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Enterprise Risk Management (2nd Edition) 2nd Revised edition [Hardback]

(Univ Of Nebraska-lincoln, Usa), (Stockholm Univ, Sweden)
  • Formāts: Hardback, 244 pages
  • Sērija : Financial Engineering and Risk Management 3
  • Izdošanas datums: 26-Mar-2015
  • Izdevniecība: World Scientific Publishing Co Pte Ltd
  • ISBN-10: 9814632767
  • ISBN-13: 9789814632768
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Enterprise Risk Management (2nd Edition) 2nd Revised editionPalielināt
  • Formāts: Hardback, 244 pages
  • Sērija : Financial Engineering and Risk Management 3
  • Izdošanas datums: 26-Mar-2015
  • Izdevniecība: World Scientific Publishing Co Pte Ltd
  • ISBN-10: 9814632767
  • ISBN-13: 9789814632768
Citas grāmatas par šo tēmu:
Permanent link: https://www.kriso.lv/db/9789814632768.html
Risk is inherent in business. Without risk, there would be no motivation to conduct business. But a key principle is that organizations should accept risks that they are competent enough to deal with, and “outsource” other risks to those who are more competent to deal with them (such as insurance companies). Enterprise Risk Management (2nd Edition) approaches enterprise risk management from the perspectives of accounting, supply chains, and disaster management, in addition to the core perspective of finance. While the first edition included the perspective of information systems, the second edition views this as part of supply chain management or else focused on technological specifics. It discusses analytical tools available to assess risk, such as balanced scorecards, risk matrices, multiple criteria analysis, simulation, data envelopment analysis, and financial risk measures.
Preface v
PART I Perspectives
1(72)
Chapter 1 Enterprise Risk Management
3(10)
1.1 Introduction
3(2)
1.1.1 Globalization and risk
4(1)
1.2 ERM History
5(1)
1.3 What is ERM?
6(2)
1.4 Types of Risk
8(2)
1.4.1 A framework for risk management
9(1)
1.5 A Review Process
10(1)
1.6 Conclusions
11(2)
Chapter 2 The Financial Perspective
13(18)
2.1 Recent Financial Risks
13(1)
2.2 The Basel Accords
14(1)
2.3 Financial Enterprise Risk Management
15(3)
2.3.1 Key financial risks
16(1)
2.3.2 Measuring market risk
17(1)
2.4 Market Risk Measurements
18(7)
2.4.1 VaR -- value at risk
18(3)
2.4.2 Historical simulation
21(2)
2.4.3 Variance-covariance approach
23(1)
2.4.4 Scenario analysis
24(1)
2.5 Measuring Credit Risk
25(1)
2.6 Measuring Operational Risk
25(2)
2.7 Conclusions
27(4)
Chapter 3 The Accounting Perspective
31(12)
3.1 Sarbanes-Oxley
32(1)
3.2 The COSO Framework
33(3)
3.2.1 Categories
34(1)
3.2.2 Activities
34(2)
3.3 Risk Appetite
36(1)
3.4 ERM Process
37(2)
3.5 Implementation Issues
39(1)
3.6 Conclusions
39(4)
Chapter 4 Supply Chain Risk Management
43(14)
4.1 Supply Chain Risks
45(1)
4.2 Supply Chain Management Process
46(3)
4.2.1 Risk identification
46(1)
4.2.2 Risk analysis
46(2)
4.2.3 Response to significant risks
48(1)
4.2.4 Identification of controls
49(1)
4.2.5 Reporting and monitoring
49(1)
4.3 Supply Chain Disruption
49(5)
4.3.1 Examples of supply chain resilience
50(1)
4.3.2 Robust strategies
51(3)
4.4 Conclusions
54(3)
Appendix: Supply Chain Risk Specifics
55(2)
Chapter 5 Disaster Planning
57(16)
5.1 Risk Management of Human Systems
58(1)
5.2 Emergency Management
59(8)
5.2.1 Database support to emergency management
60(2)
5.2.2 Information technology for communication
62(2)
5.2.3 Data mining
64(1)
5.2.4 Decision support
64(2)
5.2.5 Modeling
