Operational Risk: New Frontiers Explored

Edited by Davis, Ellen

A huge emphasis is again being placed on successfully managing operational risk. The current economic climate poses an extreme risk for firms and risk managers are again required to give maximum attention to exposures. There is increased attention being paid to operational risk as a result of this and many banks face severe operational risk exposures from pending litigation from the financial crisis. This book, edited by Ellen Davis, offers new modelling techniques for readers' operational risk approaches and examines some of the more qualitative issues that are on the cutting edge of the industry. The book consists of contributions from operational risk bank executives, regulators, and others in the industry addressing some of the quantitative and practical challenges that have arisen in recent years. Chapters include: Capital estimation and planning The new frontiers in advanced measurement approach modelling The future of operational risk as a discipline Evaluation of risk management practices for quantitative models With practical insights from leading experts in the operational risk area, this book is essential reading for anyone who wants to improve their operational risk modelling and also understand issues that are at the cutting edge of the industry.

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[目次]

  • Introduction Ellen Davis (Thomson Reuters) Capital estimation and planning JD Opdyke (Bates White LLC) and Alexander Cavallo (Northern Trust) The new frontiers in advanced measurement approach modelling Evan Sekeris (Federal Reserve Bank of Richmond) Op risk at insurance companies Andy Jobst (Bermuda Monetary Authority) The future of operational risk as a discipline Andrew Sheen (UK Financial Services Authority) The value at risk of data pools: the experience of German savings banks Johannes Voit (German Savings Bank Association) Insurance mitigation in operational risk: voyage to relief Bahram Mirzai (EVMTech) A unified approach to dependency calibration in operational risk models Mikhail Makarov (EVMTech) External data: more love at second sight Carsten Steinhoff and Marcel Monien (Norddeutsche Landesbank) Banks, regulation and rule-bending Roger Miles (King's College London) Evaluation of risk management practices for quantitative models Devon E. Brooks (Northern Trust) How much credit risk is there really in a loan? Nasreen al Qaseer (Kuwait International Bank) and Hansruedi Schutter (RiskBusiness International Ltd)

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この本の情報

書名 Operational Risk: New Frontiers Explored
著作者等 Davis, Ellen
出版元 Risk Books
刊行年月 2012.09.28
ページ数 290p
大きさ H235 x W155
ISBN 9781906348854
言語 英語
出版国 イギリス
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