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enterprise risk management
(455 results)-
White Papers
Human Capable Information Security
Nov 2010
Declarative, heuristic security is a concept with which they're intimately familiar as human beings - it is the way in which all place value levels on the security or privacy of information which...
Provided by Oracle
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White Papers
Secure Online Document Backups: How Small To Mid-Size Businesses Can Centralize Paper And Digital Document Storage Without Sacrificing Security
Apr 2009
In this white paper, one will learn how secure and remote online document backups will protect their important business documents and files, whether from being misplaced or lost to anything from...
Provided by Base K USA
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Whitepapers
Cisco Adaptive Security Appliances: Which One is Right for You?
Jan 2011
While your security needs may be many and complex, the key to solving these needs is to choose the right combination of Cisco Adaptive Security Appliances (ASAs) for your network. This white paper...
Provided by Global Knowledge
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Whitepapers
Enterprise Data Protection: Having Enterprise Data Protection As An Objective Is A Worthy Goal For Any Organization
Apr 2008
Enterprise Data Protection is an umbrella term used to describe the coming together of data leak prevention technologies with encryption (often referred to as data loss prevention) technologies....
Provided by Bloor Research
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Webcasts
Risk Maker Risk Taker: A Manager's Guide To Risk
Jan 2011
Risk management is a vital training topic for any organization. Whether you're implementing a new strategic plan or coordinating a single event, risk involves the culture, processes and structures...
Provided by CRM Learning
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White Papers
Human Resource Information Systems Security
Mar 2009
Companies face issues of compliance, data protection and identity theft on a daily basis. While technology is a great friend in business, it can turn into an enemy if you don't take the steps...
Provided by Epicor Software
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White Papers
Managing Risk In Facility Management Outsourcing
Nov 2009
Integrated Facility Management is becoming a common strategy for organizations with larger, complex facilities portfolios. Many Clients are concerned about the risks associated with giving broad...
Provided by McMorrow Report
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White Papers
Anatomy Of Risk Management Practices In The Mortgage Industry: Lessons For The Future
May 2010
Innovation has brought about a multitude of new products, such as subprime loans and niche credit programs for immigrants. Such developments are representative of the market responses that have...
Provided by mortgage bankers association
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White Papers
Private Equity Office (PEO) Security
Jan 2009
The purpose of this paper is to elaborate on security paradigms utilized in the Private Equity Office (PEO) from the perspective of the IT professional. The Private Equity Office (PEO) security is...
Provided by AnalytX
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White Papers
Assessing Risk And Return: Personalized Medicine Development & New Innovation Paradigm
Oct 2008
In making a credible business case for investors and industry stakeholders to view personalized medicine as a viable business model, one not only must create excitement in the promise of...
Provided by Ewing Marion Kauffman Foundation
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White Papers
Mobile Devices And Organizational Security Risk
Oct 2010
Mobile devices are ubiquitous - almost everyone has one (or more). Mobile device usage is steadily growing as the technology in mobile devices becomes increasingly more powerful and universal....
Provided by Verizon
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White Papers
Addressing the Requirements of: Monetary Authority of Singapore Internet Banking Technology Risk Management Guidelines
Dec 2005
The Monetary Authority of Singapore (MAS) has published a document that summarizes electronic security and risk management guidelines that financial institutions should consider when deploying...
Provided by Tripwire
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White Papers
Solving Online Security Problems For E-Commerce By SiteKey
Nov 2010
Along with the popularity of E-Commerce increasing the online security concerns grow as well. Online crimes such as phishing target more and more customers compromising brands, undermining...
Provided by World Business Institute
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White Papers
Systemic Risk And The Refinancing Ratchet Effect
Jun 2010
The confluence of three trends in the U.S. residential housing market - rising home prices, declining interest rates, and near-frictionless refinancing opportunities - led to vastly increased...
Provided by Harvard Business School
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White Papers
Exposure To The World And Trading-bloc Risks: A Multiviariate Capital Asset Pricing Model
Jun 2008
This paper employs a capital asset pricing model that incorporates both the world and trading factors to show that the recent trend of trade regionalism has led to segmentation of world stock...
