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| RISK MANAGEMENT TECHNOLOGY IN FINANCIAL SERVICES
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Risk Control, Stress Testing, Models, and IT Systems and Structures
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By
Dimitris Chorafas, Independent Finance Consultant, France
Description
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.
Audience
IT Directors, IT Managers, and Risk Mangement Directors in financial services industries worldwide; risk management software application
developers in financial institutions and in software firms providing financial applications and solutions; Consultants providing IT and
risk management services to the financial services industry.
Contents
Contents
Foreword, by Francis-luc PerretPreface
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
| Bibliographic details |
Hardbound, 352 pages, publication date: JUN-2007
ISBN-13: 978-0-7506-8304-3
ISBN-10: 0-7506-8304-X
Imprint: BUTTERWORTH HEINEMANN
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| Price and Ordering |
Price:
EUR 53.95
USD 73.95
GBP 46
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Last update: 5 Sep 2009
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