Search Results for risk management - Narrowed by: Financial risk management.

Improving operational risk management [electronic resource] / written by Jürgen H.M. van Grinsven.

2024-05-21T16:54:22Z

by Grinsven, Jürgen H. M. van (Jürgen Hendrikus Marinus)
Call Number 332.1 22
Publication Date 2009
Summary Operational risk is possibly the largest threat to financial institutions. In this book, the focus is on an alternative to the existing efforts: to improve operational risk management that is more effective, efficient and satisfying. It prescribes and explains a highly structured approach for operational risk management.
Format: Electronic Resources
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Risk management in finance [electronic resource] : six sigma and other next-generation techniques / Anthony Tarantino, Deborah Cernauskas.

2024-05-21T16:54:22Z

by Tarantino, Anthony, 1949-
Call Number 658.155 22
Publication Date 2009
Summary This new book helps professionals in the financial sector implement risk management processes, shows organizations how to enable data driven decision making, and provides an introduction to quality control methods such as Six Sigma and Total Quality Management (TQM). Examples and real-world case studies are included throughout. Dr. Anthony Tarantino (San Jose, CA) is currently with IBM's Governance, Risk, and Compliance Center of Competence. Dr. Deborah Cernauskas (Downers Grove, IL) is a risk management consultant for IBM.
Format: Electronic Resources
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Risk management in financial institutions [electronic resource] : formulating value propositions / editor in chief, Jürgen H.M. Van Grinsven.

2024-05-21T16:54:22Z

by Grinsven, Jürgen H. M. van (Jürgen Hendrikus Marinus)
Call Number 658.155 22
Publication Date 2010
Summary Risk managers are under pressure to compete in a competitive environment while solidly honouring their obligations and navigating their business safely toward the future. This book provides many insightful ideas, concepts and methods to help shape or reshape value propositions.
Format: Electronic Resources
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Stress testing for risk control under Basel II / Dimitris N. Chorafas.

2024-05-21T16:54:22Z

by Chorafas, Dimitris N.
Call Number 658.155 22
Publication Date 2007
Summary The Consultative paper issued by the Basel Committee on Banking Supervision (Basel II) cites the failure of bankers to adequately stress test exposures as a major reason for bad loans. Sample quotes from this crucial document: * "Banks should take into consideration potential future changes in economic conditions when assessing individual credits and their credit portfolios, and should assess their credit risk exposures under stressful conditions." * "The recent disturbances in Asia and Russia illustrate how close linkages among emerging markets under stress conditions and previously undetected correlations between market and credit risks, as well as between those risks and liquidity risk, can produce widespread losses." * "Effective stress testing which takes account of business or product cycle effects is one approach to incorporating into credit decisions a fuller understanding of a borrower's credit risk." Written for professionals in financial services with responsibility for IT and risk measurement, management, and modeling, Dimitris Chorafas explains in clear language the testing methodology necessary for risk control to meet Basel II requirements. Stress testing is the core focus of the book, covering stress analysis and the use of scenarios, models, drills, benchmarking, backtesting, and post-mortems, creditworthiness, wrong way risk and statistical inference, probability of default, loss given default and exposure at default, stress testing expected losses, correlation coefficients, and unexpected losses, stress testing related to market discipline and control action, and pillars 2 and 3 of Basel II. * Written in clear, straightforward style with numerous practical examples * Based on five years of development and research * Focuses on stress probability of default, stress loss given default, stsress exposure at default.
Format: Electronic Resources
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