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Winning at risk [[electronic resource] ] : strategies to go beyond Basel / / Annetta Cortez
| Winning at risk [[electronic resource] ] : strategies to go beyond Basel / / Annetta Cortez |
| Autore | Cortez Annetta |
| Pubbl/distr/stampa | Hoboken, N.J., : Wiley, 2011 |
| Descrizione fisica | 1 online resource (274 p.) |
| Disciplina | 332.1068/1 |
| Collana | Wiley finance series |
| Soggetto topico |
Risk management
Portfolio management Financial services industry |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-283-37483-8
9786613374837 1-118-07826-8 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Winning at Risk: Strategies to Go Beyond Basel; Contents; Foreword; Preface; Acknowledgments; Introduction; SEARCHING FOR A SOLUTION; WHY MANAGE RISK?; WHY IS RISK MANAGEMENT DIFFICULT TO IMPLEMENT?; 1 What is Risk?; THE BUSINESS OF RISK; DEFINING RISK: LOSS, UNCERTAINTY, AND HORIZON; MORE WAYS TO THINK ABOUT RISK; TAXONOMY OF RISKS; RISK AND REWARD: MODERN PORTFOLIO THEORY; 2 Risk Management Principles; WORDS TO LIVE BY; KNOW YOUR RISKS; ARTICULATE YOUR RISK APPETITE; DEVELOP A WELL-DEFINED RISK CULTURE; USE A COMMON LANGUAGE
DEVELOP CAPABILITIES AND APPROACHES IN LINE WITH THE SIZE, COMPLEXITY, AND CULTURE OF YOUR ORGANIZATION MAKE IT TRANSPARENT AND COMPREHENSIVE; CONSTRUCT CLEAR LIMITS AND CONTROLS; ALIGN PERFORMANCE AND INCENTIVES TO RISK AND REWARD; DEVELOP COMPREHENSIVE FORECASTING, STRESS TESTING, AND CHALLENGE PROCESSES; PROVIDE ACTIVE LEADERSHIP AND DIRECTION; CONSTRUCT STRONG GOVERNANCE AND OVERSIGHT; MAKE CONTINUOUS IMPROVEMENTS; 3 Building the Risk-Management Framework; ALL THE RIGHT ELEMENTS; YOUR RISK MANAGEMENT ORGANIZATION; YOUR RISK CULTURE; YOUR GOVERNANCE MODEL; YOUR POLICIES AND PROCESSES YOUR DATA AND SYSTEMS 4 Measuring Risk and Capital; WHY MEASURE RISK?; LAYING OUT THE FUNDAMENTALS, FROM THE TOP DOWN; PROBABILITY, EXPOSURE, AND SEVERITY; PROBABILITY DISTRIBUTIONS; EXPECTED LOSS; UNEXPECTED LOSS AND VALUE AT RISK; ECONOMIC CAPITAL; THE ROLE OF DATA AND ASSUMPTIONS; MANAGING ACROSS THE ECONOMIC CYCLE; STRESS TESTING; VALIDATION OF MODELS; MODELING CREDIT RISK; MODELING MARKET RISK; MODELING OPERATIONAL RISK; JUMP DIFFUSION AND EXTREME VALUE THEORY; 5 Managing Trade-Offs Between Risk and Reward; THE CEO CHALLENGE; PERFORMANCE MEASURES-THE BASICS PERFORMANCE MEASURES-MULTI-PERIOD CALCULATIONS CAPITAL ATTRIBUTION AND ALLOCATION; APPLYING PERFORMANCE MEASURES; TOP-DOWN VERSUS BOTTOM-UP; 6 Understanding Your Appetite for Risk; IDENTIFYING THE RISK APPETITE; RISK APPETITE AND ICAAP; BUILDING THE RISK APPETITE STATEMENT; MANAGING THE RISK APPETITE (PROCESS); GOVERNANCE AND RISK APPETITE; THE LIVING WILL; 7 Integrating Risk