Provided by University of Malaya
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White Papers
Leveraging PPA To Manage Defined Contribution Plan Risk
Jan 2008
Opportunities offered by the Pension Protection Act of 2006 (P PA) are now available to support plan sponsors in their management of risks associated with their defined contribution programs. This...
Provided by Hewitt Associates
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White Papers
ERM Push Among Banks Intensifies
Feb 2009
One theme commonly expressed among experts is that an infrastructure that gives banks a broader view of risk could have helped avoid much of the calamity of 2008. Has enterprise risk management's...
Provided by Oracle
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White Papers
Financing Risk And Bubbles Of Innovation
Jul 2010
Investors in risky startups who stage their investments face financing risk - that is, the risk that later stage investors will not fund the startup, even if the fundamentals of the firm are still...
Provided by Harvard University
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Case Studies
ArcSight Embedded InetSoft's BI Technology Into Their Enterprise Security Management System
Aug 2008
ArcSight is a leading provider of security and compliance management solutions that intelligently identify and mitigate business risk for enterprises, MSSPs and government agencies. ArcSight's...
Provided by InetSoft Technology
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Case Studies
Improving The Virtual Padlock At A Leading University
Aug 2010
Whenever you make a purchase online, pay a bill or check your account balance, do you ever notice the "Padlock" icon at the bottom right-hand side of your browser? It signifies that the page is...
Provided by Verizon
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White Papers
Attributing Systemic Risk To Individual Institutions
May 2010
An operational macroprudential approach to financial stability requires tools that attribute system-wide risk to individual institutions. Making use of constructs from game theory, the authors...
Provided by Bank for International Settlements
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White Papers
Undertaking Automation Projects The Right Way: Using Risk Management
Jul 2007
Risk management is part of the daily lives. For instance, one decide where and how to invest savings for the child's college education or for the retirement by weighing the risks of different...
Provided by Emerson Process Management
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White Papers
Successful Risk Management: How To Introduce Qualitative Elements To Achieve A Balance Between The Trading And Banking Books
Jun 2010
Recent market turmoil has compelled regulators to introduce new measures to help financial institutions meet the challenges of globalized financial markets. And firms themselves are looking for...
Provided by Thomson Reuters
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White Papers
Financial Integration, Entrepreneurial Risk And Global Dynamics
Oct 2010
This paper investigates within a two-country, general equilibrium, incomplete-markets model that focuses on the importance of idiosyncratic entrepreneurial risk - a risk that introduces, not only...
Provided by Massachusetts Institute of Technology
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White Papers
The Importance Of Financial Risk Management In Today's Variable Annuity Market
Dec 2010
Variable Annuities (VAs) are playing an increasingly important role in helping individual investors achieve a secure retirement. Today's VAs typically enable individuals to invest their retirement...
Provided by Prudential Financial
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White Papers
A New Index Of Currency Mismatch And Systemic Risk
Nov 2010
This paper constructs a new measure of currency mismatch in the banking sector that controls for bank lending to unhedged borrowers. This measure explicitly takes into account the indirect...
Provided by International Monetary Fund
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White Papers
Australian Banking System Resilience: What Should Be Expected Looking Forward? An International Perspective
Oct 2010
This paper reviews Australian banks' performance from an international perspective, with a focus on changes in capital and liquidity risk. The paper analyses the extent of any vulnerability that...
Provided by International Monetary Fund
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White Papers
Access Management: Efficiency, Confidence and Control
Feb 2011
Read this Aberdeen Group research report, "Access Management: Efficiency, Confidence and Control" and learn how top performers protect access to information assets at lower cost while staying on...
Provided by SAP
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White Papers
GRC Strategies - Finding the Right Balance of Business and IT
Feb 2011
If manual processes don't give you sufficient confidence - or if your operational costs are too high - discover a better way. Read "GRC Strategies - Finding the Right Balance of Business and IT"...
Provided by SAP
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White Papers
Gauging Risk With Higher Moments: Handrails In Measuring And Optimising Conditional Value At Risk
Apr 2009
The aim of the paper is to study empirically the influence of higher moments of the return distribution on Conditional Value at Risk (CVaR). To be more exact, the authors attempt to reveal the...
