Financial Analysis and Risk Management : Data Governance, Analytics and Life Cycle Management

Online-Ressource (XV, 206 p. 35 illus, digital)

Description based upon print version of record

Financial Analysis and Risk Management; Acknowledgments; Contents; About the Contributors; 1 Records and Information Management for Financial Analysis and Risk Management; Abstract; 1.1…Financial Decision Process: Theory and Practice; 1.2…Terminology; 1.3…Governance; 1.4…Analytics; 1.5…Long-Term Digital Preservation; 1.6…Conclusion; References; 2 Monitoring Financial Stability in a Complex World; Abstract; 2.1…Introduction; 2.2…Legacy Financial Supervision; 2.2.1 Firm-Level Supervision and Disintermediation; 2.2.2 Financial Innovation and the Complexity of Data Management

2.2.3 Scalability of Data Management2.3…Systemic Supervision and the Network of Counterparty Claims; 2.3.1 Networks and Information; 2.3.2 An Example: Rehypothecation of Repo Collateral; 2.3.3 Implications for Supervisory Implementation; 2.4…Summary; References; 3 The Office on Financial Research and Operational Risk; Abstract; 3.1…On Operational Risk; 3.2…Tasks and Risks of the OFR; 3.3…First Principles; 3.4…OFR and Data; 3.4.1 Data Collection; 3.4.2 Standardizing Financial Contracts; 3.4.3 The Role of Standardized Contract Types; 3.5…The Core Problem

3.5.1 Separation of Data and Algorithms in Natural Sciences3.5.2 Separation of Data and Algorithms in the Financial Sector; 3.5.3 The ''Mechanical'' Parts of Finance; 3.5.4 The Subjective Parts of Finance; 3.5.5 Combining the Mechanical and the Subjective; 3.6…Conclusion; A.1. Appendix A: Exotic Products; A.1.0 A.1.1‡Standardization in the Financial Sector; A.1.0 A.1.2‡Standardization of the Outliers; A.1.0 A.1.3‡The Boundary Between Standard and Nonstandard CTS; A.2. Appendix B: A Simple Data Model and Process; A.2.0 A.2.1‡Introduction; A.2.0 A.2.2‡Entity Relationship

4.3.2 Using Conceptual Modelling in the Analysis of Financial Transactions4.3.2.1 The Instrument Centric Analysis Model (INCA); 4.3.2.2 The Organizational Actor Method; 4.3.2.3 Dependency Network Diagram; 4.3.3 Using Conceptual Modelling to Analyze the MBS Supply Chain; 4.3.3.1 Literature Review of the Financial Crisis of 2007--2009; 4.3.3.2 Applying the Modelling Approaches to the Crisis; 4.3.4 Analysis of the Conceptual Models; 4.3.4.1 Analysis of the INCA Model; 4.3.4.2 Analysis of the OAM Model; 4.3.4.3 Analysis of the DND Model; 4.3.4.4 Lessons Learned from the Analysis

4.4…Conclusions and Future Work

Chapter1:Records and Information Management for Financial Analysis and Risk Management -- Chapter 2: Monitoring Financial Stability in a Complex World -- Chapter 3: The Office of Financial Research and Operation Risk -- Chapter 4: Using Conceptual Models to Theorize about the Relationship between Records and Risk in the Global Financial Crisis -- Chapter 5: The Application of Visual Analytics to Financial Decision-Making and Risk Management -- Chapter 6: A Functional Framework for Evaluating Financial Visualization Products -- Chapter 7: Coping with Messiness and Fogginess in Financial Information Management -- Chapter 8: Preserving Digital Records.

10.1007/978-3-642-32232-7 [DOI]

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