published_or_final_version / Industrial and Manufacturing Systems Engineering / Doctoral / Doctor of Philosophy

by Lok Ka Chiu, Wong Huck Keung. / Thesis (M.B.A.)--Chinese University of Hong Kong, 1995. / Includes bibliographical references (leaves 121-122). / ABSTRACT --- p.ii / ACKNOWLEDGEMENT --- p.iv / TABLE OF CONTENTS --- p.v / LIST OF TABLES --- p.ix / Chapter / Chapter 1. --- INTRODUCTION --- p.1 / Chapter 1.1 --- Scope and Objectives --- p.1 / Chapter 1.1.1 --- Evaluation and Control of Risks --- p.2 / Chapter 1.1.2 --- Measurement of Performance of Treasury Activities in a Dealing Room --- p.4 / Chapter 1.2 --- Methodology and Sources of Information --- p.6 / Chapter 2. --- EVALUATION AND CONTROL OF RISKS --- p.8 / Chapter 2.1 --- Scope of Risk Management --- p.12 / Chapter 2.1.1 --- Board and Senior Management Oversight --- p.14 / Chapter 2.1.2 --- Independent Risk Management and Control Functions --- p.16 / Chapter 2.1.3 --- "Integration of People, System and Organisation" --- p.17 / Chapter 2.2 --- Risk Management Process --- p.18 / Chapter 2.2.1 --- Risk Management --- p.19 / Chapter 2.2.2 --- Limit Control System --- p.21 / Chapter 2.2.3 --- Reporting System --- p.22 / Chapter 2.2.4 --- Management Evaluation and Review --- p.22 / Chapter 2.3 --- Various Types of Risks --- p.24 / Chapter 2.3.1 --- Market Risk Management --- p.24 / Chapter 2.3.1.1 --- Mark to Market Evaluation --- p.25 / Chapter 2.3.1.2 --- """Worst Reasonable Case"" Scenario / ""Stress"" Scenario Analysis" --- p.26 / Chapter 2.3.2 --- Liquidity Risk Management --- p.29 / Chapter 2.3.2.1 --- Controlling the Liquidity Risks --- p.30 / Chapter 2.3.3 --- Credit Risk Management --- p.30 / Chapter 2.3.3.1 --- Limiting / Controlling Credit Risk --- p.31 / Chapter 2.3.3.2 --- Credit Risk Limit --- p.31 / Chapter 2.3.4 --- Operation Risk Management --- p.31 / Chapter 2.3.4.1 --- Proper Management and System Support --- p.32 / Chapter 2.3.4.2 --- Proper Internal and Operational Control --- p.33 / Chapter 2.3.5 --- Legal Risk Management --- p.34 / Chapter 2.3.5.1 --- Enforceability of Agreements --- p.34 / Chapter 2.3.5.2 --- Making Use of Netting Agreements --- p.35 / Chapter 2.4 --- Internal Control and Audit --- p.35 / Chapter 2.4.1 --- Internal Audit Activities --- p.36 / Chapter 3. --- PREVAILING MARKET FOCUS ON RISK MANAGMENT --- p.37 / Chapter 3.1 --- Management Supervision and Internal Control System within Local --- p.38 / Chapter 3.1.1 --- Branch and Additional Monitoring at Head Office / Chapter 3.1.2 --- Client Suitability and Risk Disclosure --- p.39 / Chapter 3.1.3 --- Resources to Support Existing Range of Treasury Products --- p.39 / Chapter 3.2 --- A Central Banker's View on Derivatives --- p.40 / Chapter 4. --- THE CASE OF AN INTERNATIONAL BANK IN HONG KONG RE: EVALUATION AND CONTROL OF RISK --- p.43 / Chapter 4.1 --- Overview of Activities of the Chosen Bank --- p.44 / Chapter 4.2 --- Reasons for Choosing one Particular Bank for this Case Study --- p.46 / Chapter 4.3 --- Organisational Structure of Global Control Department --- p.47 / Chapter 4.4 --- Risk Control System of the Chosen Bank --- p.47 / Chapter 4.4.1 --- Board and Senior Management Oversight --- p.47 / Chapter 4.4.2 --- Independent Risk Management and Control Function --- p.49 / Chapter 4.4.3 --- Risk Management --- p.49 / Chapter 4.4.3.1 --- Description of Risk Management Systems --- p.50 / Chapter 4.4.3.2 --- Limits for each type of risks involved in its treasury activities --- p.53 / Chapter 4.4.4 --- Operational Risk Management --- p.57 / Chapter 4.4.5 --- Legal Risk --- p.57 / Chapter 4.4.6 --- Internal Control and Audit --- p.59 / Chapter 4.5 --- Problems in Implementing Sound Control System --- p.60 / Chapter 4.5.1 --- Limited Human Resources --- p.60 / Chapter 4.5.2 --- Powerful Risk Analytical Tools too costly for an individual branch --- p.60 / Chapter 4.5.3 --- Management Philosophy Biased towards Profit Making --- p.61 / Chapter 4.5.4 --- Necessary Skills in Control Department are in Short Supply --- p.61 / Chapter 4.5.5 --- Time Lag in Coping with Fast Growing Market Development --- p.62 / Chapter 4.6 --- Suggested Areas for Further Improvement --- p.63 / Chapter 4.6.1 --- Change in Management's attitude and philosophy towards risk Management --- p.63 / Chapter 4.6.2 --- Setting up of Independent Control and Reporting Channel --- p.63 / Chapter 4.6.3 --- More Rigorous Management Supervision --- p.64 / Chapter 4.6.4 --- Upgrade the Status and Delegate more authority to the Control Staff --- p.64 / Chapter 4.6.5 --- Training and Development of Existing Staff --- p.65 / Chapter 4.6.6 --- Explore the Benefits of Netting Arrangements --- p.65 / Chapter 4.6.7 --- Modify the Bonus System for Traders --- p.65 / Chapter 4.6.8 --- Follow the Market Trend towards more Disclosure to Customers --- p.66 / Chapter 4.6.9 --- Installation of Value-at-risk Evaluation Model for Complex Products --- p.66 / Chapter 5. --- MEASUREMENT OF PERFORMANCE OF TREASURY ACTIVITIES IN A DEALING ROOM --- p.68 / Chapter 5.1 --- Principles for Performance Measurement --- p.69 / Chapter 5.2 --- Other Important Aspects of Performance Measurement From a Practical Perspective --- p.73 / Chapter 5.3 --- Dealers' General Attitude towards Performance Targets --- p.77 / Chapter 5.4 --- Possibilities of Over-exaggeration of Trading Results / Hiding of Losses --- p.78 / Chapter 5.5 --- Actions to be Taken by Banks to Reduce the above Risks --- p.79 / Chapter 6. --- THE CASE OF AN INTERNATIONAL BANK IN HONG KONG RE : MEASUREMENT OF PERFORMANCE OF TREASURY ACTIVITIES IN A DEALING ROOM --- p.81 / Chapter 6.1 --- Situation before Implementation of New Computer System --- p.81 / Chapter 6.2 --- Current Situation --- p.84 / Chapter 6.3 --- Reasons for Inability to Measure the Performance of Treasury Activities Satisfactorily --- p.91 / Chapter 6.4 --- Suggested Areas for Further Improvements --- p.94 / Chapter 7. --- PRACTICES OF OTHER FOREIGN BANKS IN HONG KONG --- p.97 / Chapter 7.1 --- General Situation --- p.97 / Chapter 7.2 --- Current Practices of Some Active Players --- p.99 / Chapter 7.2.1 --- Overall View on Dealing Room Activies of these Banks --- p.100 / Chapter 7.2.2 --- Policies and Procedures on Risk Management --- p.100 / Chapter 7.2.3 --- Independent Risk Managment Unit --- p.100 / Chapter 7.2.4 --- Risk Management --- p.101 / Chapter 7.2.5 --- Dealings in Derivatives with Customers --- p.101 / Chapter 7.2.6 --- Involvement of Internal Auditors --- p.102 / Chapter 7.2.7 --- Performance Measurement --- p.102 / Chapter 8. --- CONCLUSION --- p.103 / APPENDIX 1. Summary of Response on Questionnarie --- p.108 / APPENDIX 2 . Brief Background Information --- p.115 / APPENDIX 3 . Procedure Manual on Benchmark Rates --- p.116 / BIBLIOGRAPHY --- p.121 / GLOSSARY --- p.123