Provided by University of Frankfurt
-
White Papers
Risk Transfer With CDOs
Apr 2008
Modern bank management comprises both classical lending business and transfer of asset risk to capital markets through securitization. Sound knowledge of the risks involved in securitization...
Provided by University of Frankfurt
-
White Papers
Bidding With Securities: Comment
Jan 2009
The authors analyzed auctions in which bidders compete in securities. They show that a steeper security leads to a higher expected revenue for the seller, and also use this to establish the...
Provided by Columbia University
-
White Papers
Development And Freedom As Risk Management
Sep 2010
The author has argued that many development and freedom measures such as health, education, political and civil liberties are important constituents of human welfare. The author concur with...
Provided by UC Regents
-
White Papers
Risk And Inequality Aversion In Social Dilemmas
Feb 2009
The authors experimentally investigate cooperative behaviour in a social dilemma situation, where the socially efficient outcome may be encouraged by risk aversion and/or inequality aversion. The...
Provided by Development & Policies Research Center
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White Papers
No Arbitrage Condition And Existence Of Equilibrium In Infinite Or Finite Dimension With Expected Risk Averse Utilities
Jul 2008
The authors consider a general equilibrium model in asset markets with a countable set of states and expected risk averse utilities. The agents do not have the same beliefs. They use the methods...
Provided by Development & Policies Research Center
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White Papers
Understanding Systemic Risk: The Trade-Offs Between Capital, Short-Term Funding And Liquid Asset Holdings
Nov 2010
The authors offer a multi-period systemic risk assessment framework with which to assess recent liquidity and capital regulatory requirement proposals in a holistic way. Following Morris and Shin...
Provided by Bank of Canada
-
White Papers
How Do Croatian Companies Make Corporate Risk Management Decisions: Evidence From The Field
Oct 2008
According to the Capital Asset Pricing Model and the Modigliani-Miller theorem, corporate risk management is irrelevant to the value of the firm. However, it is apparent that managers are...
Provided by University of Zagreb
-
White Papers
A Review Of The Rationales For Corporate Risk Management: Fashion Or The Need?
Oct 2008
This paper presents the extensive literature survey based both on theoretical rationales for hedging as well as the empirical evidence that support the implications of the theory regarding the...
Provided by University of Zagreb
-
White Papers
Containing Systemic Risk
Dec 2009
Systemic risk refers to the risk of financial system breakdown due to linkages between institutions. This risk cannot be assessed by looking at how individual institutions manage risks but instead...
Provided by University College Dublin
-
White Papers
Regulating Systemic Risk
Jan 2010
The failure to spot emerging systemic risk and prevent the current global financial crisis warrants a reexamination of the approach taken so far to crisis prevention. The paper argues that...
Provided by Asian Development Bank Institute
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White Papers
News And Sovereign Default Risk In Small Open Economies
May 2010
This paper builds a model of sovereign debt in which default risk, interest rates, and debt depend not only on current fundamentals but also on news about future fundamentals. News shocks affect...
Provided by Board of Governors of the Federal Reserve System
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White Papers
Balance Risks to Improve Performance
Feb 2010
A white paper on how the Oracle Enterprise Governance, Risk, and Compliance (GRC) Applications Suite can help present a unified view of risks across an organization and build lasting risk...
Provided by Oracle
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White Papers
Delivering Enterprise Value with Oracle Governance, Risk & Compliance
Feb 2010
Organizations spend more money on risk management and compliance than they should, largely due to inefficiency. In a complex and changing business environment, manually managed and fragmented risk...
Provided by Oracle
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Whitepapers
Ecomanage Network Corporation develops a service offering for manufacturers to fully manage wastes and meet disposal regulations
Sep 2010
Japan's Waste Disposal and Public Cleaning Law requires that a business entity producing industrial wastes needs to confirm the final disposal of everything produced. This requires implementation...
Provided by IBM
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Whitepapers
BlueLock underpins its cloud computing hosting services with best-in-class security.
Sep 2010
BlueLock, an infrastructure hosting company, needed to establish a more flexible security platform to adapt to the needs of a cloud computing environment. BlueLock's customers need flexibility,...
Provided by IBM
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Whitepapers
User Experience Management: Is it Right for You?
