Advances in operational risk: firm-wide issues for financial institutions
Gespeichert in:
| Format: | Buch |
|---|---|
| Sprache: | English |
| Veröffentlicht: |
London
Risk Books
2003
|
| Ausgabe: | 2. ed. |
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | XVII, 272 S. graph. Darst. |
| ISBN: | 1904339166 |
Internformat
MARC
| LEADER | 00000nam a2200000 c 4500 | ||
|---|---|---|---|
| 001 | BV019680096 | ||
| 003 | DE-604 | ||
| 005 | 20050525 | ||
| 007 | t | ||
| 008 | 050131s2003 d||| |||| 00||| eng d | ||
| 020 | |a 1904339166 |9 1-904339-16-6 | ||
| 035 | |a (OCoLC)52606582 | ||
| 035 | |a (DE-599)BVBBV019680096 | ||
| 040 | |a DE-604 |b ger |e rakwb | ||
| 041 | 0 | |a eng | |
| 049 | |a DE-91G | ||
| 050 | 0 | |a HD61 | |
| 082 | 0 | |a 332.1068/1 |2 22 | |
| 084 | |a MAT 902f |2 stub | ||
| 084 | |a WIR 522f |2 stub | ||
| 245 | 1 | 0 | |a Advances in operational risk |b firm-wide issues for financial institutions |c [managing ed.: Sarah Jenkins] |
| 250 | |a 2. ed. | ||
| 264 | 1 | |a London |b Risk Books |c 2003 | |
| 300 | |a XVII, 272 S. |b graph. Darst. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 650 | 4 | |a Mathematisches Modell | |
| 650 | 4 | |a Financial institutions |x Management | |
| 650 | 4 | |a Operational risk | |
| 650 | 4 | |a Risk management | |
| 650 | 4 | |a Risk management |x Mathematical models | |
| 650 | 0 | 7 | |a Risikomanagement |0 (DE-588)4121590-4 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Mathematisches Modell |0 (DE-588)4114528-8 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Finanzmanagement |0 (DE-588)4139075-1 |2 gnd |9 rswk-swf |
| 689 | 0 | 0 | |a Risikomanagement |0 (DE-588)4121590-4 |D s |
| 689 | 0 | |5 DE-604 | |
| 689 | 1 | 0 | |a Risikomanagement |0 (DE-588)4121590-4 |D s |
| 689 | 1 | 1 | |a Mathematisches Modell |0 (DE-588)4114528-8 |D s |
| 689 | 1 | |5 DE-604 | |
| 689 | 2 | 0 | |a Finanzmanagement |0 (DE-588)4139075-1 |D s |
| 689 | 2 | |5 DE-604 | |
| 700 | 1 | |a Jenkins, Sarah |e Sonstige |4 oth | |
| 856 | 4 | 2 | |m HBZ Datenaustausch |q application/pdf |u http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=013008089&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |3 Inhaltsverzeichnis |
| 999 | |a oai:aleph.bib-bvb.de:BVB01-013008089 | ||
Datensatz im Suchindex
| _version_ | 1804133119541903360 |
|---|---|
| adam_text | CONTENTS
List of panels vii
List of contributors jx
Introduction: Operational Risk Management: New Disciplines,
New Opportunities xv
Peyman Mestchian of SAS UK
MANAGING OPERATIONAL RISK
1 Operational Risk Management: The Solution is in the Problem 3
Peyman Mestchian of SAS UK
2 Managing Operational Risk 17
Robert Hubner, Mark Laycock and Fred Peemoller of Deutsche Bank AG
3 New Trends in Operational Risk Insurance for Banks 43
Brendon Young of ORRF and Simon Ashby of FSA
4 Operational Risk in Bank Acquisitions: A Real Options Approach to
Valuing Managerial Flexibility 59
Hemantha S. B. Herath of University of Northern British Columbia and
John S. Jahera Jr of Auburn University
5 How to Introduce an Effective Operational Risk Management Framework 73
Roland Kennett of BNP Paribas
RISK ANALYSIS, IDENTIFICATION MODELLING
6 Operational Risk Capital Allocation and Integration of Risks 95
Elena A. Medova of University of Cambridge
7 Developing an Operational VAR Model using EVT 109
Marcelo Cruz of RiskMaths
8 The Use of Reliability Theory in Measuring Operational Risk 121
Patrick Me Connell of Henley Management College
9 Model Selection for Operational Risk 145
Michel Crouhy of CIBC, Dan Galai of Hebrew University and Robert Mark
of Black Diamond
10 Model Error in Enterprise wide Risk Management: Insurance Policies with
Guarantees 179
Andrea Consiglio of University of Cyprus and University of Palermo and
Stavros A. Zenios of University of Cyprus and The Wharton School
PRACTICAL IMPLEMENTATION
11 Building and Running an Operational Loss Database 197
John Thirlwell of ORRF and BBA Global Operational Loss Database
12 Reputational Risk 209
Peter Schofield of American Express Corporate Audit
13 Corporate Reputation: Not Worth Risking 223
