http://www.loc.gov/mods/v3 http://www.loc.gov/standards/mods/v3/mods-3-2.xsd
Risk management technology in financial services
risk control, stress testing, models, and IT systems and structures
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.
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.
Electronic reproduction. Amsterdam : Elsevier Science & Technology, 2008. Mode of access: World Wide Web. System requirements: Web browser. Title from title screen (viewed on Mar. 10, 2008). Access may be restricted to users at subscribing institutions.
Includes bibliographical references and index.
135503:135638 Elsevier Science & Technology