Risk Transparency

Author: Sanjay Sharma
Publisher: Risk Books
ISBN: 9781906348809
Published In: December 2013
Format: Paperback , 427 pages
Jurisdiction: International ? Disclaimer:
Countri(es) stated herein are used as reference only

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This book is a valuable resource which will enable you to gain a competitive advantage in the increasingly important area of risk transparency and reporting. Learn how to dissect the form, content and subjective transparency of the information you provide to management and outside stakeholders; and also get guidance on instituting formats and processes for reporting on a regular basis. External stakeholders will also benefit by getting a broader perspective on the challenges and constraints of information providers.

This new book, written by highly-experienced industry expert Sanjay Sharma, investigates factors that can inhibit financial institutions and other entities from providing full disclosure of the risks underlying their strategies, portfolios and performance. The author surveys disclosure practices that are generally followed, with relevant examples and commentary on their effectiveness and weaknesses. Prescriptive chapters will illustrate how to overcome the drawbacks of disclosure and will also touch upon the evolution of regulatory standards and emerging trends in the aftermath of the financial crisis.

In the aftermath of the global financial crisis, the issue of risk transparency is at the forefront of the minds of management, investors and regulators alike. Questions are arising surrounding risk transparency as it relates to, or is provided by, exchanges and markets, central banks and regulators. Ensure you are fully informed and equipped to deal with these questions.
1. Risk Transparency – An Overview
2. Risk and Uncertainty – The Foundation of Transparency
3. Model Risk
4. Credit Risk
5. Market Risk
6. Liquidity Risk
7. Operational Risk
8. Value at Risk
9. Stress Testing
10. Institutional Disclosure
11. Systemic Risk
12. Regulation
Sanjay Sharma is the Chief Risk Officer of Global Arbitrage and Trading at RBC Capital Markets. He oversees risk and performance measurement for this proprietary platform with 12 underlying master strategies and 45 strategies with diverse instruments and geographies spanning credit, mortgages, equities, convertible bonds, rates, volatility and their respective derivatives. His responsibilities include quantification of risk parameters and analytics, performance measurement, and providing communication interface to senior management. Previously, he was the Chief Credit Officer of Natixis Capital Markets for five years. Prior to his tenure at Natixis he held risk management and investment banking positions at Merrill Lynch, Goldman Sachs, Moody’s and Citigroup. He holds an MBA from Wharton and a PhD in finance from New York University

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