Operational risk toward Basel III: best practices and issues in modeling, management and regulation
Gespeichert in:
| Format: | Elektronisch E-Book |
|---|---|
| Sprache: | English |
| Veröffentlicht: |
Hoboken, N.J.
John Wiley & Sons
c2009
|
| Schriftenreihe: | Wiley finance series
|
| Schlagworte: | |
| Online-Zugang: | FHA01 UBG01 Volltext |
| Beschreibung: | Includes bibliographical references and index "Divided into four comprehensive sections - Operational Risk Measurement: Qualitative Approaches; Operational Risk Measurement: Quantitative Approaches; Operational Risk Management and Mitigation; and Issues in Operational Risk Regulation and the Fund Industry - this detailed guide not only contains contributed chapters that provide an abundant amount of information regarding operational risk, but it also walks you through a wide array of case studies and examples that will solidify your understanding of the issues discussed." "While operational risk has long been regarded as a mere part of "other" risks-outside the realm of credit and market risk-it has quickly made its way to the forefront of finance. With the implementation of the Basel II Accord throughout the developed world and Basel III on the horizon, many financial professionals, as well as those preparing to enter this field, must be familiar with a variety of issues related to operational risk modeling, management, and regulation. Operational Risk toward Basel III contains the information you need to achieve this goal."--Jacket |
| Beschreibung: | 1 Online-Ressource (xxvi, 487 p.) |
| ISBN: | 9781118267066 1118267060 047039014X |
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| 245 | 1 | 0 | |a Operational risk toward Basel III |b best practices and issues in modeling, management and regulation |c [edited by] Greg N. Gregoriou |
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| 500 | |a "Divided into four comprehensive sections - Operational Risk Measurement: Qualitative Approaches; Operational Risk Measurement: Quantitative Approaches; Operational Risk Management and Mitigation; and Issues in Operational Risk Regulation and the Fund Industry - this detailed guide not only contains contributed chapters that provide an abundant amount of information regarding operational risk, but it also walks you through a wide array of case studies and examples that will solidify your understanding of the issues discussed." "While operational risk has long been regarded as a mere part of "other" risks-outside the realm of credit and market risk-it has quickly made its way to the forefront of finance. With the implementation of the Basel II Accord throughout the developed world and Basel III on the horizon, many financial professionals, as well as those preparing to enter this field, must be familiar with a variety of issues related to operational risk modeling, management, and regulation. Operational Risk toward Basel III contains the information you need to achieve this goal."--Jacket | ||
| 505 | 0 | |a pt. 1. Operational risk measurement : quantitative approaches -- Ch. 1. Modeling operational risk based on multiple experts' opinions / Jean-Philippe Peters and Georges Hubner -- Ch. 2. Consistent quantitative operational risk measurement / Andreas A. Jobst -- Ch. 3. Operational risk based on complementary loss evaluations / Andrea Giacomelli and Loriana Pelizzon -- Ch. 4. Can operational risk models deal with unprecedented large banking losses? / Duc Pham-Hi -- Ch. 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 services / Magali Dubosson and Emmanuel Fragniere -- Ch. 6. Operational risk and stock market returns : evidence from Turkey / M. Nihat Solakoglu and K. Ahmet Kose -- pt. 2. Operational risk measurement : quantitative approaches -- Ch. 7. Integrating op risk into total VaR / Niklas Wagner and Thomas Wenger -- | |