Management into Your Organization; EMBEDDING RISK MANAGEMENT; WHAT IS ENTERPRISE RISK MANAGEMENT?; CULTURE; INCENTIVES AND COMPENSATION; YOUR ORGANIZATION; LINES OF DEFENSE; REPORTING, MONITORING, AND DECISION-MAKING LEVERAGING YOUR BUSINESS RHYTHM AND COSO; 8 Leveraging Risk for Business Excellence; MORE THAN COMPLIANCE; INTRODUCING THE CUSTOMER LIFE CYCLE; LEVERAGING THE UPSIDE; MANAGING THE DOWNSIDE; OPTIMIZATION; 9 Basel II and Beyond; BASEL II: WHAT'S IT ALL ABOUT?; THE REGULATOR VIEWPOINT; BASEL II BASICS; SPECIAL CHALLENGES AND REQUIREMENTS; IS IT WORTH IT?; KEY DIFFERENCES FROM ECONOMIC APPROACHES; BEYOND BASEL II: BASEL III AND REGULATORY REFORM; SOLVENCY II; IMPACTS ON FINANCIAL INSTITUTIONS AND FINANCIAL MARKETS; NON-BANK FINANCIAL INSTITUTIONS; TOO BIG TO FAIL; Afterword; About the Author Index |
| Record Nr. | UNINA-9910457510003321 |
Cortez Annetta
|
||
| Hoboken, N.J., : Wiley, 2011 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Winning at risk [[electronic resource] ] : strategies to go beyond Basel / / Annetta Cortez
| Winning at risk [[electronic resource] ] : strategies to go beyond Basel / / Annetta Cortez |
| Autore | Cortez Annetta |
| Pubbl/distr/stampa | Hoboken, N.J., : Wiley, 2011 |
| Descrizione fisica | 1 online resource (274 p.) |
| Disciplina | 332.1068/1 |
| Collana | Wiley finance series |
| Soggetto topico |
Risk management
Portfolio management Financial services industry |
| ISBN |
1-283-37483-8
9786613374837 1-118-07826-8 |
| Classificazione | BUS017000 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Winning at Risk: Strategies to Go Beyond Basel; Contents; Foreword; Preface; Acknowledgments; Introduction; SEARCHING FOR A SOLUTION; WHY MANAGE RISK?; WHY IS RISK MANAGEMENT DIFFICULT TO IMPLEMENT?; 1 What is Risk?; THE BUSINESS OF RISK; DEFINING RISK: LOSS, UNCERTAINTY, AND HORIZON; MORE WAYS TO THINK ABOUT RISK; TAXONOMY OF RISKS; RISK AND REWARD: MODERN PORTFOLIO THEORY; 2 Risk Management Principles; WORDS TO LIVE BY; KNOW YOUR RISKS; ARTICULATE YOUR RISK APPETITE; DEVELOP A WELL-DEFINED RISK CULTURE; USE A COMMON LANGUAGE
DEVELOP CAPABILITIES AND APPROACHES IN LINE WITH THE SIZE, COMPLEXITY, AND CULTURE OF YOUR ORGANIZATION MAKE IT TRANSPARENT AND COMPREHENSIVE; CONSTRUCT CLEAR LIMITS AND CONTROLS; ALIGN PERFORMANCE AND INCENTIVES TO RISK AND REWARD; DEVELOP COMPREHENSIVE FORECASTING, STRESS TESTING, AND CHALLENGE PROCESSES; PROVIDE ACTIVE LEADERSHIP AND DIRECTION; CONSTRUCT STRONG GOVERNANCE AND OVERSIGHT; MAKE CONTINUOUS IMPROVEMENTS; 3 Building the Risk-Management Framework; ALL THE RIGHT ELEMENTS; YOUR RISK MANAGEMENT ORGANIZATION; YOUR RISK CULTURE; YOUR GOVERNANCE MODEL; YOUR POLICIES AND PROCESSES YOUR DATA AND SYSTEMS 4 Measuring Risk and