Operational risk modelling and analysis: theory and practice
- Londres RIsk Book 2004
- 360 p.
Contiene: 1. operational risk - management based on the current loss data situation.- 2. Tackling the insufficiency of loss data for the quantification of operational risk.- 3. Contract management and operational risk.- 4. Basel II and operational risk - an overview.- 5. Implementing operational risk solutions.- 6. Integration of qualitative and quantitative operational risk data: a bayesian approach.- 7. Stable modelling of operational risk.- 8. Towards operational risk management.- 9. A copula extreme value theory approach for modelling operational risk.- 10. Cyclicality in the catastrophic risk of financial institutions.- 11. Using stratified sampling methods to improve percentile estimates in the context of risk measurement.- 12. Adequate capital and stress testing for operational risks.- 13. The JP Morgan chase operational risk environment.- 14. Overall large bank operational risk framework.- 15. Implementing an integrated operational risk framework.
904-339-34-4
Riesgo operacional
HD/61/OP47/2004
Contiene: 1. operational risk - management based on the current loss data situation.- 2. Tackling the insufficiency of loss data for the quantification of operational risk.- 3. Contract management and operational risk.- 4. Basel II and operational risk - an overview.- 5. Implementing operational risk solutions.- 6. Integration of qualitative and quantitative operational risk data: a bayesian approach.- 7. Stable modelling of operational risk.- 8. Towards operational risk management.- 9. A copula extreme value theory approach for modelling operational risk.- 10. Cyclicality in the catastrophic risk of financial institutions.- 11. Using stratified sampling methods to improve percentile estimates in the context of risk measurement.- 12. Adequate capital and stress testing for operational risks.- 13. The JP Morgan chase operational risk environment.- 14. Overall large bank operational risk framework.- 15. Implementing an integrated operational risk framework.
904-339-34-4
Riesgo operacional
HD/61/OP47/2004