Enterprise risk management:
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Hackensack, NJ [u.a.]
World Scientific Publ.
2015
|
| Ausgabe: | 2. ed. |
| Schriftenreihe: | Financial engineering and risk management
3 |
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | XI, 231 S. graph. Darst. |
| ISBN: | 9789814632768 |
Internformat
MARC
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| 264 | 1 | |a Hackensack, NJ [u.a.] |b World Scientific Publ. |c 2015 | |
| 300 | |a XI, 231 S. |b graph. Darst. | ||
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Datensatz im Suchindex
| _version_ | 1804153251596075008 |
|---|---|
| adam_text | Contents
Preface............................................................. v
PART I: Perspectives 1
CHAPTER 1 Enterprise Risk Management.................................... 3
1.1 introduction...................................................... 3
1.1.1 Globalization and risk...................................... 4
1.2 ERM History....................................................... 5
1.3 What is ERM?...................................................... 6
1.4 Types of Risk................................................ 8
1.4.1 A framework for risk management............................. 9
1.5 A Review Process................................................ 10
1.6 Conclusions..................................................... 11
CHAPTER 2 The Financial Perspective.................................... 13
2.1 Recent Financial Risks.......................................... 13
2.2 The Basel Accords............................................... 14
2.3 Financial Enterprise Risk Management.......................... 15
2.3.1 Key financial risks........................................ 16
2.3.2 Measuring market risk................................... 17
2.4 Market Risk Measurements........................................ 18
2.4.1 VaR ~ value at risk........................................ 18
2.4.2 Historical simulation...................................... 21
2.4.3 Variance-covariance approach............................... 23
2.4.4 Scenario analysis ....................................... 24
2.5 Measuring Credit Risk........................................... 25
2.6 Measuring Operational Risk...................................... 25
2.7 Conclusions................................................... 27
CHAPTER 3 The Accounting Perspective................................... 31
3.1 Sarbanes-Oxley.................................................. 32
vii
Enterprise Risk Management
viii
3.2 The COSO Framework......................................... 33
3.2.1 Categories.............................................. 34
3.2.2 Activities.............................................. 34
3.3 Risk Appetite................................................. 36
3.4 ERM Process................................................ 37
3.5 Implementation Issues......................................... 39
3.6 Conclusions................................................... 39
CHAPTER 4 Supply Chain Risk Management........................... 43
4.1 Supply Chain Risks......................................... 45
4.2 Supply Chain Management Process............................ 46
4.2.1 Risk identification..................................... 46
4.2.2 Risk analysis........................................... 46
4.2.3 Response to significant risks........................... 48
4.2.4 Identification of controls.............................. 49
4.2.5 Reporting and monitoring................................ 49
4.3 Supply Chain Disruption....................................... 49
4.3.1 Examples of supply chain resilience..................... 50
4.3.2 Robust strategies.................................... 51
4.4 Conclusions................................................... 54
APPENDIX: Supply Chain Risk Specifics.......................... 55
CHAPTER 5 Disaster Planning......................................... 57
5.1 Risk Management of Human Systems........................... 58
5.2 Emergency Management........................................ 59
5.2.1 Database support to emergency management................ 60
5.2.2 Information technology for communication................ 62
5.2.3 Data mining............................................. 64
5.2.4 Decision support........................................ 64
5.2.5 Modeling................................................ 66
5.2.6 Emergency management support systems.................... 67
5.3 Conclusions..................................................... 67
PART II: Tools 73
CHAPTER 6 Risk Matrices in Risk Management.......................... 75
6.1 Risk Matrix................................................... 75
6.1.1 Caveats................................................. 77
6.2 Example Risk Matrices......................................... 78
6.2.1 Department of Defense software engineering.............. 79
6.2.2 Goddard Space Flight Center............................. 80
6.3 Scoring Systems............................................... 82
Contents ix
6.4 Conclusions..................................................... 83
CHAPTER 7 Balanced Scorecards.......................................... 87
7.1 Risk Contexts.................................................... 87
7.2 Balanced Scorecards............................................. 89
7.3 Demonstration of ERM Balanced Scorecard......................... 90
7.4 Comparison...................................................... 93
CHAPTER 8 Multiple Criteria Analysis................................... 95
8.1 Criteria......................................................... 95
8.1.1 Criteria in the banking indus tty.......................... 95
8.1.2 Petroleum supply chain risks............................... 98
8.1.3 Disaster management criteria............................... 99
8.2 Multiple Criteria Analysis...................................... 101
8.2.1 Scores.................................................... 102
8.2.2 Weights................................................... 103
8.2.3 Value score............................................... 105
8.2.4 Other multiple criteria methods........................... 105
8.3 A Multiple Criteria Process..................................... 106
8.4 Conclusions..................................................... 107
CHAPTER 9 Simulation Risk Modeling.................................... 109
9.1 Simulation...................................................... 109
9.2 The Simulation Process.......................................... 110
9.3 Financial Simulation Examples................................... Ill
9.3.1 Cash management simulation................................ Ill
9.3.2 VaR models................................................ 113
9.4 Conclusions.................................................... 115
CHAPTER 10 Credit Risk Analysis....................................... 117
10.1 Financial Risk Measures........................................ 117
10.2 Value-at-Risk Considerations................................. 121
10.3 Monte Carlo Simulation of VaR and CVaR......................... 123
10.3.1 Portfolio optimization models............................ 123
