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

Bibliographic Details
Main Author: Chorafas, Dimitris N. (Author)
Format: Book
Language:English
Published: Burlington, MA ; Oxford : Butterworth-Heinemann , c2007
Subjects:
Table of Contents:
  • Pt. 1. (Innovation, risk and return) 1. Innovation in finance
  • 2. What is meant by risk management?
  • 3. Complexity of risk control with derivatives
  • 4. Integrating risk management through an enterprise architecture
  • 5. Case studies on big product problems that went unattended
  • Pt. 2. (Risk control methodology and advanced models) 6. A methodology for risk management
  • 7. The contribution of models to experimentation
  • 8. Simulation
  • 9. Using knowledge engineering for risk control
  • 10. Optimization through genetic algorithms
  • 11. Testing, backtesting, post-mortems and experimental methodology
  • Pt. 3. (Increasing the effectiveness of information systems support)
  • 12. Adding value to risk control through IT and organization
  • 13. Technology for time management, high frequency financial data and high impact events
  • 14. Project management for IT and risk control
  • 15. Implementing design reviews
  • 16. Quality, reliability and availability
  • 17. Being in charge of IT costs