Advances in Operational Risk: Firm-wide Issues for Financial Institutions
Risk Books, 2003 - Business & Economics - 272 pages
Building upon the seminal work established in the first best-selling edition, this fully revised multi-contributor title brings you right up-to-date on all the latest issues and developments in the area of operational risk management and the regulatory environment.
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The Solution is in the Problem
Peyman Mestchian of SAS
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allocation analysis assets bank’s Banking Supervision Basel Capital Accord Basel Committee basic indicator approach beneﬁt business lines business units capital charge client Committee on Banking corporate cost credit and market credit risk deﬁned difﬁcult EFFECTIVE OPERATIONAL RISK error estimate example expected loss exposure extreme value theory factors failure ﬁgures ﬁnance ﬁnancial ﬁrm ﬁrst ﬁt ﬂexibility fraud function identiﬁed impact implementation industry inﬂuence internal issues liability loss data loss database loss distribution loss events MANAGING OPERATIONAL RISK market and credit market risk minimum guarantee nodes operational losses operational risk capital operational risk insurance operational risk management OpVAR organisation parameters policies portfolio potential problem proﬁt real options reﬂect regulators regulatory capital RELIABILITY THEORY reporting reputational risk risk assessment risk function risk management framework risk measurement risk proﬁle scenario analysis scenarios signiﬁcant Six Sigma speciﬁc transaction