| 505 | 0 | |a Ch. 8. Importance sampling techniques for large quantile estimation in the advanced measurement approach / Marco Bee and Giuseppe Espa -- Ch. 9. One-sided cross-validation for density estimation with an application to operational risk / Maria Dolores Martinez Miranda, Jens Perch Nielsen and Stefan A. Sperlich -- Ch. 10. Multivariate models for operational risk : a copula approach using extreme value theory and poisson shock models / Omar Rachedi and Dean Fantazzini -- Ch. 11. First-order approximations to operational risk : dependence and consequences / Klaus Bocker and Claudia Kluppelberg -- pt. 3. Operational risk management and mitigation -- Ch. 12. Integrating "management" into "oprisk management" / Wilhelm K. Kross -- Ch. 13. Operational risk management : an emergent industry / Kimberly D. Krawiec -- Ch. 14. Oprisk insurance as a net value generator / Wilhelm K. Kross and Werner Gleissner -- | |
| 505 | 0 | |a Ch. 15. Operational risk versus capital requirements under new Italian banking capital regulation : are small banks penalized? / Simona Cosma, Giampaolo Gabbi and Gianfausto Salvadori -- Ch. 16. Simple measures for operational risk reduction? An assessment of implications and drawbacks / Silke N. Brandts and Nicole Branger -- pt. 4. Issues in operational risk regulation and the fund industry -- Ch. 17. Toward an economic and regulatory benchmarking indicator for banking systems / John L. Simpson, John Evans and Jennifer Westaway -- Ch. 18. Operational risk disclosure in financial services firms / Guy Ford ... [et al.] -- Ch. 19. Operational risks in payment and securities settlement systems : a challenge for operators and regulators / Daniela Russo and Pietro Stecconi -- Ch. 20. Actual and potential use of unregulated financial institutions for transnational crime / Carolyn Vernita Currie -- | |
| 505 | 0 | |a Ch. 21. Case studies in hedge fund operational risks : from Amaranth to Wood River / Keith H. Black -- Ch. 22. A risk of ruin approach for evaluating commodity trading advisors / Greg N. Gregoriou and Fabrice Douglas Rouah -- Ch. 23. Identifying and mitigating valuation risk in hedge fund investments / Meredith A. Jones | |
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Datensatz im Suchindex
| _version_ | 1804150580436795392 |
|---|---|
| any_adam_object | |
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| bvnumber | BV041167619 |
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| contents | pt. 1. Operational risk measurement : quantitative approaches -- Ch. 1. Modeling operational risk based on multiple experts' opinions / Jean-Philippe Peters and Georges Hubner -- Ch. 2. Consistent quantitative operational risk measurement / Andreas A. Jobst -- Ch. 3. Operational risk based on complementary loss evaluations / Andrea Giacomelli and Loriana Pelizzon -- Ch. 4. Can operational risk models deal with unprecedented large banking losses? / Duc Pham-Hi -- Ch. 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 services / Magali Dubosson and Emmanuel Fragniere -- Ch. 6. Operational risk and stock market returns : evidence from Turkey / M. Nihat Solakoglu and K. Ahmet Kose -- pt. 2. Operational risk measurement : quantitative approaches -- Ch. 7. Integrating op risk into total VaR / Niklas Wagner and Thomas Wenger -- Ch. 8. Importance sampling techniques for large quantile estimation in the advanced measurement approach / Marco Bee and Giuseppe Espa -- Ch. 9. One-sided cross-validation for density estimation with an application to operational risk / Maria Dolores Martinez Miranda, Jens Perch Nielsen and Stefan A. Sperlich -- Ch. 10. Multivariate models for operational risk : a copula approach using extreme value theory and poisson shock models / Omar Rachedi and Dean Fantazzini -- Ch. 11. First-order approximations to operational risk : dependence and consequences / Klaus Bocker and Claudia Kluppelberg -- pt. 3. Operational risk management and mitigation -- Ch. 12. Integrating "management" into "oprisk management" / Wilhelm K. Kross -- Ch. 13. Operational risk management : an emergent industry / Kimberly D. Krawiec -- Ch. 14. Oprisk insurance as a net value generator / Wilhelm K. Kross and Werner Gleissner -- Ch. 15. Operational risk versus capital requirements under new Italian banking capital regulation : are small