Transcription of FINANCIAL RISK MANAGEMENT IN EMERGING …
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FINANCIAL RISK MANAGEMENT IN EMERGING MARKETSFINAL REPORTE merging Markets Committeeof theInternational Organization of Securities CommissionsNovember 1997 SUMMARYTOPICPAGE1. INTRODUCTION32. TYPES OF RISK3 Evolution of risk management4A word about Value-at-Risk5 Topics of the current agenda7 The role of regulators in risk management83. THE PRESENT STUDY10 Scope10 Goals 11 Methodology114. SUMMARY OF FINDINGS COLLATED FROM THEQUESTIONNAIRE11 Introduction11 Summary of findings12 Existence of organized futures and options exchanges12 Existence of OTC markets for derivatives12 Regulatory Structure13 Aggregated cross- market surveillance13 Capital requirements13 Internal controls and prudential policies14 Position Limits14 Foreigners participation in derivatives markets15 Public Disclosure15 International cooperation agreements15 Training programs15 Major problems related to risk MANAGEMENT procedures155.
FINANCIAL RISK MANAGEMENT IN EMERGING MARKETS FINAL REPORT Emerging Markets Committee of the International Organization of Securities Commissions
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INTRODUCTION TO VALUE AT RISK, Measurement, Applying IFRS: Fair Value Measurement, Value measurement Introduction, Value, Economic Capital versus Regulatory capital for, INTRODUCTION, Risk, Fair Value Measurement, Fair value, Managing Opportunities and Risks, INTRODUCTION Risk, Credit valuation adjustments for derivative, Credit valuation adjustments for derivative contracts, Value measurement, The provision of Enterprise Risk, The provision of Enterprise Risk Management