Measuring and managing operational risks in financial institutions: tools, techniques, and other resources
Saved in:
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Singapore u.a.
Wiley
2001
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| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Physical Description: | XIV, 594 S. graph. Darst. |
| ISBN: | 0471845957 |
Staff View
MARC
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| 245 | 1 | 0 | |a Measuring and managing operational risks in financial institutions |b tools, techniques, and other resources |c Christopher Lee Marshall |
| 264 | 1 | |a Singapore u.a. |b Wiley |c 2001 | |
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| 650 | 4 | |a Gestion des actifs et des passifs | |
| 650 | 4 | |a Gestion du risque | |
| 650 | 4 | |a Institutions financières - Gestion | |
| 650 | 4 | |a Services financiers - Gestion | |
| 650 | 4 | |a Asset-liability management | |
| 650 | 4 | |a Financial institutions |x Management | |
| 650 | 4 | |a Financial services industry |x Management | |
| 650 | 4 | |a Risk management | |
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Record in the Search Index
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| adam_text | Table of Contents
Acknowledgments ix
Preface xi
Section I: Background 1
Chapter 1: Introduction 3
1.1 Evolving Financial Services
1.2 The Operations Challenge
1.3 What Is Operational Risk?
1.4 What Is Operational Risk Management?
1.5 Why Is Operational Risk Management Important?
1.6 Regulatory and Industry Initiatives
Chapter 2: Basic Concepts 45
2.1 The Dimensions of Risk
2.2 Why Manage Risk?
2.3 Loss Events
2.4 Risk Factors
2.5 Aggregate, Expected, and Unexpected Losses
2.6 Catastrophic Losses
2.7 Event/Factor Controllability
2.8 Dependencies between Risk Factors and Events
Chapter 3: Models of Operational Risk 99
3.1 Top down Risk Models
3.2 Bottom up Risk Models
3.3 Selecting a Risk Model
v
vi ¦ Measuring and Managing Operational Risks in Financial Institutions
Section II: An Operational Risk Management Methodology
Chapter 4: Developing Objectives for Risk Management 125
4.1 Project Management
4.2 Defining the Firm s Risk Management Agenda
4.3 Defining the Project Scope
4.4 Developing Risk Management Targets
4.5 Risk Management Organization
4.6 Risk Policies and Practices
Chapter 5: Identifying the Risks 149
5.1 Benchmarking Internal Processes and Resources
5.2 Identifying Process and Resource Risks
5.3 Identifying Risk Factors
5.4 Identifying Loss Events
5.5 Categorizing Events and Risk Factors
Chapter 6: Estimating Potential Losses: Data 181
6.1 The Challenges of Operational Risk Data and
Measurement
6.2 Overcoming the Challenges
6.3 General Measurement Techniques
6.4 Historical Data: Frequencies
6.5 Historical Data: Impacts
6.6 Subjective Assessment
Chapter 7: Estimating Potential Losses: Loss Distributions 215
7.1 Estimating Risk Factors
7.2 Fitting Probability Distributions
7.3 Choosing Event Distributions
7.4 Estimating Dependencies
7.5 Building the Operational Risk Database
7.6 Integrating with Market and Credit Risks
Chapter 8: Analyzing Risks 281
8.1 Aggregating Risks
8.2 Monte Carlo Loss Simulation in Practice
8.3 Identifying Risk Management Alternatives
8.4 Analyzing Loss Events
8.5 Analyzing Risky Processes and Resources
8.6 Analyzing Risk Factors
8.7 Evaluating Risk Management Interventions
Table of Contents ¦ vii
Section III: Risk Management Actions
Chapter 9: Risk Avoidance and Factor Management 321
9.1 Reduced Levels of Risky Activity and
Business Exit
9.2 Quality Management
9.3 Personnel Selection
9.4 Training
9.5 Culture Management
9.6 Organizational Design
9.7 Relationship Management
Chapter 10: Loss Prediction 343
10.1 Strategic and Business Planning
10.2 Organizational Learning
10.3 Business and Market Intelligence
10.4 Project Risk Management
Chapter 11: Loss Prevention 353
11.1 Process Reengineering
11.2 Work and Job Restructuring
11.3 Product and Service Redesign
11.4 Functional Automation
11.5 Human Factors Engineering
11.6 Fraud Prevention and Detection
11.7 Enterprise Resource Planning
11.8 Reliability based Maintenance
Chapter 12: Loss Control 379
12.1 Inventory Management and Buffering
12.2 Redundant Systems
12.3 Diagnostic Controls
12.4 Boundary Systems (Limits and Sanctions)
12.5 Compliance Programs
12.6 Computer Security Management
12.7 Physical Security Management
12.8 Internal and External Audit
Chapter 13: Loss Reduction and Contingency Management 403
13.1 Legal Risk Reduction
13.2 Loss Isolation and Asset Protection
