A large number of new white papers on Risk management

Marcus Cree FRM June 8, 2010 2:42

I have a paper out on risk architecture at the moment, and will post it later. Currently it has to be accessed from http://www.tenfor2010.com/Global/pdfs/captial_markets/capital_marke...

MP_Adaptiv_Cost of Default (2).pdf

MP_Adaptiv_CatastrophicRisk_03.pdf

MP_Adaptiv_TheRiskOverhaul_00.pdf

Johannes Joubert April 22, 2010 15:09

I have done a white paper on the recent released ISO31000

ISO31000WHITEPAPER.PDF

B.R. Deshpande April 15, 2010 22:24

The quote "do not allow managements to obtain a holistic view of risk management" is very significant. Do you think this could be a problem because of lack of tools and technologies which can help to make this "cross silo" data access and analysis easy?

Boris Agranovich said:

What Academics Think About Financial Risk Management
In “Economists' Hubris—The Case of Risk Management,” Shahin Shojai, global head of strategic research at Capco, and George Feiger, chief executive of Contango, conclude that most academic models fail when put under the microscope, and that the development of effective models is a long way off. But no matter which models are used, the authors say, the current IT and operational infrastructures of banking institutions do not allow management to obtain a holistic view of risk. As a result, the silos they reside in means that instituting an effective enterprise-wide risk management system is today “nothing more than a panacea.”

Boris Agranovich April 13, 2010 22:27

Risk Management Systems In the Aftermath of the Financial Crisis
Flaws, Fixes and Future Plans. From Sybase and GARP

SybaseRMSystems0410.pdf

Boris Agranovich April 9, 2010 17:32

What Academics Think About Financial Risk Management
In “Economists' Hubris—The Case of Risk Management,” Shahin Shojai, global head of strategic research at Capco, and George Feiger, chief executive of Contango, conclude that most academic models fail when put under the microscope, and that the development of effective models is a long way off. But no matter which models are used, the authors say, the current IT and operational infrastructures of banking institutions do not allow management to obtain a holistic view of risk. As a result, the silos they reside in means that instituting an effective enterprise-wide risk management system is today “nothing more than a panacea.”

Economists_hubris_risk_website.pdf