Handbook of Financial Data and Risk Information I: Volume 1: Principles and Cont

The Nile on eBay   Handbook of Financial Data and Risk Information I: Volume 1 by Margarita S. Brose, Mark D. Flood, Dilip Krishna, Bill Nichols

This comprehensive resource explores the different issues involved in collecting, measuring and managing data in the financial services industry. Written by experts and leading figures in risk management and analysis, it sets out a clear vision for a structural and operational framework for a financial risk data repository.

FORMATHardcover LANGUAGEEnglish CONDITIONBrand New Publisher Description

Risk has always been central to finance, and managing risk depends critically on information. As evidenced by recent events, the need has never been greater for skills, systems and methodologies to manage risk information in financial markets. Authored by leading figures in risk management and analysis, this handbook serves as a unique and comprehensive reference for the technical, operational, regulatory and political issues in collecting, measuring and managing financial data. It will appeal to a wide range of audiences, from financial industry practitioners and regulators responsible for implementing risk management systems, to system integrators and software firms helping to improve such systems. Volume I examines the business and regulatory context that makes risk information so important. A vast set of techniques and processes have grown up over time, and without an understanding of the broader forces at work, it is all too easy to get lost in the details.

Author Biography

Margarita S. Brose has 20 years of experience in financial services. She began her career as an attorney at the US Securities and Exchange Commission. After earning an MBA, she specialized in risk and compliance consulting with PwC and IBM. She has degrees from Barnard College, George Washington University Law School and The Wharton School. Mark D. Flood did his undergraduate work at Indiana University in Bloomington, where he majored in finance (BS, 1982), and German and economics (BA, 1983). In 1990, he received his PhD in finance from the Graduate School of Business at the University of North Carolina at Chapel Hill. He has worked as a Visiting Scholar and Economist in the Research Department of the Federal Reserve Bank of St Louis, an Assistant Professor of Finance at Concordia University in Montreal, a Visiting Assistant Professor of Finance at the University of North Carolina at Charlotte, a Senior Financial Economist in the Division of Risk Management at the Office of Thrift Supervision, a Senior Financial Economist with the Federal Housing Finance Agency, and most recently as a Research Principal with the US Office of Financial Research in Washington, DC. His research interests include financial markets and institutions, systemic financial risk, financial data management, securities market microstructure, and bank market structure and regulatory policy. His research has appeared in a number of publications, including the Review of Financial Studies, the Annual Review of Financial Economics, the Journal of International Money and Finance, Quantitative Finance, and the St Louis Fed's Review. Dilip Krishna is a Director with the Governance, Risk and Regulatory Consulting practice at Deloitte and Touche LLP, with a focus on risk architecture and information. He is involved in several regulatory initiatives such as stress testing and capital management implementations. He has seventeen years of experience across a range of wholesale and retail banking products in banks across North America. Previously, Krishna was a partner with Teradata Corporation, leading its North-East Banking and Capital Markets consulting team. He worked with many large banks in the North-East to implement some of their largest data warehouse and data management programs. Krishna was also Director of Teradata's Risk Management Center of Expertise in the Americas, responsible for working with many large financial institutions across the USA and Canada implementing Basel II and risk management solutions. In this role he was also active with Teradata's Government Services team, helping to articulate the role of analytics in regulation and transparency, including being called upon to offer expert testimony to the US Congress. He has served as chief architect for Basel II at a major Canadian bank, and has implemented front-offices trading solutions in Canadian capital markets operations. Krishna is widely published in the area of risk information and risk architecture. Bill Nichols has been at the intersection of technology and finance for twenty-five years. He co-founded and served as CEO of a research firm acquired by Thomson Financial in 1995, and spent the following seven years with Thomson. Subsequently, he spent three years in venture capital related organisations, followed by consulting stints for major banks, asset management firms, and securities exchanges. He has participated as an expert in multiple ISO standards groups and is the former Convenor of the ISIN Standard for financial instruments. With Mark Flood, he co-chaired the Data Committee of the Committee to Establish the National Institute of Finance. Currently a Senior Advisor for Information Architecture and Innovation at the Office of Financial Research, he was previously Data Architect at Bridgewater Associates in their Data Research group.

Table of Contents

Preface; Part I. Risk Management Context for Financial Data: Introduction Margarita S. Brose and Mark D. Flood; 1. A brief history of financial risk and information Mark D. Flood; 2. Risk management Robert Mark and Dilip Krishna; 3. Portfolio risk monitoring Clifford V. Rossi; 4. Frameworks for systemic risk monitoring Alan King, John C. Liechty, Clifford V. Rossi and Charles Taylor; 5. Data-driven regulation and financial reform: one perspective from industry on the financial crisis John C. Pattison; Part II: Requirements and Sources for Financial Risk Management: Introduction Bill Nichols; 6. Banking and financial activities in the real economy Jefferson Braswell and Robert Mark; 7. Capital markets data Martijn Groot; 8. Capital markets reference data Marc Alvarez; 9. Risk management data and information for improved insight Margarita S. Brose, Mark D. Flood and David M. Rowe; Part III. Regulatory Data: Introduction Margarita S. Brose and Mark D. Flood; 10. A history of financial regulation in the USA from the beginning until today: 1789 to 2011 Alejandro Komai and Gary Richardson; 11. Data for microprudential supervision of US banks Mark D. Flood, Simon Kwan and Irina S. Leonova; 12. Microprudential supervisory data in the USA: securities and derivatives Margarita S. Brose and Jesse T. Weintraub; 13. Financial data and risk information needed for the European system of financial supervision Per Nymand-Andersen, Nicola Antoniou, Oliver Burkart and Jarl Kure; 14. Data needed for macroprudential policymaking Laura Kodres; Index.

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A comprehensive resource for understanding the issues involved in collecting, measuring and managing data in the financial services industry.

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A comprehensive resource for understanding the issues involved in collecting, measuring and managing data in the financial services industry.

Description for Bookstore

This comprehensive resource explores the different issues involved in collecting, measuring and managing data in the financial services industry. Written by experts and leading figures in risk management and analysis, it sets out a clear vision for a structural and operational framework for a financial risk data repository.

Description for Library

This comprehensive resource explores the different issues involved in collecting, measuring and managing data in the financial services industry. Written by experts and leading figures in risk management and analysis, it sets out a clear vision for a structural and operational framework for a financial risk data repository.

Details ISBN1107012015 Publisher Cambridge University Press ISBN-10 1107012015 ISBN-13 9781107012011 Format Hardcover Imprint Cambridge University Press Subtitle Principles and Context Place of Publication Cambridge Country of Publication United Kingdom Edited by Bill Nichols DEWEY 368 Media Book Year 2014 Publication Date 2014-01-09 Short Title HANDBK OF FINANCIAL DATA & RIS Language English Pages 658 Illustrations 40 Tables, black and white; 2 Halftones, unspecified; 50 Halftones, color; 4 Line drawings, unspecified UK Release Date 2014-01-09 AU Release Date 2014-01-09 NZ Release Date 2014-01-09 Author Bill Nichols Alternative 9780511997723 Audience Tertiary & Higher Education We've got this

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