Asset and risk management: Risk oriented finance by Louis Esch, Robert Kieffer, Thierry Lopez

By Louis Esch, Robert Kieffer, Thierry Lopez

  • Applies possibility administration innovations to asset administration - exhibiting how sleek danger size ideas may also help in portfolio administration.
  • Integrates threat administration and asset & legal responsibility administration (ALM), describing concepts for measuring structural stability sheet dangers.
  • Clearly and accessibly written
  • CD-Rom containing examples from the textual content.
  • Foreword from Philippe Jorion

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Example text

Lack of awareness of employees at all levels, of quantifiable and/or non-quantifiable risks likely to be generated, albeit unwittingly, by those employees. 6. Incompatibility of volumes and products processed both with the business and with back-office and accounting procedures. At present, market and regulatory pressure is such that it is unthinkable for a respectable financial institution not to have a risk management function. Instead of complaining about its cost, however, it is better to make it into a direct and indirect profit centre for the institution, and concentrate on its added value.

In other terms, the investor is looking for the risk premium that corresponds to his degree of aversion to risk. • On the other hand, however, although accepting the ‘risk premium’ represents profit first and foremost, it also unfortunately represents potential loss. We believe that we are now moving from an era in which investors continually looked to maximise return for a given level of risk (or without thinking about risk at all), into a new era in which the investor, for an anticipated level of return, will not rest until the attendant risk has been minimised.

Increased efficiency in the implementation of legal risk management procedures in financial transactions, and involvement in all analytical aspects of the legal risk on the capital market. 5 Integration It is worrying to note the abundance of energy being channelled into the so-called problem of the ‘fully integrated computerised risk-management system’. One and the same system for market risks, credit risks and operational risks? Not possible! The interesting problem with which we are confronted here is that of integrating systems for monitoring different types of risk.

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