Sep 2010
Your business as a whole and your specific IT group count on user experience management (UEM) to deliver the best web app user experience possible. However, both groups look at the UEM...
Provided by Quest Software, now a part of Dell
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White Papers
Risk Management 101 For Small Business Owners
Sep 2010
Risk is an inherent part of being in business. It can be managed and its adverse outcomes can be mitigated. The greatest challenge for small business owners is to find the proper balance between...
Provided by American Express
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Whitepapers
Addressing IT governance, risk and compliance (GRC) to meet regulatory requirements and reduce operational risk in financial services organizations
Aug 2010
Effective IT governance, risk and compliance (GRC) is essential for financial services organizations to meet increasingly stringent regulatory and audit requirements and reduce business...
Provided by IBM
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White Papers
8 Ways To Shield Your Business From Hackers
Feb 2010
With 85% of data breach occurring at the small business level, business owners need to secure online banking and data stringently. Most of the people are aware of the need to take sensible...
Provided by American Express
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White Papers
How To Prevent Employees From Stealing From Your Business
Mar 2010
The sad truth is that employee fraud and embezzlement events - defined as "the use of one's occupation for personal enrichment through the deliberate misuse or misapplication of the employing...
Provided by American Express
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White Papers
Defense 101: How To Avoid Getting Blindsided By Corporate Fraud
Mar 2010
The last thing a small business needs now is fraud. Moderately-sized companies are already struggling enough in the fragile economy. Getting ripped off can be a crippling blow. True, the time and...
Provided by American Express
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Webcasts
Why Just Count Crime When You Can Prevent It?
Jul 2009
Doing more with less - Why just count crime when you can anticipate, prevent and respond more effectively? Operationally relevant and actionable analysis allows command staff and police managers...
Provided by SAS Institute
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Webcasts
Integrating Risk Management With Business Strategy
Mar 2010
This webcast focuses on integrating risk management framework within the business decision making process. Key business decisions impact both the strategy definition and the execution. Without...
Provided by SAS Institute
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White Papers
Risk Education In-Depth Series (Part 1): Reprogramming An Enterprise
Apr 2008
Ask the department chairman at the nation's largest risk management and insurance academic program, and he's quite clear and emphatic."Our program today is fundamentally different today from what...
Provided by LRP Publications
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White Papers
Co-Opetition And Investment For Supply-Chain
Oct 2008
This paper considers the problem of disruption risk management in global supply chains. The author considers a supply chain with two participants, who face interdependent losses resulting from...
Provided by INSEAD
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White Papers
Government Backed Insurance Of Extreme Systemic Risk
Dec 2008
Governments' worldwide have recapitalised their banks, but this has not been enough to persuade banks to lend again. Despite large interest rate reductions the supply of credit to households and...
Provided by City University of London (Cass)
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White Papers
Portfolio Risk Management And Carbon Emissions Valuation In Electric Power
Feb 2010
The energy business is in transition from a cost structure based on fuel and capital to a business that also accounts for the carbon footprint of energy production, transmission and end use. In...
Provided by INSEAD
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White Papers
Risk Management For Energy Efficiency Projects In Developing Countries
Mar 2010
The present paper addresses risk management fundamentals for energy efficiency (EE) projects in developing countries. Four problems are often identified as the culprits for failing to harvest such...
Provided by INSEAD
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White Papers
Sharing Risk Efficiently Under Suboptimal Punishments For Defection
Aug 2007
The paper studies efficient risk sharing under limited enforcement (or "limited commitment") constraints determined by the threat of punishment after misbehavior. As in Kocherlakota (1996), the...
Provided by Purdue University (Krannert)
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White Papers
Hard Times Can Inspire Wrong Type Of Risk Taking
Mar 2009
When faced with declining profits and bleak outlooks, one way for executives to respond is through increased risk taking. In fact, researchers have consistently found that executives who find...
Provided by Thunderbird School of Global Management
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White Papers
Who Is Really interested In Risk Management?
Jan 2010
The global credit crisis has once again focused attention on risk management practices in the banking industry. The discipline of risk management had been developing quite rapidly in both the...