banks penalized? / Simona Cosma, Giampaolo Gabbi and Gianfausto Salvadori -- Ch. 16. Simple measures for operational risk reduction? An assessment of implications and drawbacks / Silke N. Brandts and Nicole Branger -- pt. 4. Issues in operational risk regulation and the fund industry -- Ch. 17. Toward an economic and regulatory benchmarking indicator for banking systems / John L. Simpson, John Evans and Jennifer Westaway -- Ch. 18. Operational risk disclosure in financial services firms / Guy Ford ... [et al.] -- Ch. 19. Operational risks in payment and securities settlement systems : a challenge for operators and regulators / Daniela Russo and Pietro Stecconi -- Ch. 20. Actual and potential use of unregulated financial institutions for transnational crime / Carolyn Vernita Currie -- Ch. 21. Case studies in hedge fund operational risks : from Amaranth to Wood River / Keith H. Black -- Ch. 22. A risk of ruin approach for evaluating commodity trading advisors / Greg N. Gregoriou and Fabrice Douglas Rouah -- Ch. 23. Identifying and mitigating valuation risk in hedge fund investments / Meredith A. Jones |
| ctrlnum | (OCoLC)773301867 (DE-599)BVBBV041167619 |
| dewey-full | 332.1068/1 |
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| 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 | Wirtschaftswissenschaften |
| format | Electronic eBook |
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| id | DE-604.BV041167619 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T00:41:11Z |
| institution | BVB |
| isbn | 9781118267066 1118267060 047039014X |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-026142898 |
| oclc_num | 773301867 |
| open_access_boolean | |
| owner | DE-473 DE-BY-UBG DE-861 DE-355 DE-BY-UBR DE-Aug4 |
| owner_facet | DE-473 DE-BY-UBG DE-861 DE-355 DE-BY-UBR DE-Aug4 |
| physical | 1 Online-Ressource (xxvi, 487 p.) |
| psigel | ZDB-35-WCE ZDB-35-WIC UBR_PDA_WIC_Kauf FRO_PDA_WIC FHR_PDA_WIC ZDB-35-WIC FHA_PDA_WIC_Kauf |
| publishDate | 2009 |
| publishDateSearch | 2009 |
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| publisher | John Wiley & Sons |
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| series2 | Wiley finance series |
| spelling | Operational risk toward Basel III best practices and issues in modeling, management and regulation [edited by] Greg N. Gregoriou Hoboken, N.J. John Wiley & Sons c2009 1 Online-Ressource (xxvi, 487 p.) txt rdacontent c rdamedia cr rdacarrier Wiley finance series Includes bibliographical references and index "Divided into four comprehensive sections - Operational Risk Measurement: Qualitative Approaches; Operational Risk Measurement: Quantitative Approaches; Operational Risk Management and Mitigation; and Issues in Operational Risk Regulation and the Fund Industry - this detailed guide not only contains contributed chapters that provide an abundant amount of information regarding operational risk, but it also walks you through a wide array of case studies and examples that will solidify your understanding of the issues discussed." "While operational risk has long been regarded as a mere part of "other" risks-outside the realm of credit and market risk-it has quickly made its way to the forefront of finance. With the implementation of the Basel II Accord throughout the developed world and Basel III on the horizon, many financial professionals, as well as those preparing to enter this field, must be familiar with a variety of issues related to operational risk modeling, management, and regulation. Operational Risk toward Basel III contains the information you need to achieve this goal."--Jacket pt. 1. Operational risk measurement : quantitative approaches -- Ch. 1. Modeling operational risk based on multiple experts' opinions / Jean-Philippe Peters and Georges Hubner -- Ch. 2. Consistent quantitative operational risk measurement / Andreas A. Jobst -- Ch. 3. Operational risk based on complementary loss evaluations / Andrea Giacomelli and Loriana Pelizzon -- Ch. 4. Can operational risk models deal with unprecedented large banking losses? / Duc Pham-Hi -- Ch. 