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Software Project Management

By Bob Hughes and Mike Cotterell. Visit the book’s page at Amazon.

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PS04/16: Integrated Prudential sourcebook for insurers

This Policy Statement reports on the main issues arising from Consultation Paper 190 (Enhanced capital requirements and individual capital assessments for non-life insurers), Consultation Paper 195 (Enhanced capital requirements and individual capital assessments for life insurers) and the audit and reviewing actuary proposals in Consultation Paper 202 (Insurance regulatory reporting ? changes to the publicly available annual return for insurers) and publishes the associated rules and guidance. It is available at http://www.fsa.gov.uk/Pages/Library/Policy/Policy/2004/04_16.shtml.

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A Risk Management Standard

Produced by The Institute of Risk Management, in conjunction with ALARM (The National Forum for Risk Management in the Public Sector) and airmic (The Association of Insurance and Risk Managers). It is available from their website at http://www.theirm.org/publications/PUstandard.html.

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PS97_115: Integrated Prudential Sourcebook – Feedback on CP115 (Integrated Prudential Sourcebook – timetable for implementation) and CP97 (Integrated Prudential Sourcebook)

This policy statement from the FSA was issued after feedback on CP97 and CP115. It was issued in July 2002 and is available at http://www.fsa.gov.uk/pages/Library/Policy/Policy/2002/ps115_97.shtml.

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Managing Operational Risk, by Douglas G. Hoffman

This is a major tome, giving “20 Firmwide Best Practice Strategies”. Hoffman’s background is in banking, and the book certainly concentrates on that industry. He does make an effort to
extend the range, though. This is an extremely comprehensive book, a bit difficult to make one’s way through at times. It contains many lists of key points, which are made slightly less useful because each
list is so long. Visit the page for this book at Amazon.

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CP195: Enhanced capital requirements and individual capital assessments for life insurers

Consultation paper 195 from the FSA discusses how capitial requirements will be determined for non-life insurers. It was issued in August 2003, and the consultation period ended on 30 November 2003. The overall effect of the proposals will be to introduce a new risk-based minimum requirement, the ECR (Enhanced Capital Requirement), and the concept of ICG (Individual Capital Guidance) which will take into account both the ECR and the systems and controls that firms have in place. CP195 is available at http://www.fsa.gov.uk/Pages/Library/Policy/CP/2003/195.shtml

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Managing Risk: Methods for Software Systems Development

By Elaine M. Hall. Visit the book’s page at Amazon.

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What’s the point of documentation?

A short article about the documentation of spreadsheets and other financial models. It is available from my publications page.

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Operational Risk, by Jack L King

This book concentrates on the measurement and modelling of operational risk. It
presents the method developed by the author, based on a combination of the Delta method with Extreme Value theory (EVT). Some of the discussion is very specific to the banking industry. Visit the page for this book at Amazon.

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CP97: Integrated Prudential Sourcebook

Consultation paper 97 from the FSA is a massive document, presenting the draft Integrated Prudential Sourcebook. It is available at http://www.fsa.gov.uk/Pages/Library/Policy/CP/2001/97.shtml. It was issued in June 2001 and the consultation period ended on 31st December 2001. CP115 was a supplementary CP to CP97. CP97 has been superseded by its feedback documents: PS97_115, CP142, CP143.