Derivatives and the Internal
Auditor
Key Topics and Concerns
Contents
List of panels List of
contributors
1 What is Risk?
A Discussion for Internal
Auditors
Robert P. Sullivan of
PricewaterhouseCoopers
2 What are Derivatives?
A Comparison of Instruments
and their Risks for the Internal Audit Team
Don M. Chance of Virginia
Tech
3 Auditing the Mark-to-Market
and Risk Management of Derivatives .
Marcus Blackburn of the
NatWest Group
4 Auditing Quantitative
Techniques and Model Risk in Derivatives Businesses
Peter Stockwell, Peter
Parapoulis, Marcos Protopapas and AtuI Patel of Bankers Trust
5 Credit Risk and Derivative
Key Concepts and Approaches for the Internal Auditor
Stephen Doherty of Credit
Lyonnais
6 Operational Risk Management
and Measurement in Financial Institutions
Robert Jameson of Risk
Publications
7 Regulatory Considerations
of Derivatives and Risk Management A Trans-Global Review for Internal Auditors
Roger G. Coffin of
PricewaterhouseCoopers
8 Strategic Sourcing of Audit
Functions An Aid to Decision Making 18
Richard Anderson of
PricewaterhouseCoopers
9 Corporations and
Derivatives: A Case Study of The Boots Company pic
Margaret Monckton of The
Boots Company pic
Glossary Bibliography
242 pages