Enterprise risk management

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Hauptverfasser: Olson, David L. 1944- (VerfasserIn), Wu, Desheng Dash (VerfasserIn)
Format: Buch
Sprache:English
Veröffentlicht: Hackensack, NJ [u.a.] World Scientific Publ. 2015
Ausgabe:2. ed.
Schriftenreihe:Financial engineering and risk management 3
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Datensatz im Suchindex

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adam_text Contents Preface............................................................. v PART I: Perspectives 1 CHAPTER 1 Enterprise Risk Management.................................... 3 1.1 introduction...................................................... 3 1.1.1 Globalization and risk...................................... 4 1.2 ERM History....................................................... 5 1.3 What is ERM?...................................................... 6 1.4 Types of Risk................................................ 8 1.4.1 A framework for risk management............................. 9 1.5 A Review Process................................................ 10 1.6 Conclusions..................................................... 11 CHAPTER 2 The Financial Perspective.................................... 13 2.1 Recent Financial Risks.......................................... 13 2.2 The Basel Accords............................................... 14 2.3 Financial Enterprise Risk Management.......................... 15 2.3.1 Key financial risks........................................ 16 2.3.2 Measuring market risk................................... 17 2.4 Market Risk Measurements........................................ 18 2.4.1 VaR ~ value at risk........................................ 18 2.4.2 Historical simulation...................................... 21 2.4.3 Variance-covariance approach............................... 23 2.4.4 Scenario analysis ....................................... 24 2.5 Measuring Credit Risk........................................... 25 2.6 Measuring Operational Risk...................................... 25 2.7 Conclusions................................................... 27 CHAPTER 3 The Accounting Perspective................................... 31 3.1 Sarbanes-Oxley.................................................. 32 vii Enterprise Risk Management viii 3.2 The COSO Framework......................................... 33 3.2.1 Categories.............................................. 34 3.2.2 Activities.............................................. 34 3.3 Risk Appetite................................................. 36 3.4 ERM Process................................................ 37 3.5 Implementation Issues......................................... 39 3.6 Conclusions................................................... 39 CHAPTER 4 Supply Chain Risk Management........................... 43 4.1 Supply Chain Risks......................................... 45 4.2 Supply Chain Management Process............................ 46 4.2.1 Risk identification..................................... 46 4.2.2 Risk analysis........................................... 46 4.2.3 Response to significant risks........................... 48 4.2.4 Identification of controls.............................. 49 4.2.5 Reporting and monitoring................................ 49 4.3 Supply Chain Disruption....................................... 49 4.3.1 Examples of supply chain resilience..................... 50 4.3.2 Robust strategies.................................... 51 4.4 Conclusions................................................... 54 APPENDIX: Supply Chain Risk Specifics.......................... 55 CHAPTER 5 Disaster Planning......................................... 57 5.1 Risk Management of Human Systems........................... 58 5.2 Emergency Management........................................ 59 5.2.1 Database support to emergency management................ 60 5.2.2 Information technology for communication................ 62 5.2.3 Data mining............................................. 64 5.2.4 Decision support........................................ 64 5.2.5 Modeling................................................ 66 5.2.6 Emergency management support systems.................... 67 5.3 Conclusions..................................................... 67 PART II: Tools 73 CHAPTER 6 Risk Matrices in Risk Management.......................... 75 6.1 Risk Matrix................................................... 75 6.1.1 Caveats................................................. 77 6.2 Example Risk Matrices......................................... 78 6.2.1 Department of Defense software engineering.............. 79 6.2.2 Goddard Space Flight Center............................. 80 6.3 Scoring Systems............................................... 82 Contents ix 6.4 Conclusions..................................................... 83 CHAPTER 7 Balanced Scorecards.......................................... 87 7.1 Risk Contexts.................................................... 87 7.2 Balanced Scorecards............................................. 89 7.3 Demonstration of ERM Balanced Scorecard......................... 90 7.4 Comparison...................................................... 93 CHAPTER 8 Multiple Criteria Analysis................................... 95 8.1 Criteria......................................................... 95 8.1.1 Criteria in the banking indus tty.......................... 95 8.1.2 Petroleum supply chain risks............................... 98 8.1.3 Disaster management criteria............................... 99 8.2 Multiple Criteria Analysis...................................... 101 8.2.1 Scores.................................................... 102 8.2.2 Weights................................................... 103 8.2.3 Value score............................................... 105 8.2.4 Other multiple criteria methods........................... 105 8.3 A Multiple Criteria Process..................................... 106 8.4 Conclusions..................................................... 107 CHAPTER 9 Simulation Risk Modeling.................................... 109 9.1 Simulation...................................................... 109 9.2 The Simulation Process.......................................... 110 9.3 Financial Simulation Examples................................... Ill 9.3.1 Cash management simulation................................ Ill 9.3.2 VaR models................................................ 113 9.4 Conclusions.................................................... 115 CHAPTER 10 Credit Risk Analysis....................................... 