Key Issues and Solutions
Buch, Englisch, 300 Seiten
ISBN: 978-1-84374-272-2
Verlag: Euromoney
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.
Fachgebiete
Weitere Infos & Material
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