Operational Risk Capital Models
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Operational Risk Capital Models
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Author : Rafael Cavestany
language : en
Publisher:
Release Date : 2015
Operational Risk Capital Models written by Rafael Cavestany and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015 with Financial risk management categories.
"Operational Risk Capital Models is a guide for the implementation of state of the art operational risk capital models suitable for regulatory approval. For insurers, Solvency II implementation has created the need, in both highly developed and less developed markets, for the development of these models that help to better understand risks, safe capital and compliance. For the banking industry, regulators in many countries in Africa, Asia and Latin America (as well as Europe) are pressing their local banks to implement advanced operational risk capital models. Banks that have made early implementation are looking to improve their capital models with new advances to match the increasing regulatory requirements. Operational Risk Capital Models enables you to model your operational risk capital to ensure the model meets regulatory standards. It describes the process end to end, from the capture of the required data to the modelling and VaR calculation, as well as the integration of capital results into your institution's daily risk management." --Contratapa.
Operational Risk Modelling And Management
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Author : Claudio Franzetti
language : en
Publisher: CRC Press
Release Date : 2016-04-19
Operational Risk Modelling And Management written by Claudio Franzetti and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-04-19 with Business & Economics categories.
Taking into account the standards of the Basel Accord, Operational Risk Modelling and Management presents a simulation model for generating the loss distribution of operational risk. It also examines a multitude of management issues that must be considered when adjusting the quantitative results of a comprehensive model.The book emphasizes techniqu
International Convergence Of Capital Measurement And Capital Standards
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Author :
language : en
Publisher: Lulu.com
Release Date : 2004
International Convergence Of Capital Measurement And Capital Standards written by and has been published by Lulu.com this book supported file pdf, txt, epub, kindle and other format this book has been release on 2004 with Bank capital categories.
Operational Risk Control With Basel Ii
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Author : Dimitris N. Chorafas
language : en
Publisher: Elsevier
Release Date : 2003-10-06
Operational Risk Control With Basel Ii written by Dimitris N. Chorafas and has been published by Elsevier this book supported file pdf, txt, epub, kindle and other format this book has been release on 2003-10-06 with Business & Economics categories.
Operational Risk Control with Basel II, provides a sound methodology for operational risk control and focuses on management risk and ways to avoid it. The book explains why and how information technology is a major operational risk and shows how to integrate cost control in the operational risk perspective. It aslo details analytical approaches to operational risk control, to help with scorecard developments, explains the distinction between High Frequency Low Risk and Low Frequency High Risk events and provides many case studeies from banking and insurance to demonstrate the attention operational risks deserve. - Assists risk professionals in preparing their institution to comply with the New Capital Adequacy Framework issued by the Basel Committee on Banking Supervision, which becomes mandatory from January 1, 2006 - Readers benefit from a significantly broader viewpoint on types of operational risks, operational risks controls, and results to be expected from operational risk management - compared to what the reader may gain from books previously published on this same topic
Measuring And Managing Operational Risk
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Author : Paola Leone
language : en
Publisher: Springer
Release Date : 2017-12-26
Measuring And Managing Operational Risk written by Paola Leone and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-12-26 with Business & Economics categories.
This book covers Operational Risk Management (ORM), in the current context, and its new role in the risk management field. The concept of operational risk is subject to a wide discussion also in the field of ORM’s literature, which has increased throughout the years. By analyzing different methodologies that try to integrate qualitative and quantitative data or different measurement approaches, the authors explore the methodological framework, the assumptions, statistical tool, and the main results of an operational risk model projected by intermediaries. A guide for academics and students, the book also discusses the avenue of mitigation acts, suggested by the main results of the methodologies applied. The book will appeal to students, academics, and financial supervisory and regulatory authorities.
Operational Risk Management
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Author : Philippa X. Girling
language : en
Publisher: John Wiley & Sons
Release Date : 2013-10-14
Operational Risk Management written by Philippa X. Girling 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 2013-10-14 with Business & Economics categories.
A best practices guide to all of the elements of an effective operational risk framework While many organizations know how important operational risks are, they still continue to struggle with the best ways to identify and manage them. Organizations of all sizes and in all industries need best practices for identifying and managing key operational risks, if they intend on exceling in today's dynamic environment. Operational Risk Management fills this need by providing both the new and experienced operational risk professional with all of the tools and best practices needed to implement a successful operational risk framework. It also provides real-life examples of successful methods and tools you can use while facing the cultural challenges that are prevalent in this field. Contains informative post-mortems on some of the most notorious operational risk events of our time Explores the future of operational risk in the current regulatory environment Written by a recognized global expert on operational risk An effective operational risk framework is essential for today's organizations. This book will put you in a better position to develop one and use it to identify, assess, control, and mitigate any potential risks of this nature.
Managing Operational Risk
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Author : Douglas G. Hoffman
language : en
Publisher: John Wiley & Sons
Release Date : 2002-01-25
Managing Operational Risk written by Douglas G. Hoffman 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 2002-01-25 with Business & Economics categories.
Published in association with the Global Association of Risk Professionals As e-commerce and globalization continue to expand, so does the level of operational risk, increasing the need for guidance on how to measure and manage it. This is the definitive guide to managing operational risk in financial institutions. Written in a concise, no-nonsense style, and containing numerous real-life case studies, it covers all the bases from the basics of what operational risk is to how to design and implement sophisticated operational risk management systems. Readers will appreciate the up-to-the-minute coverage of the latest techniques and practices to manage operational risk. They will learn how to enhance their positions in the face of anticipated new regulatory standards and capital requirements. Douglas G. Hoffman (Fairfield, CT) is an independent consultant in operational risk management. His firm, Operational Risk Advisors, provides executive training and assists financial institutions and corporate clients worldwide in operational risk analysis and mitigation.
Operational Risk
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Author : Anna S. Chernobai
language : en
Publisher: John Wiley & Sons
Release Date : 2008-05-14
Operational Risk written by Anna S. Chernobai 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 2008-05-14 with Business & Economics categories.
While operational risk has long been regarded as a mere part of "other" risks--outside the realm of credit and market risk--it has quickly made its way to the forefront of finance. In fact, with implementation of the Basel II Capital Accord already underway, many financial professionals--as well as those preparing to enter this field--must now become familiar with a variety of issues related to operational risk modeling and management. Written by the experienced team of Anna Chernobai, Svetlozar Rachev, and Frank Fabozzi, Operational Risk will introduce you to the key concepts associated with this discipline. Filled with in-depth insights, expert advice, and innovative research, this comprehensive guide not only presents you with an abundant amount of information regarding operational risk, but it also walks you through a wide array of examples that will solidify your understanding of the issues discussed. Topics covered include: The main challenges that exist in modeling operational risk. The variety of approaches used to model operational losses. Value-at-Risk and its role in quantifying and managing operational risk. The three pillars of the Basel II Capital Accord. And much more.
Adversarial Risk Analysis
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Author : David L. Banks
language : en
Publisher: CRC Press
Release Date : 2015-06-30
Adversarial Risk Analysis written by David L. Banks and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-06-30 with Business & Economics categories.
Winner of the 2017 De Groot Prize awarded by the International Society for Bayesian Analysis (ISBA)A relatively new area of research, adversarial risk analysis (ARA) informs decision making when there are intelligent opponents and uncertain outcomes. Adversarial Risk Analysis develops methods for allocating defensive or offensive resources against