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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 |
|
Chorafas Dimitris N
|
||
| Burlington, MA. ; ; Oxford, : Butterworth-Heinemann, 2007 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