Knowledge@Wharton in association with Aon
14 Moody s Analytical Framework for Operational Risk Management of Banks 227
Brendon Young of Moody s Investors Service Limited
15 From Operational Risk to Operational Excellence 239
Barbara Dobeli of Swiss National Bank, Markus Leippold of University of Zurich and
Paolo Vanini of University of Southern Switzerland and Zurich Cantonal Bank
16 The Legal and Regulatory View of Operational Risk 253
Dermot Turing of Clifford Chance LLP
Index 267
|
| any_adam_object | 1 |
| building | Verbundindex |
| bvnumber | BV019680096 |
| callnumber-first | H - Social Science |
| callnumber-label | HD61 |
| callnumber-raw | HD61 |
| callnumber-search | HD61 |
| callnumber-sort | HD 261 |
| callnumber-subject | HD - Industries, Land Use, Labor |
| classification_tum | MAT 902f WIR 522f |
| ctrlnum | (OCoLC)52606582 (DE-599)BVBBV019680096 |
| dewey-full | 332.1068/1 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.1068/1 |
| dewey-search | 332.1068/1 |
| dewey-sort | 3332.1068 11 |
| dewey-tens | 330 - Economics |
| discipline | Mathematik Wirtschaftswissenschaften |
| edition | 2. ed. |
| format | Book |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>01841nam a2200505 c 4500</leader><controlfield tag="001">BV019680096</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20050525 </controlfield><controlfield tag="007">t</controlfield><controlfield tag="008">050131s2003 d||| |||| 00||| eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">1904339166</subfield><subfield code="9">1-904339-16-6</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)52606582</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV019680096</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">rakwb</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-91G</subfield></datafield><datafield tag="050" ind1=" " ind2="0"><subfield code="a">HD61</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">332.1068/1</subfield><subfield code="2">22</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">MAT 902f</subfield><subfield code="2">stub</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">WIR 522f</subfield><subfield code="2">stub</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Advances in operational risk</subfield><subfield code="b">firm-wide issues for financial institutions</subfield><subfield code="c">[managing ed.: Sarah Jenkins]</subfield></datafield><datafield tag="250" ind1=" " ind2=" "><subfield code="a">2. ed.</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">London</subfield><subfield code="b">Risk Books</subfield><subfield code="c">2003</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">XVII, 272 S.</subfield><subfield code="b">graph. Darst.</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">n</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">nc</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Mathematisches Modell</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Financial institutions</subfield><subfield code="x">Management</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Operational risk</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Risk management</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Risk management</subfield><subfield code="x">Mathematical models</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Risikomanagement</subfield><subfield code="0">(DE-588)4121590-4</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Mathematisches Modell</subfield><subfield code="0">(DE-588)4114528-8</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Finanzmanagement</subfield><subfield code="0">(DE-588)4139075-1</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="689" ind1="0" ind2="0"><subfield code="a">Risikomanagement</subfield><subfield code="0">(DE-588)4121590-4</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="5">DE-604</subfield></datafield><datafield tag="689" ind1="1" ind2="0"><subfield code="a">Risikomanagement</subfield><subfield code="0">(DE-588)4121590-4</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="1" ind2="1"><subfield