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...
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Burlington, MA :
Butterworth-Heinemann,
2007.
|
| Ausgabe: | 1st ed. |
| Schriftenreihe: | Elsevier finance.
|
| Schlagworte: | |
| Online-Zugang: | Volltext Volltext |
| Zusammenfassung: | 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. |
| Beschreibung: | 1 online resource (xii, 340 pages) : illustrations |
| Bibliographie: | Includes bibliographical references and index. |
| ISBN: | 9780750683043 075068304X 9780080498096 0080498094 1281014745 9781281014740 9786611014742 6611014748 |
Internformat
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| 245 | 1 | 0 | |a Risk management technology in financial services : |b risk control, stress testing, models, and IT systems and structures / |c Dimitris N. Chorafas. |
| 250 | |a 1st ed. | ||
| 260 | |a Burlington, MA : |b Butterworth-Heinemann, |c 2007. | ||
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| 520 | |a 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. | ||
| 505 | 0 | |a 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. | |
| 504 | |a Includes bibliographical references and index. | ||
| 588 | 0 | |a Print version record. | |
| 546 | |a English. | ||
| 650 | 0 | |a Financial services industry |x Risk management |x Technological innovations. | |
| 650 | 0 | |a Financial services industry |x Information resources management |x Technological innovations. | |
| 650 | 0 | |a Risk management |x Technological innovations. | |
| 650 | 6 | |a Services financiers |x Gestion du risque |x Innovations. | |
| 650 | 6 | |a Services financiers |x Gestion de l'information |x Innovations. | |
| 650 | 6 | |a Gestion du risque |x Innovations. | |
| 650 | 7 | |a BUSINESS & ECONOMICS |x Banks & Banking. |2 bisacsh | |
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| 650 | 7 | |a Risk management |2 fast | |
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| 758 | |i has work: |a Risk management technology in financial services (Text) |1 https://id.oclc.org/worldcat/entity/E39PCH8TGWfJwRgxGv8Hj4gKr3 |4 https://id.oclc.org/worldcat/ontology/hasWork | ||
| 776 | 0 | 8 | |i Print version: |a Chorafas, Dimitris N. |t Risk management technology in financial services. |b 1st ed. |d Burlington, MA : Butterworth-Heinemann, 2007 |z 9780750683043 |z 075068304X |w (OCoLC)123113934 |
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Datensatz im Suchindex
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| adam_text | |
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| author | Chorafas, Dimitris N. |
| author_GND | http://id.loc.gov/authorities/names/n79145139 |
| author_facet | Chorafas, Dimitris N. |
| author_role | |
| author_sort | Chorafas, Dimitris N. |
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| building | Verbundindex |
| bvnumber | localFWS |
| callnumber-first | H - Social Science |
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| 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. |
| ctrlnum | (OCoLC)213298562 |
| dewey-full | 332.10684 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.10684 |
| dewey-search | 332.10684 |
| dewey-sort | 3332.10684 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| edition | 1st ed. |
| format | Electronic eBook |
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Chorafas.</subfield></datafield><datafield tag="250" ind1=" " ind2=" "><subfield code="a">1st ed.</subfield></datafield><datafield tag="260" ind1=" " ind2=" "><subfield code="a">Burlington, MA :</subfield><subfield code="b">Butterworth-Heinemann,</subfield><subfield code="c">2007.</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">1 online resource (xii, 340 pages) :</subfield><subfield code="b">illustrations</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="a">text</subfield><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="a">computer</subfield><subfield code="b">c</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="a">online resource</subfield><subfield code="b">cr</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="347" ind1=" " ind2=" "><subfield code="a">text file</subfield></datafield><datafield tag="490" ind1="1" ind2=" "><subfield code="a">[Elsevier finance]</subfield></datafield><datafield tag="520" ind1=" " ind2=" "><subfield code="a">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. 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| genre | dissertations. aat Academic theses fast Academic theses. lcgft http://id.loc.gov/authorities/genreForms/gf2014026039 Thèses et écrits académiques. rvmgf |
| genre_facet | dissertations. Academic theses Academic theses. Thèses et écrits académiques. |
| id | ZDB-4-EBA-ocn213298562 |
| illustrated | Illustrated |
| indexdate | 2024-11-27T13:16:18Z |
| institution | BVB |
| isbn | 9780750683043 075068304X 9780080498096 0080498094 1281014745 9781281014740 9786611014742 6611014748 |
| language | English |
| oclc_num | 213298562 |
| open_access_boolean | |
| owner | MAIN DE-863 DE-BY-FWS |
| owner_facet | MAIN DE-863 DE-BY-FWS |
| physical | 1 online resource (xii, 340 pages) : illustrations |
