Descriptions of external links imported from my previous website, which was active until around April 2007.
This entry, which describes an external link, was imported from my old website which is now defunct. I’ve therefore given it an artificial post date of 1 August 2002.
Internal Control: Guidance of Directors on the Combined Code. Published by the Institute of Chartered Accountants in England and Wales. See http://www.icaew.co.uk/internalcontrol
for more information.
This entry, which describes an external link, was imported from my old website which is now defunct. I’ve therefore given it an artificial post date of 1 August 2002.
By Elaine M. Hall. Visit the book’s page at Amazon.
This entry, which describes an external link, was imported from my old website which is now defunct. I’ve therefore given it an artificial post date of 1 August 2002.
This paper, by Ray Butler of H.M. Customs and Excise, summarises the audit experience, describes the methodology and outlines the results to date of a campaign of spreadsheet testing started in July of 1999. Of the seven spreadsheets selected for audit, six contained significant errors. It was published in the proceedings of the 33rd Hawaii International Conference on System Sciences in 2000, and is available at http://www.eusprig.org/hicss33-butler-evader.pdf.
This entry, which describes an external link, was imported from my old website which is now defunct. I’ve therefore given it an artificial post date of 1 August 2002.
A short article about the documentation of spreadsheets and other financial models. It is available from my publications page.
This entry, which describes an external link, was imported from my old website which is now defunct. I’ve therefore given it an artificial post date of 1 August 2002.
Edited by James Pickford, this book is a collection of chapters by different authors that first appeared
as a series in the Financial Times. The chapters vary in quality, but most are useful to some degree. Some chapters in the book tend to assume a banking background. There are five chapters on operational risk, somewhat less banking oriented than many of the other chapters. It has a useful overview chapter on credit risk, Lenders and borrowers demand a creditable system by Suresh M. Sundaresan. There is a useful chapter on enterprise risk management, Total strategies for company-wide risk control by Lisa Meulbroek. Visit the page for this book on Amazon.
This entry, which describes an external link, was imported from my old website which is now defunct. I’ve therefore given it an artificial post date of 1 August 2002.
By Joël Bessis. The word comprehensive doesn’t begin to describe this book as far as a quantitative view of risk in banking is concerned. However, as its title suggests, it doesn’t discuss risk management outside banking at all. It has a full treatment of credit risk, including a useful overview chapter on credit risk models and many chapters on different aspects of modelling both standalone risk and portfolio risk. It hardly mentions operational risk. Visit its page at Amazon.
This entry, which describes an external link, was imported from my old website which is now defunct. I’ve therefore given it an artificial post date of 1 August 2002.
http://www.tafkac.org/faq2k/compute_86.html is an interesting web page debunking the popular legend that the term bug was invented by Rear Admiral Grace Murray Hopper.
This entry, which describes an external link, was imported from my old website which is now defunct. I’ve therefore given it an artificial post date of 1 August 2002.
One of the reasons that operational risk is a hot topic nowadays is that the Basel 2 agreement will include capital requirements for operational risk for banks. The Basel committee have produced this paper, available from their site at http://www.bis.org/publ/bcbs91.htm.
This entry, which describes an external link, was imported from my old website which is now defunct. I’ve therefore given it an artificial post date of 1 August 2002.
By Cormac Butler. Value at Risk is covered in many of the books on risk management in banking, but for a really comprehensive treatment you should try this book. Unlike some similar books it doesn’t have an associated CD with worked examples, but its explanations are clear. It has a whole chapter on applying VaR principles to credit control. Visit its page at Amazon.
This entry, which describes an external link, was imported from my old website which is now defunct. I’ve therefore given it an artificial post date of 1 August 2002.
http://www.history.navy.mil/photos/pers-us/uspers-h/g-hoppr.htm has a brief bography of Rear Admiral Grace Murray Hopper, including a picture of the first ever computer bug.