117 10.1 Financial Risk Measures........................................ 117 10.2 Value-at-Risk Considerations................................. 121 10.3 Monte Carlo Simulation of VaR and CVaR......................... 123 10.3.1 Portfolio optimization models............................ 123 10.3.2 Generating solutions..................................... 125 10.3.3 Distribution fitting..................................... 126 10.3.4 Generation of portfolios................................. 130 10.3.5 Monte Carlo simulation....................................... 131 10.3 Conclusions.................................................... 135 CHAPTER 11 DEA and Chance Constrained Models of Risk............. 137 11.1 Data Envelopment Analysis...................................... 139 x Enterprise Risk Management 11.2 Supply Chain Risk........................................ 140 11.2.1 Supply chain models................................. 140 11.2.2 Supply chain risk model............................. 141 11.2.3 Multi-objective programming model.................. . 142 11.2.4 Chance constrained model............................ 146 11.3 Simulation of Chance Constrained Programming............. 147 11.4 Risk Management Models................................... 153 11.4.1 Monte Carlo simulation and chance constrained programming............................................ 153 11.4.2 DEA simulation. . .................................. 153 11.5 Conclusions.............................................. 155 PART III: Application 159 CHAPTER 12 Finance Risk Concepts.................................... 161 12.1 Investment Collars.......................................... 161 12.2 VaR Demonstration............................................. 162 12.3 Copulas....................................................... 165 12.4 Tranches..................................................... 166 12.5 Greek Banking Example........................................ 168 12.5.1 Risk-based internal audit............................... 168 12.5.2 Cases................................................... 169 12.6 Conclusions................................................ 171 CHAPTER 13 Accounting Risk Case in Ireland........................ 173 13.1 European Banking.............................................. 173 13.2 Recent Irish Banking Events.................................. 175 13.3 Uncertainty versus Insolvency................................ 177 13.4 Risk Management Strategies................................... 179 13.5 Strategic Risk Management Focus.............................. 180 13.6 Conclusions.................................................. 182 CHAPTER 14 Supply Chain Technology Risk Cases....................... 183 14.1 Food Supply Chains............................................ 184 14.2 Conjoint Analysis......................................... 184 14.2.1 Conjoint analysis forms................................. 185 14.2.2 Interactions and nonlinearities in data................. 186 14.3 Food Supply Conjoint Analysis................................ 187 14.4 SMART Analysis............................................... 190 14.5 Conclusions.................................................. 193 Contents xi CHAPTER 15 Earthquake Disaster Response in China..................... 195 15.1 Means of Coping............................................... 197 15.2 Planning...................................................... 198 15.3 Disaster Management Process................................... 200 15.3.1 Identification.......................................... 200 15.3.2 Establish acceptable level of loss...................... 201 15.3.3 Risk control............................................ 201 15.3.4 Risk transfer........................................... 201 15.4 Risk Management in Post-Earthquake Construction............... 202 15.4.1 Earthquake risk management tools........................ 202 15.4.2 Databasesystems......................................... 203 15.4.3 Data mining............................................. 204 15.4.4 Emergency management support systems................... 205 15.5 Recognition-Primed Decision Approach for Earthquake Response.................................................... 206 15.6 Conclusions................................................... 207 Bibliography....................................................... 211 Index................................................................ 227
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spelling Olson, David L. 1944- Verfasser (DE-588)1055798854 aut
Enterprise risk management David L. Olson ; Desheng Dash Wu
2. ed.
Hackensack, NJ [u.a.] World Scientific Publ. 2015
XI, 231 S. graph. Darst.
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nc rdacarrier
Financial engineering and risk management 3
Risk management
Financial risk management
Finanzmanagement (DE-588)4139075-1 gnd rswk-swf
Risikomanagement (DE-588)4121590-4 gnd rswk-swf
Supply Chain Management (DE-588)4684051-5 gnd rswk-swf
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Risikomanagement (DE-588)4121590-4 s
DE-604
Finanzmanagement (DE-588)4139075-1 s
b DE-604
Wu, Desheng Dash Verfasser (DE-588)135609364 aut
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Digitalisierung UB Regensburg - ADAM Catalogue Enrichment application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=027942766&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis
spellingShingle Olson, David L. 1944-
Wu, Desheng Dash
Enterprise risk management
Financial engineering and risk management
Risk management
Financial risk management
Finanzmanagement (DE-588)4139075-1 gnd
Risikomanagement (DE-588)4121590-4 gnd
Supply Chain Management (DE-588)4684051-5 gnd
subject_GND (DE-588)4139075-1
(DE-588)4121590-4
(DE-588)4684051-5
title Enterprise risk management
title_auth Enterprise risk management
title_exact_search Enterprise risk management
title_full Enterprise risk management David L. Olson ; Desheng Dash Wu
title_fullStr Enterprise risk management David L. Olson ; Desheng Dash Wu
title_full_unstemmed Enterprise risk management David L. Olson ; Desheng Dash Wu
title_short Enterprise risk management
title_sort enterprise risk management
topic Risk management
Financial risk management
Finanzmanagement (DE-588)4139075-1 gnd
Risikomanagement (DE-588)4121590-4 gnd
Supply Chain Management (DE-588)4684051-5 gnd
topic_facet Risk management
Financial risk management
Finanzmanagement
Risikomanagement
Supply Chain Management
url http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=027942766&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA
volume_link (DE-604)BV040142162
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