TAUČAS, Valmantas. (2007) Kredito rizikos valdymas Lietuvos komercinuose bankuose. Magistro baigiamasis darbas. Kaunas: Vilniaus universiteto Kauno humanitarinis fakultetas. 124 p. SANTRAUKA RAKTINIAI ŽODŽIAI: ,rizika, rizikos įvertinimas, rizikos valdymas,. Skolinimas yra viena iš pagrindinių tradicinio banko operacijų. Natūralu, kad su šia veikla yra susijusi didžiausia banko rizikos dalis. Kiekvienas bankas prisiima tam tikrą riziką skolindamas verslo organizacijoms ir vartotojams, ir kiekvienas bankas patiria nuostolių dėl blogų paskolų. Tačiau šie nuostoliai gali būti sumažinami iki minimumo, jei sugebama tinkamai įvertinti kredito riziką ir profesionaliai organizuoti bei vykdyti banko kreditavimo funkciją. Kredito rizika yra visiems gerai žinoma ir plačiai nagrinėjama tema finansų ir ypatingai bankininkystės srityje. Šiame darbe jos aktualumas yra grindžiamas tuo, jog tai yra rizika su kuria finansinės institucijos Lietuvoje susiduria savo kasdieniniame darbe nuolatos. Finansinės ir nefinansinės institucijos naudoja daugelį kredito rizikos minimizavimų būdų, tačiau ne visi jie vienodai yra naudingi ir optimalūs kiekvienai finansinei institucijai atskirai. Be to, kredito rizika įgauna vis naujas formas ir veikia vis didesnes banko aktyvų ir užbalansinių įsipareigojimų grupes. Vienu iš kredito rizikos valdymo būdų, yra derama skolininkų mokumo analizė. Tebeaugantis paskolų poreikis taip pat lemia būtinybę bankams tinkamai valdyti kredito riziką ir įvertinti įvairių... [toliau žr. visą tekstą] / TAUCAS, Valmantas (2007) Credit Risk management in Lithuanian comercial Banks. MBA Graduation Paper. Kaunas: Kaunas Faculty of Humanities, Vilnius University. 124 p. SUMMARY KEYWORDS: Risk, Risk assessment, risk management , Credit risk and loan portfolio management have to be adequately addressed in the whole bank management system. Initially from analyzing credit default and creditworthiness of all the potential clients banks have to apply preventive risk management approach. Finally, bad loans are subject to problems loans management and certain measures have to be applied in order to reduce losses or to retain the loans. Based on the analysis of credit risk management procedures in a certain bank and the whole banking system in Lithuania, banks to enhance their credit risk management process and to apply more modern credit risk management measures. Bankruptcy forecasting and loan losses forecasting models could enhance bank performance in certain cases. Bank loan provisioning techniques have to be designed in a way to show fair value of bank loan portfolio. Effective credit risk management can also be obtained such measures and processes as credit derivatives usage and application of securitization process. However, these are measures that require some changes in regulatory system and law base. The object of this diploma paper is the credit risk and forecasting models in the financial institution. The purpose of this task is the analysis of practicing of forecasting... [to full text]

In the last decade, the financial service industry has become increasingly aware of the dangers posed by operational risk. Profound changes in the economic and financial environment have made it necessary for banks in general to adapt their long term strategies as well as their approaches to the management of their assets and liabilities. Regardless of this heightened awareness, banks continue to fail at effective management of these risks. The Asset and Liability Management Committee (ALCO) is responsible for managing a bank's assets and liabilities to balance its many risk exposures and thereby help it achieve its operating objectives e.g. maximising Net Interest Income (Nil). Thus the ALCO process is the crux of the strategic management process performed within a bank. The ALCO process is driven by people, processes and technology which, in essence, is a broad definition of operational risk. Failure in any one of these areas will lead to failure of the ALCO, ALCO processes and, therefore, the strategic Asset and Liability Management (ALM). The focus of this study is, therefore, how to measure and manage operational risk in a bank's ALCO process. A case study was conducted, with the aid of ALCO experts in a specialised niche bank in South Africa, to identify operational risks within this bank's ALCO process. The various risk indicators of operational risk were classified into 5 broad categories. Each category was weighted according to its representative risk indicator and converted into percentages for the interpretation of the overall results. Category 2 (authority levels) has the highest negative impact, while the remaining 4 categories (employee, model, system and other indicators) have a medium negative impact, on the efficiency of the ALCO process. / Thesis (M.Com. (Risk Management))--North-West University, Potchefstroom Campus, 2009.

