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Operational risk assessment : the commercial imperative of a more forensic and transparent approach / / Brendon Young and Rodney Coleman
| Operational risk assessment : the commercial imperative of a more forensic and transparent approach / / Brendon Young and Rodney Coleman |
| Autore | Young Brendon |
| Pubbl/distr/stampa | Hoboken, New Jersey : , : John Wiley & Sons, Inc., , 2009 |
| Descrizione fisica | 1 online resource (458 p.) |
| Disciplina |
658.15/5
658.155 |
| Collana | The Wiley Finance Series |
| Soggetto topico |
Financial risk management
Banks and banking - Risk management Financial services industry - Risk management |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-119-20705-3
1-282-93961-0 9786612939617 0-470-74599-1 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Operational Risk Assessment; Contents; Foreword; Preface; Acknowledgements; About the Authors; Abbreviations; PART I THE ASSESSMENT OF RISK AND ITS STRATEGIC IMPORTANCE; 1 Introduction; 1.1 Executive Overview: Responsiveness, Competitive Advantage, and Survival; 1.2 Understanding the Increasingly Complex and Competitive Banking Environment; 1.3 Risk Management and Strategy - Identifying Winners and Losers; 1.4 Capital - Understanding and Assessing its Importance and Limitations; 2 The Importance of Corporate Governance; 2.1 Defining Corporate Governance
2.2 Understanding the Importance of Corporate Governance and Ethics2.3 International Organizations and their Activities; 2.4 The Basel Paper on Corporate Governance for Banks; 2.5 Countries: Their Different Requirements and Experiences; 2.6 Board Structures; 2.7 Shareholder Activism and Extra-Financial Issues; 2.8 Assessing Governance, Bribery, and Corruption; 2.9 Key Considerations; 2.10 Conclusions; Appendix 2A; 3 Fundamental Assessment; 3.1 Introduction; 3.2 The Fundamental Relationship Between Credit Risk, Market Risk, and Operational Risk; 3.3 External Assessment Frameworks 3.4 Credit Rating Agencies' Approach: The 7 Pillars3.5 Moody's Operational Risk Assessments - Towards a More Forensic Approach; 3.6 The Regulatory Approach - Development of the Arrow Framework; 3.7 Enhanced Analytics; 3.8 Measuring Customer Satisfaction and Loyalty; Appendix 3A; Appendix 3B; 4 An Introduction to Risk and Default Analysis; 4.1 Predicting Soundness; 4.2 Argenti's A-score: Causes of Business Failure; 4.3 Statistical Failure Prediction Models; 4.4 Credit Risk Models; 4.5 Merton's 1974 Model; 4.6 The KMV Model; 4.7 CreditRisk +; 4.8 Portfolio Credit Risk Models 4.9 Internal Operational Risk Models4.10 Commercially Available Operational Risk Systems and Models; 5 Control Risk Self Assessment (CRSA) - A Behavioural Approach to Risk Management; 5.1 Introduction; 5.2 Advocates; 5.3 Defining Control Risk Self Assessment; 5.4 Benefits and Limitations of a CRSA Approach; 5.5 Residual Risks; 5.6 Methodology; 5.7 Types of Meeting; 5.8 Questionnaires and Weightings; 5.9 Resource Allocation; 5.10 Loss Data; 5.11 Determination of Capital Requirement; 5.12 Developing and Refining the System; 5.13 Achieving and Maintaining Credibility and Appropriateness 5.14 Validation5.15 Auditing; 5.16 The Relationship between Risk Management and Knowledge Management; 5.17 Aetiology of Knowledge Management; 5.18 Avoiding Ossification; 5.19 Managing Risk within Communities of Practice; 5.20 Flexibility and Responsiveness; 5.21 The Limitations of Enforced Best Practice; 5.22 Benchmarking and Stress Testing Human Factors; 5.23 Reasons for Failure; 6 Data and Data Collection; 6.1 The Importance of Data; 6.2 The Regulatory Perspective; 6.3 Sources and Limitations of Data; 6.4 Not All Data will be Recorded 6.5 Differences in Approach Lead to Variations in Capital Requirement |
| Record Nr. | UNINA-9910141049603321 |
Young Brendon
|
||
