Derivatives and the Internal Auditor

Book description

• Introduction to the special characteristics of the various instruments and terminology
• Up-to-date review of regulatory considerations around the world
• Clear methodology for auditing the risks arising from the use of advanced pricing and risk management models in derivatives portfolios

Book details

ISBN

9781899332076

Publish date

1 Dec 1998

Format

Size

155mm x 235mm

Editor biography

Various

Author biography unavailable.

Table of contents

CONTENTS

List of panels

List of contributors

What is Risk? - A Discussion for Internal Auditors

Robert P. Sullivan of PricewaterhouseCoopers

What are Derivatives? - A Comparison of Instruments and their Risks for the Internal Audit Team

Don M. Chance of Virginia Tech

Auditing the Mark-to-Market and Risk Management of Derivatives

Marcus Blackburn of the NatWest Group

Auditing Quantitative Techniques and Model Risk in Derivatives Businesses

Peter Stockwell, Peter Parapoulis, Marcos Protopapas and Atul Patel of Bankers Trust

Credit Risk and Derivatives - Key Concepts and Approaches for the Internal Auditor

Stephen Doherty of Credit Lyonnais

Operational Risk Management and Measurement in Financial Institutions

Robert Jameson of Risk Publications

Regulatory Considerations of Derivatives and Risk Management - A Trans-Global Review for Internal Auditors

Roger G. Coffin of PricewaterhouseCoopers

Strategic Sourcing of Audit Functions - An Aid to Decision Making

Richard Anderson of PricewaterhouseCoopers

Corporations and Derivatives: A Case Study of The Boots Company plc

Margaret Monckton of The Boots Company plc

Glossary

Bibliography

Testimonials

“Highly readable... rapidly gets the reader to a fairly high level of understanding. If you are new to the field of derivatives risk, or you train employees, this book will be a tremendous asset.“

Glyn Holton, Contingency Analysis