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Operational risk toward Basel III : best practices and issues in modeling, management and regulation /
"Divided into four comprehensive sections - Operational Risk Measurement: Qualitative Approaches; Operational Risk Measurement: Quantitative Approaches; Operational Risk Management and Mitigation; and Issues in Operational Risk Regulation and the Fund Industry - this detailed guide not only con...
| Clasificación: | Libro Electrónico |
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| Otros Autores: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Hoboken, N.J. :
John Wiley & Sons,
©2009.
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| Colección: | Wiley finance series.
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| Temas: | |
| Acceso en línea: | Texto completo (Requiere registro previo con correo institucional) |
Tabla de Contenidos:
- pt. 1. Operational risk measurement : quantitative approaches
- Ch. 1. Modeling operational risk based on multiple experts' opinions / Jean-Philippe Peters and Georges Hubner
- Ch. 2. Consistent quantitative operational risk measurement / Andreas A. Jobst
- Ch. 3. Operational risk based on complementary loss evaluations / Andrea Giacomelli and Loriana Pelizzon
- Ch. 4. Can operational risk models deal with unprecedented large banking losses? / Duc Pham-Hi
- Ch. 5. Identifying and mitigating perceived risks in the bank service chain : a new formalization effort to address the intangible and heterogeneous natures of knowledge-based services / Magali Dubosson and Emmanuel Fragniere
- Ch. 6. Operational risk and stock market returns : evidence from Turkey / M. Nihat Solakoglu and K. Ahmet Kose
- pt. 2. Operational risk measurement : quantitative approaches
- Ch. 7. Integrating op risk into total VaR / Niklas Wagner and Thomas Wenger
- Ch. 8. Importance sampling techniques for large quantile estimation in the advanced measurement approach / Marco Bee and Giuseppe Espa
- Ch. 9. One-sided cross-validation for density estimation with an application to operational risk / Maria Dolores Martinez Miranda, Jens Perch Nielsen and Stefan A. Sperlich
- Ch. 10. Multivariate models for operational risk : a copula approach using extreme value theory and poisson shock models / Omar Rachedi and Dean Fantazzini
- Ch. 11. First-order approximations to operational risk : dependence and consequences / Klaus Bocker and Claudia Kluppelberg
- pt. 3. Operational risk management and mitigation
- Ch. 12. Integrating "management" into "oprisk management" / Wilhelm K. Kross
- Ch. 13. Operational risk management : an emergent industry / Kimberly D. Krawiec
- Ch. 14. Oprisk insurance as a net value generator / Wilhelm K. Kross and Werner Gleissner
- Ch. 15. Operational risk versus capital requirements under new Italian banking capital regulation : are small banks penalized? / Simona Cosma, Giampaolo Gabbi and Gianfausto Salvadori
- Ch. 16. Simple measures for operational risk reduction? An assessment of implications and drawbacks / Silke N. Brandts and Nicole Branger
- pt. 4. Issues in operational risk regulation and the fund industry
- Ch. 17. Toward an economic and regulatory benchmarking indicator for banking systems / John L. Simpson, John Evans and Jennifer Westaway
- Ch. 18. Operational risk disclosure in financial services firms / Guy Ford [and others]
- Ch. 19. Operational risks in payment and securities settlement systems : a challenge for operators and regulators / Daniela Russo and Pietro Stecconi
- Ch. 20. Actual and potential use of unregulated financial institutions for transnational crime / Carolyn Vernita Currie
- Ch. 21. Case studies in hedge fund operational risks : from Amaranth to Wood River / Keith H. Black
- Ch. 22. A risk of ruin approach for evaluating commodity trading advisors / Greg N. Gregoriou and Fabrice Douglas Rouah
- Ch. 23. Identifying and mitigating valuation risk in hedge fund investments / Meredith A. Jones.