Handbook of Financial Data and Risk Information I
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.
- Meets the need for financial industry-wide data
- Brings together contributions from a diverse group of experts from the various fields required for effective risk information management
- Takes a holistic view of the subject across the spectrum of financial institutions
Product details
No date availableHardback
9781107012011
658 pages
254 × 180 × 30 mm
1.5kg
6 b/w illus. 50 colour illus. 40 tables
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.