Guide to optimal operational risk & Basel-II. (2006)

• Record Type: Book
• Further Information: Note: Ioannis S. Akkizidis, Vivianne Bouchereau.
• Other Names: Akkizidis, Ioannis S; Bouchereau, Vivianne
• Contents: OPERATIONAL RISK AND ITS MANAGEMENT; Operational Risks in Financial Organizations; Introduction; Operational Risks in Financial Organizations; Operational Risk Event Types; Characteristics of Operational Risks; Operational Risks and IT; Summary; References; ; Main Aspects of Operational Risk Management; Introduction; Main Aspects of Operational Risk Management; Operational Risk Management Framework; Quantification of Operational Risks; Testing and Verification; Enterprisewide Risk Management; Operational Risk Management Concerns; Key Players and Elements for Implementing Effective Operational Risk Management; Summary; References; ; OPERATIONAL RISK AND BASEL II; Operational Risk in Basel II; Introduction; The 1988 Basel Accord Versus the Basel II Accord; Operational Risk Management According to Basel II; The Three Pillars of Basel II; Pillar 1: Minimum Capital Requirements; Supervisory Review Process; Enhanced Disclosure - Market Discipline; The Ten Principles of Basel II; The Pillars' Action Points; Summary; References; ; Advanced Measurement Approach; Introduction; Advanced Measurement Approach; AMA Measuring System; AMA Framework; Supervisory Standards of the AMA; Qualifying Criteria for Risk Capital Calculation; Use of Insurance under the AMA; Summary; References; ; FRAMEWORKS FOR DESIGNING EFFICIENT OPERATIONAL RISK ASSESSMENT; Operational Risk Identification, Measurement, Modeling, and Monitoring Analysis; Introduction; Operational Risk Identification; Operational Risk and Performance Measurements; Operational Risk Modeling; Operational Risk Monitoring; Summary; References; ; Operational Risk Assessment via Evaluation Analysis; Introduction; Operational Risk Evaluation Analysis; Evaluating the Degree of Significance and Actual Values of Operational Risks; Measurements Values and Scales for Causes, Events, and; Consequences; Data Normalization; Estimating the Significance and Actual Value of an Operation; Beta Point for an Operational Risk or an Operation; Illustrating the Significance and Actual Values; Cluster Analysis as a Tool in the Evaluation Process; Clustering Approaches in Operational Risk; Equilibrium Identification Analysis for Operational Risk Management; Trend Analysis for Operational Risk; Evaluating the Severity of Operational Risks and Affected Operations; Estimating and Evaluating Economic Capital Reserves; Identifying Potential Losses; Extreme Value Theory to Operational Risk; Extreme Value Theory Approaches; Summary; References; ; FRAMEWORKS FOR DESIGNING AND IMPLEMENTING EFFICIENT OPERATIONAL RISK CONTROL AND MANAGEMENT SYSTEMS; Operational Risk Profiling; Introduction; Operational Risk Profiling; Defining the Value of Operational Risk Probability; Defining the Value of Operational Risk Impact; The Exposure of Operations to Operational Risks; The Operational Risk Profiling Matrix; Operational Risk Probability, Impact, and Exposure Analysis; Modeling and Monitoring the Operational Risk Profile; Clustering Analysis in Risk Profiling Analysis; Advanced Approaches for Decision Making Using Risk Profiling; Analysis; Representations of Operational Risk Profile; Summary; References; ; Operational Risk Optimization; Introduction; Operational Risk Optimization; Optimizing Operational Risks Based on Exposure-Correlation-Significant Analysis; Optimization Techniques in Operational Risk Control and Management; Defining the Cost for Optimal Operational Risk Management; Optimizing Resource Allocation for Operational Risk Management; Unconstrained and Constrained Optimization Analysis; Tuning, Adaptation, and Robustness of Optimal Operational Risk Systems; Summary; References; ; Framework for Decision Making and Designing; Optimal Risk Policies; Introduction; Planning and Scheduling Operational Risk Actions and Policies; Controlling Operational Risks; Internal Operational Risk Control; Business Continuity or Contingency Planning through; Optimization; Operational Risk Reporting; Decision and Dynamic Management; Summary; References; ; Concluding Remarks
• Publisher Details: Boca Raton, FL : Auerbach Publications
• Publication Date: 2006
• Extent: 1 online resource (xxviii, 407 pages), illustrations
• Subjects: 332.1/068; Financial services industry -- Risk management; Bank management; Operational risk; BUSINESS & ECONOMICS -- Banks & Banking; Electronic books
• Languages: English
• ISBNs: 1420031147; 9781420031140; 9780849338137; 0849338131
• Related ISBNs: 0849338131
• Notes: Note: Includes bibliographical references and index.; Note: Print version record.
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.