LEADER 05305nam 2200709 a 450 001 9910830886403321 005 20200228053352.0 010 $a1-282-11367-4 010 $a9786612113673 010 $a1-118-26706-0 010 $a0-470-45188-2 035 $a(CKB)1000000000719549 035 $a(EBL)427734 035 $a(SSID)ssj0000215355 035 $a(PQKBManifestationID)11199329 035 $a(PQKBTitleCode)TC0000215355 035 $a(PQKBWorkID)10187625 035 $a(PQKB)10839675 035 $a(MiAaPQ)EBC427734 035 $a(WaSeSS)IndRDA00117708 035 $a(OCoLC)773301867 035 $a(CaSebORM)9780470451892 035 $a(EXLCZ)991000000000719549 100 $a20080904d2009 uy 0 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 00$aOperational risk toward Basel III$b[electronic resource] $ebest practices and issues in modeling, management and regulation /$f[edited by] Greg N. Gregoriou 205 $a1st edition 210 1$aHoboken, New Jersey :$cJohn Wiley & Sons,$d2009. 215 $a1 online resource (528 p.) 225 1 $aWiley finance series 300 $aDescription based upon print version of record. 311 $a0-470-45189-0 311 $a0-470-39014-X 320 $aIncludes bibliographical references and index. 327 $aOperational Risk Toward Basel III: Best Practices and Issues in Modeling, Management, and Regulation; Contents; Foreword; About the Editor; Acknowledgments; About the Contributors; PART One: Operational Risk Measurement: Qualitative Approaches; CHAPTER 1: Modeling Operational Risk Based on Multiple Experts' Opinions; CHAPTER 2: Consistent Quantitative Operational Risk Measurement; CHAPTER 3: Operational Risk Based on Complementary Loss Evaluations; CHAPTER 4: Can Operational Risk Models Deal with Unprecedented Large Banking Losses? 327 $aCHAPTER 5: Identifying and Mitigating Perceived Risks in the Bank Service Chain: A New Formalization Effort to Address the Intangible and Heterogeneous Natures of Knowledge-Based ServicesCHAPTER 6: Operational Risk and Stock Market Returns: Evidence from Turkey; PART Two: Operational Risk Measurement: Quantitative Approaches; CHAPTER 7: Integrating Op Risk into Total VaR; CHAPTER 8: Importance Sampling Techniques for Large Quantile Estimation in the Advanced Measurement Approach; CHAPTER 9: One-Sided Cross-Validation for Density Estimation with an Application to Operational Risk 327 $aCHAPTER 10: Multivariate Models for Operational Risk: A Copula Approach Using Extreme Value Theory and Poisson Shock ModelsCHAPTER 11: First-Order Approximations to Operational Risk: Dependence and Consequences; PART Three: Operational Risk Management and Mitigation; CHAPTER 12: Integrating "Management" into "OpRisk Management"; CHAPTER 13: Operational Risk Management: An Emergent Industry; CHAPTER 14: OpRisk Insurance as a Net Value Generator; CHAPTER 15: Operational Risk Versus Capital Requirements under New Italian Banking Capital Regulation: Are Small Banks Penalized? 327 $aCHAPTER 16: Simple Measures for Operational Risk Reduction? An Assessment of Implications and DrawbacksPART Four: Issues in Operational Risk Regulation and the Fund Industry; CHAPTER 17: Toward an Economic and Regulatory Benchmarking Indicator for Banking Systems; CHAPTER 18: Operational Risk Disclosure in Financial Services Firms; CHAPTER 19: Operational Risks in Payment and Securities Settlement Systems: A Challenge for Operators and Regulators; CHAPTER 20: Actual and Potential Use of Unregulated Financial Institutions for Transnational Crime 327 $aCHAPTER 21: Case Studies in Hedge Fund Operational Risks: From Amaranth to Wood RiverCHAPTER 22: A Risk of Ruin Approach for Evaluating Commodity Trading Advisors; CHAPTER 23: Identifying and Mitigating Valuation Risk in Hedge Fund Investments; Index 330 $aThis book consists of chapters by contributors (well-known professors, practitioners, and consultants from large and well respected money management firms within this area) offering the latest research in the OpRisk area. The chapters highlight how operational risk helps firms survive and prosper by givingreaders the latest, cutting-edge techniques in OpRisk management. Topics discussed include: Basel Accord II, getting ready for the New Basel III, Extreme Value Theory, the new capital requirements and regulations in the banking sector in relation to financial reporting (including developing c 410 0$aWiley finance series. 606 $aBanks and banking, International$xRisk management 606 $aBank capital$xMathematical models 606 $aFinancial risk management$xMathematical models 615 0$aBanks and banking, International$xRisk management. 615 0$aBank capital$xMathematical models. 615 0$aFinancial risk management$xMathematical models. 676 $a332.1068 676 $a332.1068/1 700 $aGregoriou$b Greg N.$f1956-$0887648 701 $aGregoriou$b Greg N.$f1956-$0887648 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910830886403321 996 $aOperational risk toward Basel III$94031639 997 $aUNINA