Risk management technology in financial services [electronic resource] : risk control, stress testing, models, and IT systems and structures / Dimitris N. Chorafas.
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...
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| Online Access: |
Full Text (via ScienceDirect) |
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| Main Author: | |
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Burlington, MA :
Butterworth-Heinemann,
2007.
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| Edition: | 1st ed. |
| Series: | Elsevier finance.
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| Subjects: |
Table of Contents:
- 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.