Provided by City University of London (Cass)
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White Papers
Collateral, Risk Management, And The Distribution Of Debt Capacity
Apr 2010
Collateral constraints imply that financing and risk management are fundamentally linked. The opportunity cost of engaging in risk management and conserving debt capacity to hedge future financing...
Provided by Duke University (Fuqua-Global)
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White Papers
Becoming Founder Role-Identity Affects Entrepreneurial Transitions And Persistence In Founding
Sep 2009
This paper develops the concept of founder role identity and delineates how two aspects, centrality and complexity, affect potential founders' ability to exit a current work role in order to...
Provided by INSEAD
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White Papers
Businesses Increasingly Face Water Risks
May 2010
The world will face a 40 per cent shortfall in water supplies by 2030. The good news is that if one are smart, one can meet the challenge successfully. But this can only happen through...
Provided by INSEAD
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White Papers
A Model-Independent Measure Of Aggregate Idiosyncratic Risk
Feb 2008
This paper introduces a model-independent measure of aggregate idiosyncratic risk, which does not require estimation of market betas or correlations and is based on the concept of gain from...
Provided by Fordham University
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White Papers
CEO: Greater The Risk, Bigger The Payoff
Jan 2008
The words "CEO compensation" in today's post-Enron age are likely to inspire pay rage. The top 20 highest paid executives in U.S. public companies made an average of $36.2 million in 2006,...
Provided by IESE School Of Business
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White Papers
Do Information Security Disclosures Reflect Future Incidents?
Mar 2009
This paper investigates how the nature of security related disclosures in financial reports is associated with breach announcements in the subsequent period. First build a decision tree to...
Provided by Purdue University (Krannert)
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White Papers
Securitization And Bank Performance
Sep 2009
Theory suggests that securitization provides financial institutions with an opportunity to lower the cost of funding; improve credit risk management and increase profitability. In practice,...
Provided by City University of London (Cass)
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White Papers
Large Shareholder Diversification And Corporate Risk-Taking
Jan 2010
Using new data for the universe of firms covered in Amadeus, the paper reconstructs the equity portfolios of shareholders who hold equity stakes in private and publicly-traded European firms. This...
Provided by Purdue University (Krannert)
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White Papers
Risk And Return In Bond, Currency And Equity Markets
Jun 2007
This paper presents a general equilibrium long-run risks model that can simultane-
Provided by Duke University (Fuqua-Global)
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White Papers
Private Information, Limited Commitment, And Risk Sharing
Aug 2007
This paper explores a model that considers an exchange economy with a continuum of agents, each of whom is subject to idiosyncratic endowment shocks. It studies efficient allocations subject to...
Provided by Duke University (Fuqua-Global)
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White Papers
Dangerous Exposures: Risk And The Bottom Line
Dec 2008
Nine days after the September 11, 2001 terrorist attack on the World Trade Center in New York City, Kent Smetters, then deputy assistant secretary of economic policy at the U.S. Treasury, met with...
Provided by University of Pennsylvania (Wharton)
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White Papers
The Evolution Of Risk And Controls: From Score - Keeping To Strategic Partnering
Dec 2007
The Economist Intelligence Unit conducted a global survey of 435 senior executives, half of whom work for companies with more than US$1bn in annual revenue. The paper reached a very senior...
Provided by KPMG International
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White Papers
Factors Involved In A Business Continuity Plan
Feb 2010
Business continuity plan is one of the most expensive and time taking plan, which many companies skip to develop as this costs virtually nothing to produce. This plan is beneficial for small...
Provided by Free Articles Directory
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White Papers
Is It Real? Can We Win? Is It Worth Doing?
Nov 2007
Incremental innovations (small, safe changes to your firm's offerings) make up 8596-90% of companies' development portfolios. But "little i" projects rarely produce competitive advantage. For...
Provided by Harvard Business School Publishing
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White Papers
How Risky Is Your Company?
Jan 2009
Success brings your company profits, growth, and unbounded optimism. It can also blind you to risks that creep in with success. For example, a fast-growing firm accelerates hiring. Soon new,...
Provided by Harvard Business School Publishing
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White Papers
Know More About Business Bankruptcy
Feb 2010
On top the heavy competition in the business world, the current economic conditions are also not favorable for the businesses. This is the reason why many entrepreneurs are forced to take the...
