Derivatives: Optimal Risk Control

In a world where off-the-shelf solutions have been found wanting, an optimal approach to controlling derivatives risk must be multi-dimensional; linking audit and risk management teams with traders and managers, and linking derivative operations with strategic objectives and capabilities.

This book delivers a total strategy for risk control which is: integrated with the organizations wider systems, strategies and culture; focused on managing the future, and not merely auditing the past; and designed to move risk management from a dead weight cost to a driver of value.