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Consistent Quantitative Operational Risk Measurement And Regulation Challenges Of Model Specification Data Collection And Loss Reporting

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Consistent Quantitative Operational Risk Measurement And Regulation Challenges Of Model Specification Data Collection And Loss Reporting

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Author : Andreas Jobst
language : en
Publisher: International Monetary Fund
Release Date : 2007-11

Consistent Quantitative Operational Risk Measurement And Regulation Challenges Of Model Specification Data Collection And Loss Reporting written by Andreas Jobst and has been published by International Monetary Fund this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007-11 with Business & Economics categories.

Amid increased size and complexity of the banking industry, operational risk has a greater potential to transpire in more harmful ways than many other sources of risk. This paper provides a succinct overview of the current regulatory framework of operational risk under the New Basel Capital Accord with a view to inform a critical debate about the influence of varying loss profiles and different methods of data collection, loss reporting, and model specification on the reliability of operational risk estimates and the consistency of risk-sensitive capital rules. The presented findings offer guidance on enhanced market practice and more effective prudential standards for operational risk measurement.

Consistent Quantitative Operational Risk Measurement And Regulation Challenges Of Model Specification Data Collection And Loss Reporting

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Author : Andreas Jobst
language : en
Publisher:
Release Date : 2007-11-01

Consistent Quantitative Operational Risk Measurement And Regulation Challenges Of Model Specification Data Collection And Loss Reporting written by Andreas Jobst and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007-11-01 with Banks and banking categories.

Contemporary Issues In Corporate Finance

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Author :
language : en
Publisher: Excel Books India
Release Date :

Contemporary Issues In Corporate Finance written by and has been published by Excel Books India this book supported file pdf, txt, epub, kindle and other format this book has been release on with categories.

Economics And Law Of Artificial Intelligence

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Author : Georgios I. Zekos
language : en
Publisher: Springer Nature
Release Date : 2021-01-11

Economics And Law Of Artificial Intelligence written by Georgios I. Zekos and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2021-01-11 with Law categories.

This book presents a comprehensive analysis of the alterations and problems caused by new technologies in all fields of the global digital economy. The impact of artificial intelligence (AI) not only on law but also on economics is examined. In the first part, the economics of AI are explored, including topics such as e-globalization and digital economy, corporate governance, risk management, and risk development, followed by a quantitative econometric analysis which utilizes regressions stipulating the scale of the impact. In the second part, the author presents the law of AI, covering topics such as the law of electronic technology, legal issues, AI and intellectual property rights, and legalizing AI. Case studies from different countries are presented, as well as a specific analysis of international law and common law. This book is a must-read for scholars and students of law, economics, and business, as well as policy-makers and practitioners, interested in a better understanding of legal and economic aspects and issues of AI and how to deal with them.

Operational Risk Toward Basel Iii

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Author : Greg N. Gregoriou
language : en
Publisher: John Wiley & Sons
Release Date : 2009-03-03

Operational Risk Toward Basel Iii written by Greg N. Gregoriou and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009-03-03 with Business & Economics categories.

This book consists of chapters by contributors (well-known professors, practitioners, and consultants from large and well respected money management firms within this area) offering the latest research in the OpRisk area. The chapters highlight how operational risk helps firms survive and prosper by givingreaders the latest, cutting-edge techniques in OpRisk management. Topics discussed include: Basel Accord II, getting ready for the New Basel III, Extreme Value Theory, the new capital requirements and regulations in the banking sector in relation to financial reporting (including developing concepts such as OpRisk Insurance which wasn't a part of the Basel II framework). The book further discussed quantitative and qualitative aspects of OpRisk, as well as fraud and applications to the fund industry.

Operational Risk Modeling In Financial Services

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Author : Patrick Naim
language : en
Publisher: John Wiley & Sons
Release Date : 2019-05-28

Operational Risk Modeling In Financial Services written by Patrick Naim and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-05-28 with Business & Economics categories.

Transform your approach to oprisk modelling with a proven, non-statistical methodology Operational Risk Modeling in Financial Services provides risk professionals with a forward-looking approach to risk modelling, based on structured management judgement over obsolete statistical methods. Proven over a decade’s use in significant banks and financial services firms in Europe and the US, the Exposure, Occurrence, Impact (XOI) method of operational risk modelling played an instrumental role in reshaping their oprisk modelling approaches; in this book, the expert team that developed this methodology offers practical, in-depth guidance on XOI use and applications for a variety of major risks. The Basel Committee has dismissed statistical approaches to risk modelling, leaving regulators and practitioners searching for the next generation of oprisk quantification. The XOI method is ideally suited to fulfil this need, as a calculated, coordinated, consistent approach designed to bridge the gap between risk quantification and risk management. This book details the XOI framework and provides essential guidance for practitioners looking to change the oprisk modelling paradigm. Survey the range of current practices in operational risk analysis and modelling Track recent regulatory trends including capital modelling, stress testing and more Understand the XOI oprisk modelling method, and transition away from statistical approaches Apply XOI to major operational risks, such as disasters, fraud, conduct, legal and cyber risk The financial services industry is in dire need of a new standard — a proven, transformational approach to operational risk that eliminates or mitigates the common issues with traditional approaches. Operational Risk Modeling in Financial Services provides practical, real-world guidance toward a more reliable methodology, shifting the conversation toward the future with a new kind of oprisk modelling.