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Operational risk toward Basel III [[electronic resource] ] : best practices and issues in modeling, management and regulation / / [edited by] Greg N. Gregoriou
| Operational risk toward Basel III [[electronic resource] ] : best practices and issues in modeling, management and regulation / / [edited by] Greg N. Gregoriou |
| Autore | Gregoriou Greg N. <1956-> |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | Hoboken, New Jersey : , : John Wiley & Sons, , 2009 |
| Descrizione fisica | 1 online resource (528 p.) |
| Disciplina |
332.1068
332.1068/1 |
| Altri autori (Persone) | GregoriouGreg N. <1956-> |
| Collana | Wiley finance series |
| Soggetto topico |
Banks and banking, International - Risk management
Bank capital - Mathematical models Financial risk management - Mathematical models |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-282-11367-4
9786612113673 1-118-26706-0 0-470-45188-2 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Operational 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?
CHAPTER 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 CHAPTER 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? CHAPTER 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 CHAPTER 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 |
| Record Nr. | UNINA-9910145952903321 |
Gregoriou Greg N. <1956->
|
||
| Hoboken, New Jersey : , : John Wiley & Sons, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Operational risk toward Basel III [[electronic resource] ] : best practices and issues in modeling, management and regulation / / [edited by] Greg N. Gregoriou
| Operational risk toward Basel III [[electronic resource] ] : best practices and issues in modeling, management and regulation / / [edited by] Greg N. Gregoriou |
| Autore | Gregoriou Greg N. <1956-> |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | Hoboken, New Jersey : , : John Wiley & Sons, , 2009 |
| Descrizione fisica | 1 online resource (528 p.) |
| Disciplina |
332.1068
332.1068/1 |
| Altri autori (Persone) | GregoriouGreg N. <1956-> |
| Collana | Wiley finance series |
| Soggetto topico |
Banks and banking, International - Risk management
Bank capital - Mathematical models Financial risk management - Mathematical models |
| ISBN |
1-282-11367-4
9786612113673 1-118-26706-0 0-470-45188-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Operational 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?
CHAPTER 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 CHAPTER 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? CHAPTER 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 CHAPTER 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 |
| Record Nr. | UNINA-9910830886403321 |
|
Gregoriou Greg N. <1956->
|
||
| Hoboken, New Jersey : , : John Wiley & Sons, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Operational risk toward Basel III : best practices and issues in modeling, management and regulation / / [edited by] Greg N. Gregoriou
| Operational risk toward Basel III : best practices and issues in modeling, management and regulation / / [edited by] Greg N. Gregoriou |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | Hoboken, N.J., : John Wiley & Sons, c2009 |
| Descrizione fisica | 1 online resource (528 p.) |
| Disciplina | 332.1068/1 |
| Altri autori (Persone) | GregoriouGreg N. <1956-> |
| Collana | Wiley finance series |
| Soggetto topico |
Banks and banking, International - Risk management
Bank capital - Mathematical models Financial risk management - Mathematical models |
| ISBN |
9786612113673
9781282113671 1282113674 9781118267066 1118267060 9780470451885 0470451882 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Operational 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?
CHAPTER 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 CHAPTER 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? CHAPTER 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 CHAPTER 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 |
| Record Nr. | UNINA-9910877506603321 |
| Hoboken, N.J., : John Wiley & Sons, c2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