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 services / Magali Dubosson and Emmanuel Fragniere -- Ch. 6. Operational risk and stock market returns : evidence from Turkey / M. Nihat Solakoglu and K. Ahmet Kose -- pt. 2. Operational risk measurement : quantitative approaches -- Ch. 7. Integrating op risk into total VaR / Niklas Wagner and Thomas Wenger -- Ch. 8. Importance sampling techniques for large quantile estimation in the advanced measurement approach / Marco Bee and Giuseppe Espa -- Ch. 9. One-sided cross-validation for density estimation with an application to operational risk / Maria Dolores Martinez Miranda, Jens Perch Nielsen and Stefan A. Sperlich -- Ch. 10. Multivariate models for operational risk : a copula approach using extreme value theory and poisson shock models / Omar Rachedi and Dean Fantazzini -- Ch. 11. First-order approximations to operational risk : dependence and consequences / Klaus Bocker and Claudia Kluppelberg -- pt. 3. Operational risk management and mitigation -- Ch. 12. Integrating "management" into "oprisk management" / Wilhelm K. Kross -- Ch. 13. Operational risk management : an emergent industry / Kimberly D. Krawiec -- Ch. 14. Oprisk insurance as a net value generator / Wilhelm K. Kross and Werner Gleissner -- Ch. 15. Operational risk versus capital requirements under new Italian banking capital regulation : are small banks penalized? / Simona Cosma, Giampaolo Gabbi and Gianfausto Salvadori -- Ch. 16. Simple measures for operational risk reduction? An assessment of implications and drawbacks / Silke N. Brandts and Nicole Branger -- pt. 4. Issues in operational risk regulation and the fund industry -- Ch. 17. Toward an economic and regulatory benchmarking indicator for banking systems / John L. Simpson, John Evans and Jennifer Westaway -- Ch. 18. Operational risk disclosure in financial services firms / Guy Ford ... [et al.] -- Ch. 19. Operational risks in payment and securities settlement systems : a challenge for operators and regulators / Daniela Russo and Pietro Stecconi -- Ch. 20. Actual and potential use of unregulated financial institutions for transnational crime / Carolyn Vernita Currie -- Ch. 21. Case studies in hedge fund operational risks : from Amaranth to Wood River / Keith H. Black -- Ch. 22. A risk of ruin approach for evaluating commodity trading advisors / Greg N. Gregoriou and Fabrice Douglas Rouah -- Ch. 23. Identifying and mitigating valuation risk in hedge fund investments / Meredith A. Jones Mathematisches Modell Banks and banking, International / Risk management Bank capital / Mathematical models Financial risk management / Mathematical models Internationaler Kreditmarkt (DE-588)4120506-6 gnd rswk-swf Risikomanagement (DE-588)4121590-4 gnd rswk-swf Electronic books Internationaler Kreditmarkt (DE-588)4120506-6 s Risikomanagement (DE-588)4121590-4 s 1\p DE-604 DE-604 Gregoriou, Greg N. Sonstige oth Erscheint auch als Druck-Ausgabe, Hardcover 978-0-470-39014-6 https://onlinelibrary.wiley.com/doi/book/10.1002/9781118267066 Verlag Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Operational risk toward Basel III best practices and issues in modeling, management and regulation pt. 1. Operational risk measurement : quantitative approaches -- Ch. 1. Modeling operational risk based on multiple experts' opinions / Jean-Philippe Peters and Georges Hubner -- Ch. 2. Consistent quantitative operational risk measurement / Andreas A. Jobst -- Ch. 3. Operational risk based on complementary loss evaluations / Andrea Giacomelli and Loriana Pelizzon -- Ch. 4. Can operational risk models deal with unprecedented large banking losses? / Duc Pham-Hi -- Ch. 