| psigel | ZDB-4-EBA |
| publishDate | 2007 |
| publishDateSearch | 2007 |
| publishDateSort | 2007 |
| publisher | Butterworth-Heinemann, |
| record_format | marc |
| series | Elsevier finance. |
| series2 | [Elsevier finance] |
| spelling | Chorafas, Dimitris N. http://id.loc.gov/authorities/names/n79145139 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. 1 online resource (xii, 340 pages) : illustrations text txt rdacontent computer c rdamedia online resource cr rdacarrier text file [Elsevier finance] 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. Includes bibliographical references and index. Print version record. English. Financial services industry Risk management Technological innovations. Financial services industry Information resources management Technological innovations. Risk management Technological innovations. Services financiers Gestion du risque Innovations. Services financiers Gestion de l'information Innovations. Gestion du risque Innovations. BUSINESS & ECONOMICS Banks & Banking. bisacsh Financial services industry fast Risk management fast risk management. aat dissertations. aat Academic theses fast Academic theses. lcgft http://id.loc.gov/authorities/genreForms/gf2014026039 Thèses et écrits académiques. rvmgf has work: Risk management technology in financial services (Text) https://id.oclc.org/worldcat/entity/E39PCH8TGWfJwRgxGv8Hj4gKr3 https://id.oclc.org/worldcat/ontology/hasWork Print version: Chorafas, Dimitris N. Risk management technology in financial services. 1st ed. Burlington, MA : Butterworth-Heinemann, 2007 9780750683043 075068304X (OCoLC)123113934 Elsevier finance. http://id.loc.gov/authorities/names/no2007025387 FWS01 ZDB-4-EBA FWS_PDA_EBA https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=195630 Volltext FWS01 ZDB-4-EBA FWS_PDA_EBA https://www.sciencedirect.com/science/book/9780750683043 Volltext |
| spellingShingle | Chorafas, Dimitris N. Risk management technology in financial services : risk control, stress testing, models, and IT systems and structures / Elsevier finance. 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. Financial services industry Risk management Technological innovations. Financial services industry Information resources management Technological innovations. Risk management Technological innovations. Services financiers Gestion du risque Innovations. Services financiers Gestion de l'information Innovations. Gestion du risque Innovations. BUSINESS & ECONOMICS Banks & Banking. bisacsh Financial services industry fast Risk management fast risk management. aat |
| subject_GND | http://id.loc.gov/authorities/genreForms/gf2014026039 |
| title | Risk management technology in financial services : risk control, stress testing, models, and IT systems and structures / |
| title_auth | Risk management technology in financial services : risk control, stress testing, models, and IT systems and structures / |
| title_exact_search | Risk management technology in financial services : risk control, stress testing, models, and IT systems and structures / |
| title_full | Risk management technology in financial services : risk control, stress testing, models, and IT systems and structures / Dimitris N. Chorafas. |
| title_fullStr | Risk management technology in financial services : risk control, stress testing, models, and IT systems and structures / Dimitris N. Chorafas. |
| title_full_unstemmed | Risk management technology in financial services : risk control, stress testing, models, and IT systems and structures / Dimitris N. Chorafas. |
| title_short | Risk management technology in financial services : |
| title_sort | risk management technology in financial services risk control stress testing models and it systems and structures |
| title_sub | risk control, stress testing, models, and IT systems and structures / |
| topic | Financial services industry Risk management Technological innovations. Financial services industry Information resources management Technological innovations. Risk management Technological innovations. Services financiers Gestion du risque Innovations. Services financiers Gestion de l'information Innovations. Gestion du risque Innovations. BUSINESS & ECONOMICS Banks & Banking. bisacsh Financial services industry fast Risk management fast risk management. aat |
| topic_facet | Financial services industry Risk management Technological innovations. Financial services industry Information resources management Technological innovations. Risk management Technological innovations. Services financiers Gestion du risque Innovations. Services financiers Gestion de l'information Innovations. Gestion du risque Innovations. BUSINESS & ECONOMICS Banks & Banking. Financial services industry Risk management risk management. dissertations. Academic theses Academic theses. Thèses et écrits académiques. |
| url | https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=195630 https://www.sciencedirect.com/science/book/9780750683043 |
| work_keys_str_mv | AT chorafasdimitrisn riskmanagementtechnologyinfinancialservicesriskcontrolstresstestingmodelsanditsystemsandstructures |