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 Bob Hughes and Mike Cotterell. Visit the book’s page at Amazon.
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Category: External link
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.
This is the fourth document in the Building the new Regulator series of reports issued by the Financial Services Authority. It describes the FSA’s ARROW framework for risk assessment and is essential reading for anyone in a regulated firm who will be involved in the risk assessment process. It was published in February 2003 and is available at http://www.fsa.gov.uk/pubs/policy/bnr_firm-framework.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.
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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Turnbull Report
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.