Provided by Free Articles Directory
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White Papers
Enterprise Risk Management And The New Market Realities: Five Points To Help Achieve High Performance
Mar 2010
Climbing out of a recession can be heavy going. At the same time, it can be a stimulating wake-up call. What companies are waking up to in the aftermath of the financial crisis is a complex world...
Provided by Accenture
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White Papers
Integrated Enterprise Risk Management: The path To Commercial Excellence In The Chemical Industry
Dec 2009
This paper discusses what capabilities chemical companies need to develop to manage market instability to help deliver consistent and reliable earnings growth. The last two years have been...
Provided by Accenture
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White Papers
How To Manage Risk In Business And The Workplace
Mar 2010
Every company is vulnerable to risk, and there is a great probability for loss. The environment of the workplace always changes while facing isolated responsibilities, and risks from the external...
Provided by Business Articles
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White Papers
Australian Banking System Resilience: What Should Be Expected Looking Forward? An International Perspective
Oct 2010
This paper reviews Australian banks' performance from an international perspective, with a focus on changes in capital and liquidity risk. The paper analyses the extent of any vulnerability that...
Provided by International Monetary Fund
-
White Papers
Access Management: Efficiency, Confidence and Control
Feb 2011
Read this Aberdeen Group research report, "Access Management: Efficiency, Confidence and Control" and learn how top performers protect access to information assets at lower cost while staying on...
Provided by SAP
-
White Papers
GRC Strategies - Finding the Right Balance of Business and IT
Feb 2011
If manual processes don't give you sufficient confidence - or if your operational costs are too high - discover a better way. Read "GRC Strategies - Finding the Right Balance of Business and IT"...
Provided by SAP
-
White Papers
Gauging Risk With Higher Moments: Handrails In Measuring And Optimising Conditional Value At Risk
Apr 2009
The aim of the paper is to study empirically the influence of higher moments of the return distribution on Conditional Value at Risk (CVaR). To be more exact, the authors attempt to reveal the...
Provided by University of Frankfurt
-
White Papers
Risk Transfer With CDOs
Apr 2008
Modern bank management comprises both classical lending business and transfer of asset risk to capital markets through securitization. Sound knowledge of the risks involved in securitization...
Provided by University of Frankfurt
-
White Papers
Bidding With Securities: Comment
Jan 2009
The authors analyzed auctions in which bidders compete in securities. They show that a steeper security leads to a higher expected revenue for the seller, and also use this to establish the...
Provided by Columbia University
-
White Papers
Development And Freedom As Risk Management
Sep 2010
The author has argued that many development and freedom measures such as health, education, political and civil liberties are important constituents of human welfare. The author concur with...
Provided by UC Regents
-
White Papers
Risk And Inequality Aversion In Social Dilemmas
Feb 2009
The authors experimentally investigate cooperative behaviour in a social dilemma situation, where the socially efficient outcome may be encouraged by risk aversion and/or inequality aversion. The...
Provided by Development & Policies Research Center
-
White Papers
No Arbitrage Condition And Existence Of Equilibrium In Infinite Or Finite Dimension With Expected Risk Averse Utilities
Jul 2008
The authors consider a general equilibrium model in asset markets with a countable set of states and expected risk averse utilities. The agents do not have the same beliefs. They use the methods...
Provided by Development & Policies Research Center
-
White Papers
Understanding Systemic Risk: The Trade-Offs Between Capital, Short-Term Funding And Liquid Asset Holdings
Nov 2010
The authors offer a multi-period systemic risk assessment framework with which to assess recent liquidity and capital regulatory requirement proposals in a holistic way. Following Morris and Shin...
Provided by Bank of Canada
-
White Papers
How Do Croatian Companies Make Corporate Risk Management Decisions: Evidence From The Field
Oct 2008
According to the Capital Asset Pricing Model and the Modigliani-Miller theorem, corporate risk management is irrelevant to the value of the firm. However, it is apparent that managers are...
Provided by University of Zagreb
-
White Papers
A Review Of The Rationales For Corporate Risk Management: Fashion Or The Need?
