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

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Bibliographic Details
Author / Creator:Chorafas, Dimitris N.
Edition:1st ed.
Imprint:Burlington, MA : Butterworth-Heinemann, 2007.
Description:1 online resource (xii, 340 pages) : illustrations.
Language:English
Series:[Elsevier finance]
Elsevier finance.
Subject:
Format: E-Resource Book
URL for this record:http://pi.lib.uchicago.edu/1001/cat/bib/11162638
Hidden Bibliographic Details
ISBN:9780750683043
075068304X
9780080498096
0080498094
1281014745
9781281014740
9786611014742
6611014748
Digital file characteristics:text file
Notes:Includes bibliographical references and index.
English.
Print version record.
Summary:Written for professionals in financial services with responsibility for IT and risk management, Dimitris Chorafas surveys the methodology required and IT systems and structures to support it according to Basel II. The book is consistent with the risk management certification process of GARP, as well as the accounting rules of IFRS, based on research the author conducted with IASB. The author provices an in-depth discussion of the types of risk, stress analysis and the use of scenarios, mathematical models, and IT systems and infrastructure requirements. * Written in clear, straightforward style for financial industry executives to provide necessary information for risk control decisionmaking * Consistent with GARP, IFRS and IASB risk management processes and procedures * Explains stress testing and its place in risk control.
Other form:Print version: Chorafas, Dimitris N. Risk management technology in financial services. 1st ed. Burlington, MA : Butterworth-Heinemann, 2007 9780750683043 075068304X