Capital; WHY MEASURE RISK?; LAYING OUT THE FUNDAMENTALS, FROM THE TOP DOWN; PROBABILITY, EXPOSURE, AND SEVERITY; PROBABILITY DISTRIBUTIONS; EXPECTED LOSS; UNEXPECTED LOSS AND VALUE AT RISK; ECONOMIC CAPITAL; THE ROLE OF DATA AND ASSUMPTIONS; MANAGING ACROSS THE ECONOMIC CYCLE; STRESS TESTING; VALIDATION OF MODELS; MODELING CREDIT RISK; MODELING MARKET RISK; MODELING OPERATIONAL RISK; JUMP DIFFUSION AND EXTREME VALUE THEORY; 5 Managing Trade-Offs Between Risk and Reward; THE CEO CHALLENGE; PERFORMANCE MEASURES-THE BASICS PERFORMANCE MEASURES-MULTI-PERIOD CALCULATIONS CAPITAL ATTRIBUTION AND ALLOCATION; APPLYING PERFORMANCE MEASURES; TOP-DOWN VERSUS BOTTOM-UP; 6 Understanding Your Appetite for Risk; IDENTIFYING THE RISK APPETITE; RISK APPETITE AND ICAAP; BUILDING THE RISK APPETITE STATEMENT; MANAGING THE RISK APPETITE (PROCESS); GOVERNANCE AND RISK APPETITE; THE LIVING WILL; 7 Integrating Risk Management into Your Organization; EMBEDDING RISK MANAGEMENT; WHAT IS ENTERPRISE RISK MANAGEMENT?; CULTURE; INCENTIVES AND COMPENSATION; YOUR ORGANIZATION; LINES OF DEFENSE; REPORTING, MONITORING, AND DECISION-MAKING LEVERAGING YOUR BUSINESS RHYTHM AND COSO; 8 Leveraging Risk for Business Excellence; MORE THAN COMPLIANCE; INTRODUCING THE CUSTOMER LIFE CYCLE; LEVERAGING THE UPSIDE; MANAGING THE DOWNSIDE; OPTIMIZATION; 9 Basel II and Beyond; BASEL II: WHAT'S IT ALL ABOUT?; THE REGULATOR VIEWPOINT; BASEL II BASICS; SPECIAL CHALLENGES AND REQUIREMENTS; IS IT WORTH IT?; KEY DIFFERENCES FROM ECONOMIC APPROACHES; BEYOND BASEL II: BASEL III AND REGULATORY REFORM; SOLVENCY II; IMPACTS ON FINANCIAL INSTITUTIONS AND FINANCIAL MARKETS; NON-BANK FINANCIAL INSTITUTIONS; TOO BIG TO FAIL; Afterword; About the Author Index |
| Record Nr. | UNINA-9910781445203321 |
|
Cortez Annetta
|
||
| Hoboken, N.J., : Wiley, 2011 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Winning at risk : strategies to go beyond Basel / / Annetta Cortez
| Winning at risk : strategies to go beyond Basel / / Annetta Cortez |
| Autore | Cortez Annetta |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Hoboken, N.J., : Wiley, 2011 |
| Descrizione fisica | 1 online resource (274 p.) |
| Disciplina | 332.1068/1 |
| Collana | Wiley finance series |
| Soggetto topico |
Risk management
Portfolio management Financial services industry |
| ISBN |
1-283-37483-8
9786613374837 1-118-07826-8 |
| Classificazione | BUS017000 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Winning at Risk: Strategies to Go Beyond Basel; Contents; Foreword; Preface; Acknowledgments; Introduction; SEARCHING FOR A SOLUTION; WHY MANAGE RISK?; WHY IS RISK MANAGEMENT DIFFICULT TO IMPLEMENT?; 1 What is Risk?; THE BUSINESS OF RISK; DEFINING RISK: LOSS, UNCERTAINTY, AND HORIZON; MORE WAYS TO THINK ABOUT RISK; TAXONOMY OF RISKS; RISK AND REWARD: MODERN PORTFOLIO THEORY; 2 Risk Management Principles; WORDS TO LIVE BY; KNOW YOUR RISKS; ARTICULATE YOUR RISK APPETITE; DEVELOP A WELL-DEFINED RISK CULTURE; USE A COMMON LANGUAGE