66(1)
5.2.6 Emergency management support systems
67(1)
5.3 Conclusions
67(6)
PART II Tools
73(86)
Chapter 6 Risk Matrices in Risk Management
75(12)
6.1 Risk Matrix
75(3)
6.1.1 Caveats
77(1)
6.2 Example Risk Matrices
78(4)
6.2.1 Department of Defense software engineering
79(1)
6.2.2 Goddard Space Flight Center
80(2)
6.3 Scoring Systems
82(1)
6.4 Conclusions
83(4)
Chapter 7 Balanced Scorecards
87(8)
7.1 Risk Contexts
87(2)
7.2 Balanced Scorecards
89(1)
7.3 Demonstration of ERM Balanced Scorecard
90(3)
7.4 Comparison
93(2)
Chapter 8 Multiple Criteria Analysis
95(14)
8.1 Criteria
95(6)
8.1.1 Criteria in the banking industry
95(3)
8.1.2 Petroleum supply chain risks
98(1)
8.1.3 Disaster management criteria
99(2)
8.2 Multiple Criteria Analysis
101(5)
8.2.1 Scores
102(1)
8.2.2 Weights
103(2)
8.2.3 Value score
105(1)
8.2.4 Other multiple criteria methods
105(1)
8.3 A Multiple Criteria Process
106(1)
8.4 Conclusions
107(2)
Chapter 9 Simulation Risk Modeling
109(8)
9.1 Simulation
109(1)
9.2 The Simulation Process
110(1)
9.3 Financial Simulation Examples
111(4)
9.3.1 Cash management simulation
111(2)
9.3.2 VaR models
113(2)
9.4 Conclusions
115(2)
Chapter 10 Credit Risk Analysis
117(20)
10.1 Financial Risk Measures
117(4)
10.2 Value-at-Risk Considerations
121(2)
10.3 Monte Carlo Simulation of VaR and CVaR
123(12)
10.3.1 Portfolio optimization models
123(2)
10.3.2 Generating solutions
125(1)
10.3.3 Distribution fitting
126(4)
10.3.4 Generation of portfolios
130(1)
10.3.5 Monte Carlo simulation
131(4)
10.3 Conclusions
135(2)
Chapter 11 DEA and Chance Constrained Models of Risk
137(22)
11.1 Data Envelopment Analysis
139(1)
11.2 Supply Chain Risk
140(7)
11.2.1 Supply chain models
140(1)
11.2.2 Supply chain risk model
141(1)
11.2.3 Multi-objective programming model
142(4)
11.2.4 Chance constrained model
146(1)
11.3 Simulation of Chance Constrained Programming
147(6)
11.4 Risk Management Models
153(2)
11.4.1 Monte Carlo simulation and chance constrained programming
153(1)
11.4.2 DEA simulation
153(2)
11.5 Conclusions
155(4)
PART III Application
159(52)
Chapter 12 Finance Risk Concepts
161(12)
12.1 Investment Collars
161(1)
12.2 VaR Demonstration
162(3)
12.3 Copulas
165(1)
12.4 Tranches
166(2)
12.5 Greek Banking Example
168(3)
12.5.1 Risk-based internal audit
168(1)
12.5.2 Cases
169(2)
12.6 Conclusions
171(2)
Chapter 13 Accounting Risk Case in Ireland
173(10)
13.1 European Banking
173(2)
13.2 Recent Irish Banking Events
175(2)
13.3 Uncertainty versus Insolvency
177(2)
13.4 Risk Management Strategies
179(1)
13.5 Strategic Risk Management Focus
180(2)
13.6 Conclusions
182(1)
Chapter 14 Supply Chain Technology Risk Cases
183(12)
14.1 Food Supply Chains
184(1)
14.2 Conjoint Analysis
184(3)
14.2.1 Conjoint analysis forms
185(1)
14.2.2 Interactions and nonlinearities in data
186(1)
14.3 Food Supply Conjoint Analysis
187(3)
14.4 SMART Analysis
190(3)
14.5 Conclusions
193(2)
Chapter 15 Earthquake Disaster Response in China
195(16)
15.1 Means of Coping
197(1)
15.2 Planning
198(2)
15.3 Disaster Management Process
200(2)
15.3.1 Identification
200(1)
15.3.2 Establish acceptable level of loss
201(1)
15.3.3 Risk control
201(1)
15.3.4 Risk transfer
201(1)
15.4 Risk Management in Post-Earthquake Construction
202(4)
15.4.1 Earthquake risk management tools
202(1)
15.4.2 Database systems
203(1)
15.4.3 Data mining
204(1)
15.4.4 Emergency management support systems
205(1)
15.5 Recognition-Primed Decision Approach for Earthquake Response
206(1)
15.6 Conclusions
207(4)
Bibliography 211(16)
Index 227