Risk management technology in financial services risk control, stress testing, models, and IT systems and structures
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...
| Autor principal: | |
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| Formato: | Libro electrónico |
| Idioma: | Inglés |
| Publicado: |
Burlington, MA. ; Oxford :
Butterworth-Heinemann
2007.
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| Edición: | 1st ed |
| Colección: | Elsevier finance
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| Materias: | |
| Ver en Biblioteca Universitat Ramon Llull: | https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009627239306719 |
| Sumario: | 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 |
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| Notas: | Includes index. |
| Descripción Física: | 1 online resource (353 p.) |
| Bibliografía: | Includes bibliographical references and index. |
| ISBN: | 9781281014740 9786611014742 9780080498096 |