Oct 2008
This paper presents the extensive literature survey based both on theoretical rationales for hedging as well as the empirical evidence that support the implications of the theory regarding the...
Provided by University of Zagreb
-
White Papers
Containing Systemic Risk
Dec 2009
Systemic risk refers to the risk of financial system breakdown due to linkages between institutions. This risk cannot be assessed by looking at how individual institutions manage risks but instead...
Provided by University College Dublin
-
White Papers
Regulating Systemic Risk
Jan 2010
The failure to spot emerging systemic risk and prevent the current global financial crisis warrants a reexamination of the approach taken so far to crisis prevention. The paper argues that...
Provided by Asian Development Bank Institute
-
White Papers
What We Know, Don't Know And Can't Know About Bank Risk: A View From The Trenches
Mar 2008
This paper seeks to put forward a framework, from the perspective of practitioners and policymakers, for how the known, unknown, and unknowable vary by risk type within banking. The authors define...
Provided by The Wharton Financial Institutions Center
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White Papers
Insuring Non-Veriable Losses And The Role Of Intermediaries
Oct 2010
The authors analyze optimal risk sharing arrangements when losses are observable by policyholders and insurers but not verifiable. The optimal contract to insure individual losses can be...
Provided by The Wharton Financial Institutions Center
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White Papers
Scenario Analysis In The Measurement Of Operational Risk Capital: A Change Of Measure Approach
Sep 2010
Operational risk is now increasingly being considered an important financial risk and has been gaining importance similar to market and credit risk. In particular, in the banking regulation for...
Provided by The Wharton Financial Institutions Center
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White Papers
System-Defined View On Risk Management Function Realisation
Apr 2008
Nowadays risk management becomes an essential part of any organization of general management, which is trying to survive and fulfill its mission. The ability to manage risk in the process of...
Provided by Vilniaus Universiteto Leidykla
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White Papers
Measuring Systemic Risk
Mar 2010
The authors present a simple model of systemic risk and show how each financial institution's contribution to systemic risk can be measured and priced. An institution's contribution, denoted...
Provided by Federal Reserve Bank of Cleveland
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White Papers
Hedge Funds, Financial Intermediation, And Systemic Risk
Aug 2007
Hedge funds are significant players in the U.S. capital markets, but differ from other market participants in important ways such as their use of a wide range of complex trading strategies and...
Provided by Federal Reserve Bank of New York
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White Papers
Optimal Central Counterparty Risk Management
Jun 2009
In order to protect themselves against the potential losses in case of a participant's default and to Contain systemic risk, Central Counterparties (CCPs) need to maintain sufficient financial...
Provided by Swiss National Bank
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White Papers
The Effects Of Loan Portfolio Concentration On Brazilian Banks' Return And Risk
Oct 2010
This paper tests whether diversification of the credit portfolio at the bank level is associated to better performance and lower risk. The authors employ a new high frequency (monthly) panel data...
Provided by Banco Central do Brasil
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White Papers
Underpricing, Risk Management, Hot Issue And Crowding Out Effects: Evidence From The Australian Resources Sector Initial Public Offerings Hoa Nguyen
Sep 2007
In this paper, the authors provide a comprehensive investigation of 260 Initial Public Offerings (IPOs) in the Australian resource sector for the 1994 - 2004 periods. Consistent with the existing...
Provided by Monash University
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White Papers
Weather And Financial Risk-Taking: Is Happiness The Channel?
Feb 2009
Weather variables, in particular sunshine, are found to be strongly correlated with financial variables. The author considers self-reported happiness as a channel through which sunshine affects...
Provided by University of Houston
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White Papers
Banking And Sovereign Risk In The Euro Area
May 2010
The authors study the determinants of sovereign bond spreads in the euro area since the introduction of the euro. They show that an aggregate risk factor is a main driver of spreads. This factor...
Provided by Deutsche Bundesbank
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White Papers
Financial Integration, Specialization And Systemic Risk
May 2008
This paper studies the implications of cross-border financial integration for financial stability when banks' loan portfolios adjust endogenously. Banks can be subject to sectoral and aggregate...
