Operational Risk : Practical Approaches to Implementation - Davis, Ellen Leander

Operational Risk : Practical Approaches to Implementation

Ellen Leander Davis

Yayınevi: Risk Books

Yayın tarihi: 04/2005

ISBN: 9781904339465

Ciltli | İngilizce | 360 Sayfa |

Tür: İş Yönetimi

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This practical text from 'Risk Books' aims to help the reader successfully develop and enhance the operational risk function in their firm. Highly practical focus explains operational risk regulatory matters and specifically the reader in the practical implementation of an operational risk programme. Table of Contents

Introduction Ellen Davis, Incisive Media. SECTION 1: LOSS DATA COLLECTION AND MODELLING. 1 Using Transaction Data to Measure Operational Risk Peter Hughes OPRASS. 2 Tail Dependency in Operational Risk Models Ahraz Sheikh, John Gavin, UBS Investment Bank. 3 Correlation and Diversification Effects in Operational Risk Modelling Antoine Frachot, Thierry Roncalli, Eric Salomon Credit Agricole. 4 The Modelling of Operational Risk: Experience with the Analysis of the Data Collected by the Basel Committee Marco Moscadelli Bank of Italy. SECTION 2: ALTERNATIVE MEASUREMENT STRATEGIES. 5 Quantifying Operational Risk within Banks According to Basel II M. R. A. Bakker Delft Institute of Applied Mathematics. 6 A Foundation for KPI and KRI Peter Vinella, Jeanette Jin PVA International. 7 Building Scenarios Kenji Fujii UFJ Holdings. 8 The Risk Indicator Framework as a Tool for AMA Exposure Analysis Martin Davies Causal Events Pty Ltd. SECTION 3: CONCEPTUALISING OPERATIONAL RISK MANAGEMENT. 9 Model Behaviour Christopher Viney Deakin University. 10 Prerequisites for Effective Operational Risk Management and Efficient Risk-based Decision Making Marcus Haas
Thomas Kaiser Frankfurt University
KPMG. 11 An Operational Risk Management Framework Gene Alvarez. 12 Aligning Basel II Operational Risk and Sarbanes-Oxley 404 Projects Nick Bolton, Judson Berkey UBS. 13 Sarbanes-Oxley, Corporate Governance and Operational Risk Alan D. Morrison Said Business School. SECTION 4: MITIGATION STRATEGIES. 14 Managing Hedge Funds' Exposure to Operational Risks: Parts 1-3 Jean-Rene Giraud Edhec-Risk Advisory. 15 Reducing Risk Through Insurance Silke Brandts Bain & Company. 16 What is a Fair Price to Transfer the Risk of Unauthorised Trading? A Case Study on Operational Risk Christopher M. Lewis

Yakov Lantsman The Hartford Financial Services Group
Fitch Risk Management, Inc.

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