DEVELOP CAPABILITIES AND APPROACHES IN LINE WITH THE SIZE, COMPLEXITY, AND CULTURE OF YOUR ORGANIZATION MAKE IT TRANSPARENT AND COMPREHENSIVE; CONSTRUCT CLEAR LIMITS AND CONTROLS; ALIGN PERFORMANCE AND INCENTIVES TO RISK AND REWARD; DEVELOP COMPREHENSIVE FORECASTING, STRESS TESTING, AND CHALLENGE PROCESSES; PROVIDE ACTIVE LEADERSHIP AND DIRECTION; CONSTRUCT STRONG GOVERNANCE AND OVERSIGHT; MAKE CONTINUOUS IMPROVEMENTS; 3 Building the Risk-Management Framework; ALL THE RIGHT ELEMENTS; YOUR RISK MANAGEMENT ORGANIZATION; YOUR RISK CULTURE; YOUR GOVERNANCE MODEL; YOUR POLICIES AND PROCESSES YOUR DATA AND SYSTEMS 4 Measuring Risk and Capital; WHY MEASURE RISK?; LAYING OUT THE FUNDAMENTALS, FROM THE TOP DOWN; PROBABILITY, EXPOSURE, AND SEVERITY; PROBABILITY DISTRIBUTIONS; EXPECTED LOSS; UNEXPECTED LOSS AND VALUE AT RISK; ECONOMIC CAPITAL; THE ROLE OF DATA AND ASSUMPTIONS; MANAGING ACROSS THE ECONOMIC CYCLE; STRESS TESTING; VALIDATION OF MODELS; MODELING CREDIT RISK; MODELING MARKET RISK; MODELING OPERATIONAL RISK; JUMP DIFFUSION AND EXTREME VALUE THEORY; 5 Managing Trade-Offs Between Risk and Reward; THE CEO CHALLENGE; PERFORMANCE MEASURES-THE BASICS PERFORMANCE MEASURES-MULTI-PERIOD CALCULATIONS CAPITAL ATTRIBUTION AND ALLOCATION; APPLYING PERFORMANCE MEASURES; TOP-DOWN VERSUS BOTTOM-UP; 6 Understanding Your Appetite for Risk; IDENTIFYING THE RISK APPETITE; RISK APPETITE AND ICAAP; BUILDING THE RISK APPETITE STATEMENT; MANAGING THE RISK APPETITE (PROCESS); GOVERNANCE AND RISK APPETITE; THE LIVING WILL; 7 Integrating Risk Management into Your Organization; EMBEDDING RISK MANAGEMENT; WHAT IS ENTERPRISE RISK MANAGEMENT?; CULTURE; INCENTIVES AND COMPENSATION; YOUR ORGANIZATION; LINES OF DEFENSE; REPORTING, MONITORING, AND DECISION-MAKING LEVERAGING YOUR BUSINESS RHYTHM AND COSO; 8 Leveraging Risk for Business Excellence; MORE THAN COMPLIANCE; INTRODUCING THE CUSTOMER LIFE CYCLE; LEVERAGING THE UPSIDE; MANAGING THE DOWNSIDE; OPTIMIZATION; 9 Basel II and Beyond; BASEL II: WHAT'S IT ALL ABOUT?; THE REGULATOR VIEWPOINT; BASEL II BASICS; SPECIAL CHALLENGES AND REQUIREMENTS; IS IT WORTH IT?; KEY DIFFERENCES FROM ECONOMIC APPROACHES; BEYOND BASEL II: BASEL III AND REGULATORY REFORM; SOLVENCY II; IMPACTS ON FINANCIAL INSTITUTIONS AND FINANCIAL MARKETS; NON-BANK FINANCIAL INSTITUTIONS; TOO BIG TO FAIL; Afterword; About the Author Index |
| Record Nr. | UNINA-9910807396203321 |
|
Cortez Annetta
|
||
| Hoboken, N.J., : Wiley, 2011 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||