viii ¦ Measuring and Managing Operational Risks in Financial Institutions
13.3 Contingency Planning
13.4 Crisis Management
Chapter 14: Risk Financing 423
14.1 Financial Restructuring
14.2 Asset Liability Management
14.3 Corporate Diversification
14.4 Insurance
14.5 Self insurance
14.6 Hedging Using Derivatives
14.7 Contractual Risk Transfer
Section IV: Operational Risk Management in Practice
Chapter 15: Monitoring and Reporting Operational Risks 463
15.1 Learning and Response Loops
15.2 Guidelines for Effective Reporting
15.3 Event Reports
15.4 Operations Profiles
15.5 Risk Reports
15.6 Risk Action Reports
15.7 Risk Summary Reports
15.8 Evaluating and Updating the Risk Model
Chapter 16: Risk based Capital 493
16.1 Estimating Loss Provisions
16.2 Economic Capital Allocation
16.3 Risk based Performance Evaluation
Appendix A: A Glossary of Operational Risk 517
Appendix B: Operational Risk Management Software
and Services 565
Bibliography 571
Index 583
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| id | DE-604.BV014212512 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T18:59:43Z |
| institution | BVB |
| isbn | 0471845957 |
| language | English |
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| oclc_num | 44860762 |
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| owner_facet | DE-858 DE-384 |
| physical | XIV, 594 S. graph. Darst. |
| publishDate | 2001 |
| publishDateSearch | 2001 |
| publishDateSort | 2001 |
| publisher | Wiley |
| record_format | marc |
| spelling | Marshall, Christopher Lee Verfasser aut Measuring and managing operational risks in financial institutions tools, techniques, and other resources Christopher Lee Marshall Singapore u.a. Wiley 2001 XIV, 594 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Gestion des actifs et des passifs Gestion du risque Institutions financières - Gestion Services financiers - Gestion Asset-liability management Financial institutions Management Financial services industry Management Risk management Risikomanagement (DE-588)4121590-4 gnd rswk-swf Bank (DE-588)4004436-1 gnd rswk-swf Bank (DE-588)4004436-1 s Risikomanagement (DE-588)4121590-4 s DE-604 HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=009744522&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Marshall, Christopher Lee Measuring and managing operational risks in financial institutions tools, techniques, and other resources Gestion des actifs et des passifs Gestion du risque Institutions financières - Gestion Services financiers - Gestion Asset-liability management Financial institutions Management Financial services industry Management Risk management Risikomanagement (DE-588)4121590-4 gnd Bank (DE-588)4004436-1 gnd |
| subject_GND | (DE-588)4121590-4 (DE-588)4004436-1 |
| title | Measuring and managing operational risks in financial institutions tools, techniques, and other resources |
| title_auth | Measuring and managing operational risks in financial institutions tools, techniques, and other resources |
| title_exact_search | Measuring and managing operational risks in financial institutions tools, techniques, and other resources |
| title_full | Measuring and managing operational risks in financial institutions tools, techniques, and other resources Christopher Lee Marshall |
| title_fullStr | Measuring and managing operational risks in financial institutions tools, techniques, and other resources Christopher Lee Marshall |
| title_full_unstemmed | Measuring and managing operational risks in financial institutions tools, techniques, and other resources Christopher Lee Marshall |
| title_short | Measuring and managing operational risks in financial institutions |
| title_sort | measuring and managing operational risks in financial institutions tools techniques and other resources |
| title_sub | tools, techniques, and other resources |
| topic | Gestion des actifs et des passifs Gestion du risque Institutions financières - Gestion Services financiers - Gestion Asset-liability management Financial institutions Management Financial services industry Management Risk management Risikomanagement (DE-588)4121590-4 gnd Bank (DE-588)4004436-1 gnd |
| topic_facet | Gestion des actifs et des passifs Gestion du risque Institutions financières - Gestion Services financiers - Gestion Asset-liability management Financial institutions Management Financial services industry Management Risk management Risikomanagement Bank |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=009744522&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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