| Hoboken, New Jersey : , : John Wiley & Sons, Inc., , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Operational risk assessment : the commercial imperative of a more forensic and transparent approach / / Brendon Young and Rodney Coleman
| Operational risk assessment : the commercial imperative of a more forensic and transparent approach / / Brendon Young and Rodney Coleman |
| Autore | Young Brendon |
| Pubbl/distr/stampa | Hoboken, New Jersey : , : John Wiley & Sons, Inc., , 2009 |
| Descrizione fisica | 1 online resource (458 p.) |
| Disciplina |
658.15/5
658.155 |
| Collana | The Wiley Finance Series |
| Soggetto topico |
Financial risk management
Banks and banking - Risk management Financial services industry - Risk management |
| ISBN |
1-119-20705-3
1-282-93961-0 9786612939617 0-470-74599-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Operational Risk Assessment; Contents; Foreword; Preface; Acknowledgements; About the Authors; Abbreviations; PART I THE ASSESSMENT OF RISK AND ITS STRATEGIC IMPORTANCE; 1 Introduction; 1.1 Executive Overview: Responsiveness, Competitive Advantage, and Survival; 1.2 Understanding the Increasingly Complex and Competitive Banking Environment; 1.3 Risk Management and Strategy - Identifying Winners and Losers; 1.4 Capital - Understanding and Assessing its Importance and Limitations; 2 The Importance of Corporate Governance; 2.1 Defining Corporate Governance
2.2 Understanding the Importance of Corporate Governance and Ethics2.3 International Organizations and their Activities; 2.4 The Basel Paper on Corporate Governance for Banks; 2.5 Countries: Their Different Requirements and Experiences; 2.6 Board Structures; 2.7 Shareholder Activism and Extra-Financial Issues; 2.8 Assessing Governance, Bribery, and Corruption; 2.9 Key Considerations; 2.10 Conclusions; Appendix 2A; 3 Fundamental Assessment; 3.1 Introduction; 3.2 The Fundamental Relationship Between Credit Risk, Market Risk, and Operational Risk; 3.3 External Assessment Frameworks 3.4 Credit Rating Agencies' Approach: The 7 Pillars3.5 Moody's Operational Risk Assessments - Towards a More Forensic Approach; 3.6 The Regulatory Approach - Development of the Arrow Framework; 3.7 Enhanced Analytics; 3.8 Measuring Customer Satisfaction and Loyalty; Appendix 3A; Appendix 3B; 4 An Introduction to Risk and Default Analysis; 4.1 Predicting Soundness; 4.2 Argenti's A-score: Causes of Business Failure; 4.3 Statistical Failure Prediction Models; 4.4 Credit Risk Models; 4.5 Merton's 1974 Model; 4.6 The KMV Model; 4.7 CreditRisk +; 4.8 Portfolio Credit Risk Models 4.9 Internal Operational Risk Models4.10 Commercially Available Operational Risk Systems and Models; 5 Control Risk Self Assessment (CRSA) - A Behavioural Approach to Risk Management; 5.1 Introduction; 5.2 Advocates; 5.3 Defining Control Risk Self Assessment; 5.4 Benefits and Limitations of a CRSA Approach; 5.5 Residual Risks; 5.6 Methodology; 5.7 Types of Meeting; 5.8 Questionnaires and Weightings; 5.9 Resource Allocation; 5.10 Loss Data; 5.11 Determination of Capital Requirement; 5.12 Developing and Refining the System; 5.13 Achieving and Maintaining Credibility and Appropriateness 5.14 Validation5.15 Auditing; 5.16 The Relationship between Risk Management and Knowledge Management; 5.17 Aetiology of Knowledge Management; 5.18 Avoiding Ossification; 5.19 Managing Risk within Communities of Practice; 5.20 Flexibility and Responsiveness; 5.21 The Limitations of Enforced Best Practice; 5.22 Benchmarking and Stress Testing Human Factors; 5.23 Reasons for Failure; 6 Data and Data Collection; 6.1 The Importance of Data; 6.2 The Regulatory Perspective; 6.3 Sources and Limitations of Data; 6.4 Not All Data will be Recorded 6.5 Differences in Approach Lead to Variations in Capital Requirement |
| Record Nr. | UNINA-9910830087303321 |
|
Young Brendon
|
||
| Hoboken, New Jersey : , : John Wiley & Sons, Inc., , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||