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Enterprise Risk Management [Hardback]

(Stockholm Univ, Sweden), (Univ Of Nebraska-lincoln, Usa)
  • Formāts: Hardback, 264 pages
  • Sērija : Financial Engineering and Risk Management 1
  • Izdošanas datums: 26-Dec-2007
  • Izdevniecība: World Scientific Publishing Co Pte Ltd
  • ISBN-10: 9812791485
  • ISBN-13: 9789812791481
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  • Cena: 128,84 €
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Enterprise Risk ManagementPalielināt
  • Formāts: Hardback, 264 pages
  • Sērija : Financial Engineering and Risk Management 1
  • Izdošanas datums: 26-Dec-2007
  • Izdevniecība: World Scientific Publishing Co Pte Ltd
  • ISBN-10: 9812791485
  • ISBN-13: 9789812791481
Citas grāmatas par šo tēmu:
Permanent link: https://www.kriso.lv/db/9789812791481.html
This book expands the scope of risk management beyond insurance and finance to include accounting risk, terrorism, and other issues that can threaten an organization. It approaches risk management from five perspectives: in addition to the core perspective of financial risk management, it addresses perspectives of accounting, supply chains, information systems, and disaster management. It also covers balanced scorecards, multiple criteria analysis, simulation, data envelopment analysis, and financial risk measures that help assess risk, thereby enabling a well-informed managerial decision making.The book concludes by looking at four case studies, which cover a wide range of topics. These include such practical issues as the development and implementation of a sound risk management structure; supply chain risk and enterprise resource planning systems in information systems, and disaster management.
Preface v
PART I: Perspectives
1. Enterprise Risk Management
3
1.1 What is ERM?
4
1.2 Types of Risk
6
1.2.1 Strategic risks
8
1.2.2 A framework for risk management
8
1.3 Current Status
11
1.4 Conclusions
12
Endnotes
13
2. The Financial Perspective
15
2.1 ERM and Financial Operations
16
2.1.1 Key financial risks
18
2.1.2 Measuring market risk
18
2.2 Market Risk Measurements
19
2.2.1 VaR – Value at risk
19
2.2.2 Historical simulation
21
2.2.3 Variance-covariance approach
23
2.2.4 Scenario analysis
24
2.3 Measuring Credit Risk
25
2.4 Measuring Operational Risk
26
2.5 Conclusions
31
Endnotes
31
3. The Accounting Perspective
35
3.1 The COSO ERM Cube
36
3.1.1 Categories
36
3.1.2 Activities
37
3.2 Event Identification
38
3.2.1 Risk appetite
40
3.3 Example of Risk Quantification
40
3.4 Implementation Issues
40
3.5 Conclusions
41
Endnotes
42
4. Supply Chain Risk Management
45
4.1 Supply Chain Risk Management Process
46
4.1.1 Risk identification
47
4.1.2 Risk assessment
48
4.1.3 Risk avoidance
49
4.1.4 Risk mitigation
49
4.2 Supply Management
50
4.2.1 Supplier selection process
51
4.2.2 Supplier order allocation
51
4.3 Demand Management
52
4.4 Product Management
52
4.5 Information Management
52
4.5.1 Traditional supply chains
53
4.5.2 Collaborative planning, forecasting and replenishment
55
4.5.3 E-commerce security
56
4.6 Supply Chain Disruption
57
4.6.1 Examples of supply chain resilience
57
4.6.2 Robust strategies
58
4.7 Conclusions
61
Endnotes
62
5. Information Systems Perspective
67
5.1 Information Systems Risk
68
5.1.1 Systems
69
5.2 COSO Application of IS Risk Management
70
5.3 IS Risk Identification and Analysis
73
5.3.1 Brainstorming
74
5.3.2 Nominal group technique
75
5.3.3 Delphi method
75
5.3.4 The systems failure method
76
5.4 The Systems View of Enterprise Systems
81
5.4.1 Alternative ERP forms
82
5.4.2 Outsourcing risks
82
5.5 Conclusions
84
Endnotes
85
6. Disaster Planning
89
6.1 Risk Management of Human Systems
90
6.2 Emergency Management
91
6.2.1 Database support to emergency management
92
6.2.2 Data mining
93
6.2.3 Modeling
95
6.2.4 Emergency management support systems
96
6.3 Conclusions
97
Endnotes
98
PART II: Tools
7. Balanced Scorecard
105
7.1 Demonstration of ERM Balanced Scorecard
108
7.2 Case Study: Credit Scorecard Validation
111
7.2.1 Statistical results and discussion
111
7.2.2 Population distributions and stability
115
7.3 Conclusion
117
Endnotes
118
8. Multiple Criteria Analysis
121
8.1 Selection Decision Methods
122
8.1.1 Quality factors
124
8.1.2 Alternative ERP forms
124
8.2 Multiple Criteria Analysis
126
8.2.1 Scores
128
8.2.2 Weights
129
8.2.3 Value score
131
8.2.4 Other multiple criteria methods
132
8.3 Conclusions
132
Endnotes
133
9. Simulation and DEA Models of Risk
135
9.1 Supply Chain Risk
137
9.1.1 Supply chain models
137
9.1.2 Supply chain risk model
138
9.1.3 Multi-objective programming model
140
9.1.4 Chance constrained model
144
9.1.5 DEA model
145
9.2 Simulation
145
9.2.1 The simulation process
146
9.2.2 Cash management simulation
147
9.2.3 Risk management simulation models
150
9.2.4 Simulation and MOP
152
9.3 Conclusions
157
Appendix A: Data Envelopment Analysis Basics
157
Endnotes
158
10. Credit Risk Analysis
161
10.1 Financial Risk Measures
162
10.2 Credit Scoring
165
10.2.1 Modeling
166
10.3 Data
167
10.4 Results
170
10.4.1 Results from overall population
171
10.4.2 Results from portfolio 1
174
10.4.3 Results from portfolio 2
179
10.5 Conclusions
183
Endnotes
184
PART III: Cases
11. Hydro One Financial Risk
189
11.1 Initial Risk Management Organization
190
11.2 Risk Tolerance
193
11.3 Pilot Study
193
11.4 The Business Context of Risk Management at Hydro One
195
11.4.1 Hydro One risk tolerance
197
11.4.2 Risk treatment investment planning
199
11.5 ERM Outcomes and Benefits at Hydro One
199
Endnotes
200
12. Supply Chain Risk Cases
201
12.1 Early Supplier Involvement
201
12.1.1 Rolls Royce
202
12.1.2 ESI process at Rolls Royce
203
12.2 Vendor Risk
205
12.2.1 Landini Tractor operations
206
12.2.2 Tire operations
206
12.2.3 Zetor Tractors
207
12.3 Conclusions
208
Endnotes
209
13. ERP Risk Cases
211
13.1 ERP Advantages and Disadvantages
213
13.2 FoxMeyer Drug
215
13.3 Marathon Oil
218
13.4 Pratt & Whitney Canada
220
13.4.1 Benefits
222
13.4.2 Lessons learned
222
13.5 Conclusions
223
Endnotes
224
14. Training for Natural Disaster Recovery
227
14.1 The Problem Event
227
14.2 Disaster Recovery Training
228
14.3 The Exercise
229
14.4 Exercise Results
231
14.5 Implications
233
Endnotes
234
Bibliography 235
Index 249