Produktbild: Financial Institution Advantage and the Optimization of Information Processing

Financial Institution Advantage and the Optimization of Information Processing Processin

Aus der Reihe SAS Institute Inc

Fr. 89.90

inkl. gesetzl. MwSt., Versandkostenfrei


Beschreibung

Produktdetails

Einband

Gebundene Ausgabe

Erscheinungsdatum

02.03.2015

Verlag

John Wiley & Sons Inc

Seitenzahl

224

Maße (L/B/H)

22.9/15.5/2.8 cm

Gewicht

399 g

Auflage

1. Auflage

Sprache

Englisch

ISBN

978-1-119-04417-8

Beschreibung

Produktdetails

Einband

Gebundene Ausgabe

Erscheinungsdatum

02.03.2015

Verlag

John Wiley & Sons Inc

Seitenzahl

224

Maße (L/B/H)

22.9/15.5/2.8 cm

Gewicht

399 g

Auflage

1. Auflage

Sprache

Englisch

ISBN

978-1-119-04417-8

Herstelleradresse

Libri GmbH
Europaallee 1
36244 Bad Hersfeld
DE

Email: GPSR Kontakt

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  • Produktbild: Financial Institution Advantage and the Optimization of Information Processing
  • Introduction ix
     
    Acknowledgments xv
     
    Chapter 1 Financial Institutions as Information Processors 1
    Financial Institutions' Raison d'Être 1
     
    Cultural Issues 6
     
    IT Literacy and the Spreadsheet Deluge 13
     
    Other Challenges to Establishing an IT-Savvy Culture 19
     
    Notes 25
     
    Chapter 2 Strategic Hardware and Software Management 27
     
    Overview 27
     
    An Integrated Data Architecture 41
     
    Information Processing Efficiency as an Institutional Objective 52
     
    A Digression on Unstructured Data 58
     
    Notes 60
     
    Chapter 3 Data, Models, and Information 61
     
    Model Risk Mania 61
     
    Definitions and Epistemology 69
     
    Data Quality 73
     
    Models and Their Role 79
     
    Regulatory Regimes and Guidance 88
     
    Notes 99
     
    Chapter 4 Model Risk Measurement 101
     
    Three Phases of Model Management 102
     
    Model Governance 103
     
    Defining Model Risk 105
     
    Objectifying the Downside 108
     
    Model Risk Attribution: An Information Entropy Approach 121
     
    Notes 126
     
    Chapter 5 The Return on Analytic Assets 127
     
    Measuring the Productivity of Models 128
     
    Complementarity of Data Inflow with Information Processing 132
     
    A Digression on Price Taking 134
     
    Notes 135
     
    Chapter 6 Data Risk Measurement 137
     
    Strategic Data Acquisition 139
     
    The Information Conversion Rate 140
     
    Other Approaches for Data Risk Assessment 142
     
    Notes 143
     
    Chapter 7 A Higher Level of Integration 145
     
    Alternate Views of Integration 146
     
    Identifying Key Information Cycles 146
     
    An Integrated Physical View 149
     
    Multidimensional Information Asset Management 151
     
    Chapter 8 A Strategy for Optimizing the Information Processing Complex 155
     
    Evaluation 156
     
    A Path toward Improvement 160
     
    Notes 167
     
    Chapter 9 Case Studies 169
     
    The Pricing of Automobile Insurance 170
     
    Moody's KMV 174
     
    The London Whale 177
     
    The Mortgage-Backed Securities Disaster 178
     
    The Value of Annuities 180
     
    Notes 182
     
    Chapter 10 Conclusions 183
     
    References 189
     
    About the Author 193
     
    Index 195