In the last decade, the financial service industry has become increasingly aware of the dangers posed by operational risk. Profound changes in the economic and financial environment have made it necessary for banks in general to adapt their long term strategies as well as their approaches to the management of their assets and liabilities. Regardless of this heightened awareness, banks continue to fail at effective management of these risks. The Asset and Liability Management Committee (ALCO) is responsible for managing a bank's assets and liabilities to balance its many risk exposures and thereby help it achieve its operating objectives e.g. maximising Net Interest Income (Nil). Thus the ALCO process is the crux of the strategic management process performed within a bank. The ALCO process is driven by people, processes and technology which, in essence, is a broad definition of operational risk. Failure in any one of these areas will lead to failure of the ALCO, ALCO processes and, therefore, the strategic Asset and Liability Management (ALM). The focus of this study is, therefore, how to measure and manage operational risk in a bank's ALCO process. A case study was conducted, with the aid of ALCO experts in a specialised niche bank in South Africa, to identify operational risks within this bank's ALCO process. The various risk indicators of operational risk were classified into 5 broad categories. Each category was weighted according to its representative risk indicator and converted into percentages for the interpretation of the overall results. Category 2 (authority levels) has the highest negative impact, while the remaining 4 categories (employee, model, system and other indicators) have a medium negative impact, on the efficiency of the ALCO process. / Thesis (M.Com. (Risk Management))--North-West University, Potchefstroom Campus, 2009.

Thesis (Ph. D.)--University of Oregon, 2007. / Typescript. Includes vita and abstract. Includes bibliographical references (leaves 171-178). Also available online in Scholars' Bank; and in ProQuest, free to University of Oregon users.

Thesis (Ph. D.)--University of Texas at Austin, 2008. / Vita. Includes bibliographical references.

This study examines the emergence of risk governance arrangements in US bank holding companies (BHCs) and tests for their impact upon performance and risk profiles. Following the financial crisis, regulators introduced several new risk governance processes, including the adoption of Risk Appetite arrangements and the establishment of Risk Committees, both board level features. In this study, a research gap is unearthed with respect to risk governance practices and their impact upon BHC performance and risk measures. The motivation of this research is to validate the adoption of these board-level practices in an evidence-based framework. The empirical research method relies on the collection of a unique data set. The sample covers a significant dollar-weighted portion of the US banking system. Multivariate analysis facilitates the testing of risk governance mechanisms to outcome variables, while controlling for firm-specific and standard corporate governance variables. The practical implication of this study with respect to Risk Appetite is clear. BHCs that practice Risk Appetite arrangements exhibit improved performance and lower realised loan losses. In contrast, while some limited evidence is presented that the marketplace may reward BHCs for certain composition aspects of the Risk Committee, the overall results suggest that the requirement for a Risk Committee has little impact to BHC’s operating performance and risk measures. In terms of academic contribution, this study examines two major risk governance mechanisms within a common framework, presenting evidence of a significant and positive impact of the board level articulation of Risk Appetite arrangements to a suite of BHC performance measures and a negative association to loan losses. As the first known empirical research study of Risk Appetite, it confirms that this board level mechanism should be included as an explanatory variable in bank or risk governance related empirical research studies. These findings provide industry practitioners (including BHC chief executive officers and board members) convincing arguments for the immediate adoption of Risk Appetite arrangements. US Regulators, who introduced Risk Appetite requirements in 2014 for larger BHCs, are presented with validation by this study for wider adoption of this risk governance mechanism, even if such practices are voluntarily adopted by BHCs. As signs begin to emerge in the United States of the possible relaxation of the regulatory requirements of certain aspects of the Dodd-Frank Act, this study contributes to this debate in a timely fashion by testing the veracity of two key supervisory-driven risk governance practices aimed at the boardroom in an evidence-based evaluation.

Although a history of childhood maltreatment is widely considered to be a risk factor for the perpetration of abuse or neglect in successive generations, the intergenerational transmission theory of child maltreatment has demonstrated mixed support over more than three decades of research. Using a prospective, longitudinal design, this study sought to investigate adolescent, young adult, and reproductive risk factors for the intergenerational continuity of child maltreatment, analyzing data from a sample of 147 women with a history of childhood maltreatment and child welfare services involvement (CWS), juvenile justice system (JJS) involvement, and out-of-home placements. The participants were originally recruited in adolescence for a randomized control trial (RCT) assessing the impact of the Treatment Foster Care Oregon (TFCO) intervention. Maltreatment continuity was measured using both official CWS records and participant self-report of contact with CWS. More than half the sample (n = 79, 53.7%) demonstrated maltreatment discontinuity (MD), indicating no evidence of maltreatment of offspring, and under half demonstrated maltreatment continuity (MC; n = 68, 46.3%). Using separate logistic regression analyses to test three models, results indicated that higher levels of hard drug use in adolescence increased the likelihood of maltreatment continuity at young adult follow-up by 47%. Partner risk in young adulthood was a strong predictor of maltreatment continuity, increasing the likelihood of maltreatment of offspring by over 2 times, or 103%. Marijuana use in young adulthood also emerged as strong predictor of MC, but not in the expected direction: higher levels of marijuana use were associated with a 56% decreased likelihood of MC. An older age at first birth significantly predicted a 52% decreased likelihood of maltreating offspring. Study limitations, future directions, and implications for interventions are discussed.