10.3.2 Generating solutions..................................... 125
10.3.3 Distribution fitting..................................... 126
10.3.4 Generation of portfolios................................. 130
10.3.5 Monte Carlo simulation....................................... 131
10.3 Conclusions.................................................... 135
CHAPTER 11 DEA and Chance Constrained Models of Risk............. 137
11.1 Data Envelopment Analysis...................................... 139
x Enterprise Risk Management
11.2 Supply Chain Risk........................................ 140
11.2.1 Supply chain models................................. 140
11.2.2 Supply chain risk model............................. 141
11.2.3 Multi-objective programming model.................. . 142
11.2.4 Chance constrained model............................ 146
11.3 Simulation of Chance Constrained Programming............. 147
11.4 Risk Management Models................................... 153
11.4.1 Monte Carlo simulation and chance constrained
programming............................................ 153
11.4.2 DEA simulation. . .................................. 153
11.5 Conclusions.............................................. 155
PART III: Application 159
CHAPTER 12 Finance Risk Concepts.................................... 161
12.1 Investment Collars.......................................... 161
12.2 VaR Demonstration............................................. 162
12.3 Copulas....................................................... 165
12.4 Tranches..................................................... 166
12.5 Greek Banking Example........................................ 168
12.5.1 Risk-based internal audit............................... 168
12.5.2 Cases................................................... 169
12.6 Conclusions................................................ 171
CHAPTER 13 Accounting Risk Case in Ireland........................ 173
13.1 European Banking.............................................. 173
13.2 Recent Irish Banking Events.................................. 175
13.3 Uncertainty versus Insolvency................................ 177
13.4 Risk Management Strategies................................... 179
13.5 Strategic Risk Management Focus.............................. 180
13.6 Conclusions.................................................. 182
CHAPTER 14 Supply Chain Technology Risk Cases....................... 183
14.1 Food Supply Chains............................................ 184
14.2 Conjoint Analysis......................................... 184
14.2.1 Conjoint analysis forms................................. 185
14.2.2 Interactions and nonlinearities in data................. 186
14.3 Food Supply Conjoint Analysis................................ 187
14.4 SMART Analysis............................................... 190
14.5 Conclusions.................................................. 193
Contents xi
CHAPTER 15 Earthquake Disaster Response in China..................... 195
15.1 Means of Coping............................................... 197
15.2 Planning...................................................... 198
15.3 Disaster Management Process................................... 200
15.3.1 Identification.......................................... 200
15.3.2 Establish acceptable level of loss...................... 201
15.3.3 Risk control............................................ 201
15.3.4 Risk transfer........................................... 201
15.4 Risk Management in Post-Earthquake Construction............... 202
15.4.1 Earthquake risk management tools........................ 202
15.4.2 Databasesystems......................................... 203
15.4.3 Data mining............................................. 204
15.4.4 Emergency management support systems................... 205
15.5 Recognition-Primed Decision Approach for Earthquake
Response.................................................... 206
15.6 Conclusions................................................... 207
Bibliography....................................................... 211
Index................................................................ 227
|
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| classification_rvk | QP 300 |
| ctrlnum | (OCoLC)935783346 (DE-599)BVBBV042508192 |
| discipline | Wirtschaftswissenschaften |
| edition | 2. ed. |
| format | Book |
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| id | DE-604.BV042508192 |
| illustrated | Illustrated |
| indexdate | 2024-07-10T01:23:38Z |
| institution | BVB |
| isbn | 9789814632768 |
| language | English |
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| physical | XI, 231 S. graph. Darst. |
| publishDate | 2015 |
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| publisher | World Scientific Publ. |
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| series | Financial engineering and risk management |
| series2 | Financial engineering and risk management |
| spelling | Olson, David L. 1944- Verfasser (DE-588)1055798854 aut Enterprise risk management David L. Olson ; Desheng Dash Wu 2. ed. Hackensack, NJ [u.a.] World Scientific Publ. 2015 XI, 231 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Financial engineering and risk management 3 Risk management Financial risk management Finanzmanagement (DE-588)4139075-1 gnd rswk-swf Risikomanagement (DE-588)4121590-4 gnd rswk-swf Supply Chain Management (DE-588)4684051-5 gnd rswk-swf Supply Chain Management (DE-588)4684051-5 s Risikomanagement (DE-588)4121590-4 s DE-604 Finanzmanagement (DE-588)4139075-1 s b DE-604 Wu, Desheng Dash Verfasser (DE-588)135609364 aut Financial engineering and risk management 3 (DE-604)BV040142162 3 Digitalisierung UB Regensburg - ADAM Catalogue Enrichment application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=027942766&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Olson, David L. 1944- Wu, Desheng Dash Enterprise risk management Financial engineering and risk management Risk management Financial risk management Finanzmanagement (DE-588)4139075-1 gnd Risikomanagement (DE-588)4121590-4 gnd Supply Chain Management (DE-588)4684051-5 gnd |
| subject_GND | (DE-588)4139075-1 (DE-588)4121590-4 (DE-588)4684051-5 |
| title | Enterprise risk management |
| title_auth | Enterprise risk management |
| title_exact_search | Enterprise risk management |
| title_full | Enterprise risk management David L. Olson ; Desheng Dash Wu |
| title_fullStr | Enterprise risk management David L. Olson ; Desheng Dash Wu |
| title_full_unstemmed | Enterprise risk management David L. Olson ; Desheng Dash Wu |
| title_short | Enterprise risk management |
| title_sort | enterprise risk management |
| topic | Risk management Financial risk management Finanzmanagement (DE-588)4139075-1 gnd Risikomanagement (DE-588)4121590-4 gnd Supply Chain Management (DE-588)4684051-5 gnd |
| topic_facet | Risk management Financial risk management Finanzmanagement Risikomanagement Supply Chain Management |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=027942766&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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