code="a">Mathematisches Modell</subfield><subfield code="0">(DE-588)4114528-8</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="1" ind2=" "><subfield code="5">DE-604</subfield></datafield><datafield tag="689" ind1="2" ind2="0"><subfield code="a">Finanzmanagement</subfield><subfield code="0">(DE-588)4139075-1</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="2" ind2=" "><subfield code="5">DE-604</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Jenkins, Sarah</subfield><subfield code="e">Sonstige</subfield><subfield code="4">oth</subfield></datafield><datafield tag="856" ind1="4" ind2="2"><subfield code="m">HBZ Datenaustausch</subfield><subfield code="q">application/pdf</subfield><subfield code="u">http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=013008089&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA</subfield><subfield code="3">Inhaltsverzeichnis</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-013008089</subfield></datafield></record></collection> |
| id | DE-604.BV019680096 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T20:03:39Z |
| institution | BVB |
| isbn | 1904339166 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-013008089 |
| oclc_num | 52606582 |
| open_access_boolean | |
| owner | DE-91G DE-BY-TUM |
| owner_facet | DE-91G DE-BY-TUM |
| physical | XVII, 272 S. graph. Darst. |
| publishDate | 2003 |
| publishDateSearch | 2003 |
| publishDateSort | 2003 |
| publisher | Risk Books |
| record_format | marc |
| spelling | Advances in operational risk firm-wide issues for financial institutions [managing ed.: Sarah Jenkins] 2. ed. London Risk Books 2003 XVII, 272 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Mathematisches Modell Financial institutions Management Operational risk Risk management Risk management Mathematical models Risikomanagement (DE-588)4121590-4 gnd rswk-swf Mathematisches Modell (DE-588)4114528-8 gnd rswk-swf Finanzmanagement (DE-588)4139075-1 gnd rswk-swf Risikomanagement (DE-588)4121590-4 s DE-604 Mathematisches Modell (DE-588)4114528-8 s Finanzmanagement (DE-588)4139075-1 s Jenkins, Sarah Sonstige oth HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=013008089&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Advances in operational risk firm-wide issues for financial institutions Mathematisches Modell Financial institutions Management Operational risk Risk management Risk management Mathematical models Risikomanagement (DE-588)4121590-4 gnd Mathematisches Modell (DE-588)4114528-8 gnd Finanzmanagement (DE-588)4139075-1 gnd |
| subject_GND | (DE-588)4121590-4 (DE-588)4114528-8 (DE-588)4139075-1 |
| title | Advances in operational risk firm-wide issues for financial institutions |
| title_auth | Advances in operational risk firm-wide issues for financial institutions |
| title_exact_search | Advances in operational risk firm-wide issues for financial institutions |
| title_full | Advances in operational risk firm-wide issues for financial institutions [managing ed.: Sarah Jenkins] |
| title_fullStr | Advances in operational risk firm-wide issues for financial institutions [managing ed.: Sarah Jenkins] |
| title_full_unstemmed | Advances in operational risk firm-wide issues for financial institutions [managing ed.: Sarah Jenkins] |
| title_short | Advances in operational risk |
| title_sort | advances in operational risk firm wide issues for financial institutions |
| title_sub | firm-wide issues for financial institutions |
| topic | Mathematisches Modell Financial institutions Management Operational risk Risk management Risk management Mathematical models Risikomanagement (DE-588)4121590-4 gnd Mathematisches Modell (DE-588)4114528-8 gnd Finanzmanagement (DE-588)4139075-1 gnd |
| topic_facet | Mathematisches Modell Financial institutions Management Operational risk Risk management Risk management Mathematical models Risikomanagement Finanzmanagement |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=013008089&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| work_keys_str_mv | AT jenkinssarah advancesinoperationalriskfirmwideissuesforfinancialinstitutions |