Thesis (MTech (Internal Auditing))--Cape Peninsula University of Technology, 2015. / Approximately 57% of the total population in South Africa lives under the poverty line. In this regard, Small, Medium and Micro Enterprises (SMMEs) which provide microfinance play a vital role to provide access for poor households to banking-related financial services. This service can only be delivered sustainably through means of deploying effective management practices, especially in terms of risk management. The purpose of this research is to identify risks faced by microfinance SMMEs and to establish the effectiveness of the current risk management practices deployed by them. This study aims at increasing the knowledge base and understanding of risk management practices by conducting a comprehensive literature review and field research. In order to establish a theoretical basis, a comprehensive literature review was performed and prior studies on various aspects relating to microfinance risk management were investigated. This was followed by a field research which studied the risk management of microfinance providers in the Cape Metropole; large financial service providers like commercials banks were excluded. Data were collected by means of a questionnaire from microfinance providers in the Cape Metropole. These microfinance providers were drawn from a list of credit providers that was obtained from the National Credit Regulator (NCR) public domain. A purposive sampling method was used to select the participants for this study. The information provided by participants is kept strictly confidential and anonymity of all respondents was guaranteed. This research noted that collaterals are absent in microfinance and instead, a close connection between microfinance SMMEs and their clients come into place. Risk management frameworks which provide an all-inclusive approach to risk management are largely absent in microfinance SMMEs. Much fewer microfinance SMMEs actively identify risks, categorise, prioritise and document them appropriately. The research further showed that the views on risk management depend on whether the respondent is an owner or a manager of the enterprise.

M.Phil. / The use of information systems has increased dramatically after the emergence of internet. Individuals, companies and organizations are becoming increasingly dependent on IT systems. Before technology and computers became such an important part of society, it was difficult to manage and control large organizations. Today computers enable the effective and efficient management of large organizations, therefore allowing them to spread throughout the country and world. Businesses are following latest advances in this era to remain competitive in the changing global market place. They use computers, automated IT systems and networks to gather, store, retrieve, process, and analyze information as well as to trade and communicate. The rapid advances in computer technology are largely a result of the research, development and design efforts of computer engineers. There is a direct correlation between a nation's wealth and scientific and technological capacity. The most effective way of taking our country forward is to enthuse our youth for science and technology. As the world makes rapid, sometimes breathtaking strides in the diverse fields of science and technology, South Africa more than ever needs qualified individuals who will use their skills and entrepreneurial spirit to enable our country to complete internationally with the best. However, Information systems and networks and their worldwide increasing usage have been accompanied by new and increasing risks. Data and information stored on and transmitted over information technology systems and networks are subject to threats from various means of unauthorized access, such as misuse, misappropriation, alteration, malicious code transmissions, denial of service or destruction and require appropriate safeguards. This research report will aim to emphasize the importance of risk management and its three activities; risk assessment, risk mitigation and evaluation and assessment. It will focus on activities that deal with the solution of problems through logical thinking, information system management This report will also deal with a case study that gives us real life examples of risk management experiences of one local computer hardware and software supplier companies. Information has become valuable assets that need to be protected after moving to a digital era and E-commerce. Protecting information can also be as critical as protecting other resources like money and physical assets.

M.Ing. / Risk is an integral part of engineering projects, and it is necessary to manage the risks in order to ensure that the project achieves its objectives. A key part of the risk management effort is the risk identification aspect. This dissertation discusses risk identification and how it forms part of risk and project management. The dissertation builds from a macroscopic view of project management, which includes the phases in the project life cycle, the project structure and project control processes. This is followed by a focus on risk management within the project management framework, exploring how identifying, quantifying and controlling risks form part of the risk management structure. Next is an investigation into a risk identification framework, expanding on how aspects like hazard and peril identification, planning, staffing and resource allocation form part of the risk identification framework. A case study is then used to further explore risk identification and demonstrate it in practical engineering project management. Finally, recommendations to improve risk identification in project risk management are made.