Event- and Data-Centric Enterprise Risk-Adjusted Return Management: A Banking Practitioner's Handbook

Chapter-1 Commercial Banks, Banking Systems & Basel Recommendations

1.1 Introduction

1.2 Financial markets

1.3 Commercial Bank - Lines of Business and Products

1.4 Source Systems

1.5 Evolution of Basel Risk Management Recommendations

Chapter-2 Siloed Risk Management Systems

2.1 Introduction

2.2 Treasury's Market Risk and Credit Risk Management

2.3 Credit Risk in the Loan Book

2.4 Asset Liability Management (ALM)

2.5 Anti-Money Laundering and Countering the Financing of Terrorism (AML-CFT).

2.6 Operational Risk Management (ORM)

Chapter-3 Enterprise Risk adjusted Return (ERRM) Model, Gap Analysis & Identification

3.1 Introduction

3.2 What caused the Siloed Architecture? What is the impact?

3.2.4 Integrated Risk Management & ERRM

3.3 Gap Identification

3.3.1 Document New Business Requirements

3.3.2 Review of ERRM Requirements

3.3.3 Define ERRM Conceptual Model

3.3.4 Review As-Is Operating Model

3.3.5 The Gap-What needs to be done?

3.4 Summary-Build & Improve Capabilities

Chapter-4 ERRM Methodology, High level Implementation Plan

4.1 Introduction

4.2 ERRM Methodology

Chapter-5 Enterprise Architecture

5.1 Introduction

5.2 Ontology-Driven Information Systems

5.3 Service-Orientated Architecture (SOA)

5.4 Microservices Architecture (MSA)

5.5 Introduction to Cloud, Data Virtualisation

5.6 Enterprise Event Driven Architecture

5.7 Enterprise Process Automation

5.8 Robotic Process Automation (RPA)

5.9 SOA-BPMS Convergence

5.10 Cost Management (CM)

5.11 Gap Resolutions - Enterprise Architecture category

Chapter-6 Enterprise Data Management

6.1 Introduction

6.2 Data Management Frameworks

6.3 Enterprise Data Management

6.4 Single View of the Truth

Chapter-7 Enterprise Risk Data Management

7.1 Introduction

7.2 Enterprise Risk Data Ontology

7.3 Ontology based ERRM System

7.4 Enterprise Risk_Return Data Strategy

7.5 Enterprise Risk Data Discovery

7.6 Event Driven, Data Centric Enterprise Risk Management

7.7 Risk Data Management Technology

7.8 Multidimensional Enterprise Risk Data Model

Chapter-8 Data Science and Enterprise Risk Return Management

8.1 Introduction

8.2 Maths & Stats in Risk Data Calculations

8.3 Theory and Concepts

8.4 Risk Management Models

8.5 Enterprise Risk-Return Model Governance

Chapter 9 Advanced Analytics and Knowledge Management

9.1 Introduction

9.2 Advanced Analytics

9.3 Knowledge Management, KM

9.5 Analytics Maturity Evaluation

Chapter-10 ERRM Capabilities & Improvements

10.1 Introduction

10.2 Enterprise Liquidity Management (ELM)

10.3 Dynamic ALM

10.4 Improved Risk Measures.