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 services / Magali Dubosson and Emmanuel Fragniere -- Ch. 6. Operational risk and stock market returns : evidence from Turkey / M. Nihat Solakoglu and K. Ahmet Kose -- pt. 2. Operational risk measurement : quantitative approaches -- Ch. 7. Integrating op risk into total VaR / Niklas Wagner and Thomas Wenger -- Ch. 8. Importance sampling techniques for large quantile estimation in the advanced measurement approach / Marco Bee and Giuseppe Espa -- Ch. 9. One-sided cross-validation for density estimation with an application to operational risk / Maria Dolores Martinez Miranda, Jens Perch Nielsen and Stefan A. Sperlich -- Ch. 10. Multivariate models for operational risk : a copula approach using extreme value theory and poisson shock models / Omar Rachedi and Dean Fantazzini -- Ch. 11. First-order approximations to operational risk : dependence and consequences / Klaus Bocker and Claudia Kluppelberg -- pt. 3. Operational risk management and mitigation -- Ch. 12. Integrating "management" into "oprisk management" / Wilhelm K. Kross -- Ch. 13. Operational risk management : an emergent industry / Kimberly D. Krawiec -- Ch. 14. Oprisk insurance as a net value generator / Wilhelm K. Kross and Werner Gleissner -- Ch. 15. Operational risk versus capital requirements under new Italian banking capital regulation : are small banks penalized? / Simona Cosma, Giampaolo Gabbi and Gianfausto Salvadori -- Ch. 16. Simple measures for operational risk reduction? An assessment of implications and drawbacks / Silke N. Brandts and Nicole Branger -- pt. 4. Issues in operational risk regulation and the fund industry -- Ch. 17. Toward an economic and regulatory benchmarking indicator for banking systems / John L. Simpson, John Evans and Jennifer Westaway -- Ch. 18. Operational risk disclosure in financial services firms / Guy Ford ... [et al.] -- Ch. 19. Operational risks in payment and securities settlement systems : a challenge for operators and regulators / Daniela Russo and Pietro Stecconi -- Ch. 20. Actual and potential use of unregulated financial institutions for transnational crime / Carolyn Vernita Currie -- Ch. 21. Case studies in hedge fund operational risks : from Amaranth to Wood River / Keith H. Black -- Ch. 22. A risk of ruin approach for evaluating commodity trading advisors / Greg N. Gregoriou and Fabrice Douglas Rouah -- Ch. 23. Identifying and mitigating valuation risk in hedge fund investments / Meredith A. Jones Mathematisches Modell Banks and banking, International / Risk management Bank capital / Mathematical models Financial risk management / Mathematical models Internationaler Kreditmarkt (DE-588)4120506-6 gnd Risikomanagement (DE-588)4121590-4 gnd |
| subject_GND | (DE-588)4120506-6 (DE-588)4121590-4 |
| title | Operational risk toward Basel III best practices and issues in modeling, management and regulation |
| title_auth | Operational risk toward Basel III best practices and issues in modeling, management and regulation |
| title_exact_search | Operational risk toward Basel III best practices and issues in modeling, management and regulation |
| title_full | Operational risk toward Basel III best practices and issues in modeling, management and regulation [edited by] Greg N. Gregoriou |
| title_fullStr | Operational risk toward Basel III best practices and issues in modeling, management and regulation [edited by] Greg N. Gregoriou |
| title_full_unstemmed | Operational risk toward Basel III best practices and issues in modeling, management and regulation [edited by] Greg N. Gregoriou |
| title_short | Operational risk toward Basel III |
| title_sort | operational risk toward basel iii best practices and issues in modeling management and regulation |
| title_sub | best practices and issues in modeling, management and regulation |
| topic | Mathematisches Modell Banks and banking, International / Risk management Bank capital / Mathematical models Financial risk management / Mathematical models Internationaler Kreditmarkt (DE-588)4120506-6 gnd Risikomanagement (DE-588)4121590-4 gnd |
| topic_facet | Mathematisches Modell Banks and banking, International / Risk management Bank capital / Mathematical models Financial risk management / Mathematical models Internationaler Kreditmarkt Risikomanagement |
| url | https://onlinelibrary.wiley.com/doi/book/10.1002/9781118267066 |
| work_keys_str_mv | AT gregoriougregn operationalrisktowardbaseliiibestpracticesandissuesinmodelingmanagementandregulation |