Best Practices Report - Yats.com

Financial Risk Management. Best Practices Report. Following P. Jorion,. Financial Risk Management Chapter 26. Daniel HERLEMONT. G-30 Report. ❍Private ...
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Financial Risk Management

Best Practices Report Following P. Jorion, Financial Risk Management Chapter 26

Daniel HERLEMONT

G-30 Report  Private, non profit organization after disasters on derivatives in the early 1990s  24 sound management practices  Role of senior management  Marking to market  Market Valuation Methods  Identifying Revenue Source  Measuring Market Risk  Stress Simulations  Investing and Funding Forecasts  Independent Market Risk Management  Practices by End Users Daniel HERLEMONT

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G-30 Report  Measuring Credit Exposure  Aggregating Credit  Independent Credit Risk Management  Master Agreements  Credit Enhancement  Promoting Enforceability  Professional Expertise  Systems  Authority

Daniel HERLEMONT

Bank of England Report on Barings

 Duty to understand  Clear Responsibility  Relevant Internal Control  Quick Resolution and Weaknesses

Daniel HERLEMONT

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CRMPG report on LCTM  Information Sharing  Confidentiality  Leverage, Market Risk and Liquidity  Risk Management Expertise  Liquidation Based Estimates of Exposure  Stress testing  Collateralization  Valuation and Exposure Management  Management Responsibilities  Large Exposure / Risk Reporting  Concentration Analysis  Contextual Information Daniel HERLEMONT

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