3 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 4.1 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 5.5 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 7.2 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 9.2 Errors and uncertainty can be both friend and foe |
| Record Nr. | UNINA-9910958048703321 |
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Chorafas Dimitris N
|
||
| Burlington, MA. ; ; Oxford, : Butterworth-Heinemann, 2007 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Science and Technology / / by Dimitris N. Chorafas
| Science and Technology / / by Dimitris N. Chorafas |
| Autore | Chorafas Dimitris N |
| Edizione | [1st ed. 2015.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2015 |
| Descrizione fisica | 1 online resource (215 p.) |
| Disciplina |
507.1
621.042 |
| Soggetto topico |
Energy policy
Science - Study and teaching Energy Policy, Economics and Management Science Education |
| ISBN | 3-319-09189-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
""Foreword""; ""Preface""; ""Contents""; ""1 Science""; ""1.1 Natural Philosophy""; ""1.2 Evolution of Scientific Thought""; ""1.3 Basic and Applied Research""; ""1.4 From the Very Small to the Very Big""; ""1.5 Lasers. An Example""; ""1.6 Critical Examination: The Socratic Method""; ""1.7 Headwinds to Research and Science""; ""2 Philosophy, Science and Ethics""; ""2.1 Philosophy: Know Yourself""; ""2.2 Philosophy and Science: Thales""; ""2.3 Protagoras""; ""2.4 Philosophy and Beliefs: Pythagoras""; ""2.5 Life and Death""; ""2.6 Science and Ethics""
""2.7 Research on Improving the Quality of Life""""2.8 Why Science Is Amoral""; ""3 The Physicist�s Method""; ""3.1 Scientific Experiments""; ""3.2 The Heart of the Matter""; ""3.3 Cause and Effect""; ""3.4 Laws in Physics: A Case Study with Entropy""; ""3.5 Entropy, Noise, and Errors""; ""3.6 Rocket Science and Financial Analysis""; ""3.7 Case Study with Moore�s Law""; ""4 Models and Simulation""; ""4.1 Simulation: Back to Fundamentals""; ""4.2 Simulated Environments""; ""4.3 Simpler and More Complex Models""; ""4.4 Fractals and Chaos Theory""; ""4.5 The Downside of Flawed Models"" ""4.6 Testing Models, Hypotheses, and Forecasts""""5 Education for Science and Technology""; ""5.1 Learning How to Learn""; ""5.2 A Giant Step in Education: The Invention of Writing""; ""5.3 The Use of Knowledge""; ""5.4 Opening the Human Mind: Asymmetries and Nonlinearities""; ""5.5 Technical Analysis of Tools and Models""; ""5.6 Being Proactive""; ""6 Technology""; ""6.1 Technology and Society""; ""6.2 A Brief History of Technology""; ""6.3 Biomedical Engineering. A Case Study""; ""6.4 Meta-Analysis and the Fermi Principle""; ""6.5 Technology�s Impact""; ""6.6 The Risk of Human Errors"" ""8.7 Fracking�s Downside""""8.8 Solar""; ""8.9 Wind Power""; ""9 Challenges of Nuclear Power Production""; ""9.1 An Introduction to Nuclear Power""; ""9.2 Nuclear Power Production in France""; ""9.3 Germany Abandons Nuclear Power""; ""9.4 Japan�s Nuclear Power Catastrophe""; ""9.5 We Should Learn from Past Accidents""; ""9.6 Evaluating the Life Cycle of Nuclear Plants""; ""9.7 The Challenge of Decommissioning Nuclear Plants"" |
| Record Nr. | UNINA-9910299608003321 |
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Chorafas Dimitris N
|
||
| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Stress testing for risk control under Basel II [[electronic resource] /] / Dimitris N. Chorafas
| Stress testing for risk control under Basel II [[electronic resource] /] / Dimitris N. Chorafas |
| Autore | Chorafas Dimitris N |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Oxford ; ; Burlington, MA, : Butterworth-Heinemann, 2007 |
| Descrizione fisica | 1 online resource (355 p.) |
| Disciplina | 658.155 |
| Collana | Elsevier finance |
| Soggetto topico |
Financial risk management
Risk management |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-280-72961-9
9786610729616 0-08-046705-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Front Cover; Stress Testing for Risk Control under Basel II; Copyright Page; Table of Contents; Preface; Warning; Part 1 Stress testing defined; Chapter 1 The need for advanced testing methodology; 1.1 Introduction; 1.2 Risk distributions and extreme events; 1.3 Model uncertainty in simulation and testing; 1.4 Stress testing and the need for transparency; 1.5 Stress testing and confidence intervals; 1.6 Advanced testing methodology for better governance; 1.7 An introduction to the role of information technology in gaining competitiveness; Notes; Chapter 2 Risk and its management
2.1 Introduction 2.2 Risk defined; 2.3 Risk associated with the counterparty; 2.4 Market risk and its variants; 2.5 Risk appetite and risk aversion; 2.6 Systemic risk and event risk; 2.7 Developing a system for risk management; Notes; Chapter 3 The dynamics of stress testing; 3.1 Introduction; 3.2 Stress testing defined; 3.3 Advanced testing and new financial instruments; 3.4 What is the benefit of stress testing?; 3.5 Scenarios, sensitivity analysis and statistical inference; 3.6 Capital at risk under extreme conditions: an example; 3.7 Stress testing and the devil's advocate 3.8 Advice on implementing the stress test Notes; Chapter 4 Stress analysis and its tools; 4.1 Introduction; 4.2 The need for a scientific approach; 4.3 Science and the scientific method; 4.4 Fundamentals of stress analysis; 4.5 Case studies with scenario analysis; 4.6 Using the Delphi method; 4.7 Stress evaluation through sensitivity analysis; 4.8 Fundamentals of statistical inference; Notes; Chapter 5 Worst case scenarios and drills; 5.1 Introduction; 5.2 Worst cases happen when chance meets unpreparedness; 5.3 A bird's-eye view of worst case analysis 5.4 Impaired claims, credit risk and worst case 5.5 Why are worst case drills important?; 5.6 A catastrophe drill undertaken by the International Monetary Fund in 2002; 5.7 The Federal Reserve's 'new bank' and the carry trade; 5.8 The nature of worst case drills is polyvalent; Notes; Chapter 6 Technology strategy for advanced testing; 6.1 Introduction; 6.2 Managing a successful technology effort; 6.3 Innovation and survival of the fittest; 6.4 A phase-shift technology strategy; 6.5 Re-engineering information technology is not an option; it is a 'must' 6.6 Projecting and implementing an enterprise architecture 6.7 Strategic planning should account for information technology's deliverables; Notes; Part 2 Stress testing probability of default, loss given default and exposure at default; Chapter 7 Models and procedures for the study of volatility patterns; 7.1 Introduction; 7.2 Volatility defined; 7.3 Keeping volatility in perspective; 7.4 Improving volatility models through heteroschedasticity; 7.5 Procedural insufficiency among financial institutions and individual investors; 7.6 Algorithmic insufficiency: a case study with value at risk 7.7 The volatility of credit ratings: a case study with General Motors and General Motors Acceptance Corporation |
| Record Nr. | UNINA-9910457670903321 |
|
Chorafas Dimitris N
|
||
| Oxford ; ; Burlington, MA, : Butterworth-Heinemann, 2007 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