Provided by Deutsche Bundesbank
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White Papers
Diversification And Its Discontents: Idiosyncratic And Entrepreneurial Risk In The Quest For Social Status
Jun 2008
Incorporating preference for social status into a simple model of portfolio choice helps to explain a range of qualitative and quantitative stylized facts about the heterogeneity in asset holdings...
Provided by University of Pennsylvania
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White Papers
Backtesting Portfolio Value-at-Risk With Estimated Portfolio Weights
Nov 2010
This paper theoretically and empirically analyzes backtesting portfolio VaR with estimation risk in an intrinsically multivariate framework. For the first time in the literature, it takes into...
Provided by Indiana University
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White Papers
Backtesting Value-at-Risk Models: A Multivariate Approach
Apr 2010
The purpose of this paper is to develop a new and simple backtesting procedure that extends the previous work into the multivariate framework. The authors propose to use the multivariate...
Provided by Indiana University
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White Papers
Backtesting Parametric Value-at-Risk With Estimation Risk
Sep 2008
One of the implications of the creation of Basel Committee on Banking Supervision was the implementation of Value-at-Risk (VaR) as the standard tool for measuring market risk. Since then, the...
Provided by Indiana University
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White Papers
Liquidity Risk, Credit Risk And The Overnight Interest Rate Spread: A Stochastic Volatility Modelling Approach
Jul 2010
In this paper the authors model the volatility of the spread between the overnight interest rate and the central bank policy rate (the policy spread) for the euro area and the UK during the two...
Provided by German Institute of Economic Research (DIW Berlin Deutsches Institut für Wirtschaftsforschung e.V.)
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White Papers
Fortifying The Enterprise: Governance, Risk And Compliance Strategies
Nov 2007
Both the private and public sector executives are under pressure today to increase their understanding of governance, risk and compliance (GRC) issues - and their ability to respond to them. They...
Provided by Economist Intelligence Unit
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White Papers
An Analysis Of The Determinants Of Risk Attitudes In Ireland And The United Kingdom
May 2010
In this paper the authors avail of new data in studies of financial capability conducted separately in the United Kingdom and Ireland to model the determinants of individuals' attitudes to risk....
Provided by Central Bank of Ireland
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White Papers
The Determinants Of Performance In Building Infrastructure In Transition Economies
Jun 2008
The authors investigate how contract specificities affect the performance of municipal infrastructure projects in transportation, district heating, water, waste water and solid waste. Using data...
Provided by European Bank for Reconstruction and Development
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White Papers
Risk Management And Managerial Efficiency In Chinese Banks: A Network DEA
Apr 2010
Risk Management in Chinese banks has traditionally been the Cinderella of its internal functions. Political structure and developmental imperative have often overridden standard practice of risk...
Provided by Cardiff Business School
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White Papers
Risk Measurement And Management In A Crisis-Prone World
Jul 2008
The current subprime crisis has prompted the authors to look again into the nature of risk at the tail of the distribution. In particular, the authors investigate the risk contribution of an...
Provided by Cardiff Business School
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White Papers
Asset Allocation With Liquidity-Adjusted Market Risk Modeling: Empirical Relevance To Emerging GCC Financial Markets
Feb 2009
The aim of this paper is to bridge the gap in equity trading risk management literatures and particularly from the perspective of emerging and illiquid markets, such as in the context of the Gulf...
Provided by United Arab Emirates University
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Case Studies
Contractors' Insurance Pool Lowers Costs And Reduces Claims Losses
Jan 2011
Risk is everywhere in the construction industry, from the individual worker's safety to cost exposures and economic turmoil. In this industry, insurance costs can be a major business expense...
Provided by Computer Sciences Corporation
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Case Studies
Information Risk Management For A Global Client
Jan 2011
A global CSC client with major data centers in North America, Europe and the Far East uses a wide variety of complex technologies. Traditionally the implementation and enforcement of security...
Provided by Computer Sciences Corporation
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Case Studies
Pacific Gas & Electric Powers Up Claims, Collections With CSC's Riskmaster
Jan 2011
Pacific Gas & Electric Company (PG&E) is one of the largest combination of natural gas and electric utilities in the United States. It manages a wide range of claims - from power outages to car...
Provided by Computer Sciences Corporation
