Risk management technology in financial services : risk control, stress testing, models, and IT systems and structures /

Main Author: Chorafas, Dimitris N.
Format: Book
Language:English
Published: Burlington, MA : Butterworth-Heinemann, 2007.
Edition:1st ed.
Series:[Elsevier finance]
Subjects:
Online Access:http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=195630
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.