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Risk management technology in financ...
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Chorafas, Dimitris N.
Risk management technology in financial services : risk control, stress testing, models, and IT systems and structures
紀錄類型:
書目-語言資料,印刷品 : 單行本
副題名:
risk control, stress testing, models, and IT systems and structures
作者:
ChorafasDimitris N.,
其他團體作者:
ScienceDirect (Online service)
出版地:
Burlington, MA
出版者:
Butterworth-Heinemann;
出版年:
2007.
版本:
1st ed.
面頁冊數:
xii, 340 p.ill. : 24 cm.;
集叢名:
[Elsevier finance]
標題:
Financial services industry - Information resources management -
標題:
Financial services industry - Risk management -
標題:
Risk management - Technological innovations. -
標題:
Electronic books. -
電子資源:
http://www.sciencedirect.com/science/book/9780750683043
附註:
Electronic reproduction. Amsterdam : Elsevier Science & Technology, 2008.
摘要註:
Written for professionals in financial services with responsibility for IT and risk management, Dimitris Chorafas surveys the methodology required and IT systems and structures to support it according to Basel II. The book is consistent with the risk management certification process of GARP, as well as the accounting rules of IFRS, based on research the author conducted with IASB. The author provices an in-depth discussion of the types of risk, stress analysis and the use of scenarios, mathematical models, and IT systems and infrastructure requirements. * Written in clear, straightforward style for financial industry executives to provide necessary information for risk control decisionmaking * Consistent with GARP, IFRS and IASB risk management processes and procedures * Explains stress testing and its place in risk control.
ISBN:
075068304X
內容註:
Contents Foreword, by Francis-luc Perret Preface Part 1 Innovation, risk, and return Chapter 1 Innovation in finance Chapter 2 What is meant by risk management? Chapter 3 Complxity of risk control with derivatives Chapter 4 Intergrating risk management through an enterprise architecure Chapter 5 Case studies on big product problems that went unattended Part 2 Risk control methodology and advanced models Chapter 6 A methodology for risk management Chapter 7 The contribution of models to experimentation Chapter 8 Simulation Chapter 9 Using knowledge engineering for risk control Chapter 10 Optimization through genetic algorithms Chapter 11 Testing, backtesting, post-mortems and experimental methodology Part 3 Increasing the effectiveness of information systems support Chapter 12 Adding value to risk control through IT and organization Chapter 13 Technology for time management, high frequency financial data and high impact events Chapter 14 Project management for IT and risk control Chapter 15 Implementing design reviews Chapter 16 Quality, reliability and availability Chapter 17 Being in charge of IT costs Index.
Risk management technology in financial services : risk control, stress testing, models, and IT systems and structures
Chorafas, Dimitris N.
Risk management technology in financial services
: risk control, stress testing, models, and IT systems and structures / Dimitris N. Chorafas. - 1st ed.. - Burlington, MA : Butterworth-Heinemann, 2007.. - xii, 340 p. ; ill. ; 24 cm.. - ([Elsevier finance]).
Contents.
Electronic reproduction. Amsterdam : Elsevier Science & Technology, 2008..
Includes bibliographical references and index..
ISBN 075068304XISBN 9780750683043
Financial services industry Financial services industry Risk management Electronic books. -- Information resources management -- Risk management -- Technological innovations.
Risk management technology in financial services : risk control, stress testing, models, and IT systems and structures
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Foreword, by Francis-luc Perret
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Preface
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Part 1 Innovation, risk, and return
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Chapter 1 Innovation in finance
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Chapter 2 What is meant by risk management?
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Chapter 3 Complxity of risk control with derivatives
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Chapter 4 Intergrating risk management through an enterprise architecure
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Chapter 5 Case studies on big product problems that went unattended
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Part 2 Risk control methodology and advanced models
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Chapter 6 A methodology for risk management
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Chapter 7 The contribution of models to experimentation
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Chapter 8 Simulation
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Chapter 9 Using knowledge engineering for risk control
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Chapter 10 Optimization through genetic algorithms
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Chapter 11 Testing, backtesting, post-mortems and experimental methodology
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Part 3 Increasing the effectiveness of information systems support
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Chapter 12 Adding value to risk control through IT and organization
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Chapter 13 Technology for time management, high frequency financial data and high impact events
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Chapter 14 Project management for IT and risk control
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Chapter 15 Implementing design reviews
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Chapter 16 Quality, reliability and availability
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Chapter 17 Being in charge of IT costs
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Index.
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An electronic book accessible through the World Wide Web; click for information
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