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Derivatives & the Internal Auditor Key Topics and Concerns

  • ID: 220485
  • Book
  • December 1998
  • 242 Pages
  • Incisive Media
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An authoritative, step-by-step guide through the practicalities of auditing derivatives

-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
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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

Note: Product cover images may vary from those shown
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Note: Product cover images may vary from those shown