Frontiers of Risk Management

Key Issues and Solutions
Erscheinungsjahr 2007
ISBN: 978-1-84374-272-2
Verlag: Euromoney

Buch, Englisch, 300 Seiten

This publication identifies risk management issues that are likely to emerge in the future and the solutions that will be developed to meet these needs. This comprehensive text covers credit, market, operational, liquidity, outsourcing and insurance risks. Essential reading for all risk managers, board members, financial service suppliers, and a useful reference tool for bankers.
This comprehensive title will guide you through:

- Treasury and ALM risk
- Risks within the hedge funds industry
- Risk management and structured products
- Regulation and credit risk
- Challenges facing the credit derivatives market
- Use of credit rating agencies and the IRB approach
- Operational risk management
- Operational loss data issues
- Stress testing
- Money laundering deterrence
- Developments within IT and online banking
- Impact of outsourcing
- Insurance risk
- Pensions liability risk

Autoren/Hrsg.

Cox, Dennis

Fachgebiete

• Wirtschaftswissenschaften Finanzsektor & Finanzdienstleistungen Finanzsektor & Finanzdienstleistungen: Allgemeines
• Wirtschaftswissenschaften Finanzsektor & Finanzdienstleistungen Bankwirtschaft
• Wirtschaftswissenschaften Betriebswirtschaft Management Risikomanagement

Inhaltsverzeichnis

PART I: TOTAL RISK MANAGEMENT

1 The cultural frontiers of total risk management
Dennis Cox, Risk Reward Ltd

2 Strategic risk: bringing the discussion into the boardroom
Craig Cohon, The Next Practice

3 Risk management within corporate finance
Frank Moxon, Williams de Broe

4 The risk management of asset management
Dennis Cox, Risk Reward Ltd

PART II: MARKET RISK

5 Asset liability in a major bank
Asif Ahmed, Director, Citigroup

6 Treasury and asset & liability management risk
Thomas Day, Sungard

7 The risks within the hedge funds industry
Diccon Smeeton, ABN Amro

8 Risk management and structured products
Errol Danziger, Danziger Structured Finance

9 The simple art of Monte Carlo
Aaron Brown, Morgan Stanley

10 Correlation causes questions: environmental consistency confidence in wholesale financial institutions
Michael Mainelli, Z/Yen

PART III: CREDIT RISK

11 Regulation & credit risk
Rod Hardcastle, W&IB Risk, Lloyds TSB plc

12 Citigroup’s Basel-ready tool: the Credit Risk Model
Jennifer Courant, Managing Director, Citigroup Center

13 Overcoming the challenges in the credit derivatives market
Pontus Eriksson, Sungard FRONT ARENA

14 The use of credit rating agencies and their impact on the IRB approach
Markus Krebsz, formerly Fitch Ratings

PART IV: OPERATIONAL RISK

15 Frontiers of operational risk management
Ralph Nash, Director of Group Operational Risk, Axa
Ioanna Panayiotidou, AXA UK

16 The issues relating to operational loss data - internal and external
David Breden, Director, HSBC

17 Stress testing
Stuart Burns, Standard Chartered Bank

18 Money laundering deterrence: the challenge of applying a risk-based approach
David Blackmore, MHA

19 The risk management of outsourcing
Nina Sodha

PART V: OTHER RISK

20 Developments within IT and online banking
Dilip Krishna, Teradata

21 Risk management and financial control
Angela Caldara, formerly Unicredito

22 The financial impact of outsourcing
Roger Bach, HY Investment (UK) Ltd

23 Insurance risk
Anthony Smith & Dennis Cox

24 Developments in pensions liability risk
Paul Sweeting, Fidelity Investments International