by Fu Yuen Yeh. / Thesis (M.B.A.)--Chinese University of Hong Kong, 1994. / Includes bibliographical references (leaves [40-41]). / LIST OF TABLES --- p.iv / ABSTRACT --- p.v / ACKNOWLEDGEMENT --- p.vi / CHAPTERS Page / Chapter 1. --- INTRODUCTION --- p.1 / Chapter 2. --- BACKGROUND --- p.2 / Grouping of Loans --- p.3 / Risk Management in Commercial Banks --- p.4 / credit risk / liquidity risk / interest rate risk / fraud risk / Risk Management in International Banking --- p.8 / Loan Diversification --- p.10 / industry diversification / geographic diversification / Loan Policies --- p.15 / Chapter 3. --- METHODOLOGY --- p.17 / Chapter 4. --- FINDINGS AND DISCUSSIONS --- p.19 / Respondent Profile --- p.19 / Existence of formal loan diversification policies --- p.22 / Credit concentration policy --- p.23 / Diversification strategies --- p.24 / Concentration control --- p.27 / Currency risk --- p.28 / Currency composition of loan portfolio --- p.29 / Respondents' Opinion --- p.29 / Chapter 5. --- CONCLUDING DISCUSSIONS --- p.31 / APPENDICES / Chapter A.1 --- Balance Sheet: All authorised institutions / Chapter A.2 --- Interbank lending: by country of origin / Chapter A.3 --- Loans and advances analysed by currency denominations / Chapter A.4 --- Loans for use inside and outside Hong Kong / Chapter A.5 --- Questionnaire sample / Chapter A.6 --- Summary of questionnaire responses / BIBLIOGRAPHY

by Tso Sek-kwong, Tony. / Thesis (M.B.A.)--Chinese University of Hong Kong, 1991. / Bibliography: p. 91-93. / ABSTRACT --- p.i / TABLE OF CONTENT --- p.ii / PREFACE --- p.iii / Chapter 1. --- INTRODUCTION --- p.1 / Chapter 2. --- PURPOSE OF THE STUDY --- p.2 / Chapter 3. --- REVIEW ON INTERUNIT ISSUES --- p.3 / Chapter 3.1 --- DEPARTMENTATION --- p.3 / Chapter 3.2 --- INTERDEPENDENCE --- p.4 / Chapter 3.2.1 --- Types of Interdependence --- p.4 / Chapter 3.2.2 --- Measures of Interdependence --- p.6 / Chapter 3.3 --- COORDINATION AND CONFLICTS --- p.7 / Chapter 3.3.1 --- Reasons of Conflicts --- p.8 / Chapter 3.3.1.1 --- Goal interdependence --- p.8 / Chapter 3.3.1.2 --- Task interdependence --- p.9 / Chapter 3.3.1.3 --- Resources interdependence --- p.9 / Chapter 3.3.1.4 --- Awareness of interdependence --- p.9 / Chapter 3.3.1.5 --- Perception of interdependence --- p.10 / Chapter 3.3.1.6 --- Asymmetric power relationships --- p.10 / Chapter 3.3.2 --- Resolution of Conflicts --- p.11 / Chapter 3.3.2.1 --- Rules and programs --- p.11 / Chapter 3.3.2.2 --- Formal control --- p.11 / Chapter 3.3.2.3 --- Reduction of resources interdependence --- p.12 / Chapter 3.3.2.4 --- Communication --- p.12 / Chapter 3.3.2.5 --- Spatial-physical strategies --- p.12 / Chapter 3.3.2.6 --- Clarification of roles and responsibilities --- p.13 / Chapter 3.3.2.7 --- Modification of rewards and job designs --- p.13 / Chapter 3.3.2.8 --- Conflict-resolution styles --- p.13 / Chapter 3.3.2.9 --- Socialization and training --- p.14 / Chapter 3.3.2.10 --- Intermediates --- p.14 / Chapter 3.4 --- CONSEQUENCES OF CONFLICTS --- p.15 / Chapter 4. --- METHODOLOGY --- p.17 / Chapter 4.1 --- METHODS OF SURVEY AND ANALYSIS --- p.17 / Chapter 4.1 --- LIMITATIONS IN THE METHODOLOGY --- p.19 / Chapter 5. --- ORGANIZATION SETTING --- p.22 / Chapter 6. --- ANALYSIS OF THE AGGREGATE RESULTS --- p.26 / Chapter 6.1 --- DOMAIN UNCERTAINTY --- p.26 / Chapter 6.2 --- DEPARTMENTATION --- p.30 / Chapter 6.3 --- JOB RESPONSIBILITIES AND INTERDEPENDENCE --- p.31 / Chapter 6.3.1 --- Job Responsibilities of the Departments --- p.32 / Chapter 6.3.2 --- Type and Extent of Interdependence --- p.34 / Chapter 6.4 --- INTERDEPARTMENTAL PROBLEMS AND CONFLICTS --- p.38 / Chapter 6.4.1 --- Types of Problems and Conflicts --- p.38 / Chapter 6.4.2 --- Seriousness of Issues --- p.41 / Chapter 6.5 --- COORDINATION AND CONFLICT RESOLUTION --- p.44 / Chapter 6.6 --- OUTCOME OF THE INTERDEPARTMENTAL RELATIONSHIPS --- p.49 / Chapter 7. --- CONCLUSION AND RECOMMENDATION --- p.52 / Chapter 7.1 --- RECOMMENDATIONS FOR THE MARKETING DEPARTMENT --- p.53 / Chapter 7.2 --- RECOMMENDATIONS FOR THE ENGINEERED SYSTEMS DEPARTMENT --- p.56 / Chapter 7.3 --- RECOMMENDATIONS FOR THE SALES DEPARTMENTS --- p.57 / Chapter 8. --- DISCUSSION OF THE STUDY --- p.60 / APPENDIX 1 --- p.65 / APPENDIX 2 --- p.89 / APPENDIX 3 --- p.90 / BIBLIOGRAPHY --- p.91

University of Macau / Faculty of Social Sciences and Humanities / Department of Government and Public Administration

published_or_final_version / Housing Management / Master / Master of Housing Management

published_or_final_version / Housing Management / Master / Master of Housing Management

published_or_final_version / Civil and Structural Engineering / Doctoral / Doctor of Philosophy

published_or_final_version / Environmental Management / Master / Master of Science in Environmental Management

published_or_final_version / Real Estate and Construction / Master / Master of Science in Construction Project Management