ISBN 13 : 978-0-470-39014-6

Sommaire : Contents

Contributeurs : Jean-Philippe Peters, Georges Hubner, Andreas A. Jobst, Andrea Giacomelli, Loriana Pelizzon, Duc Pham-Hi, Magali Dubosson, Emmanuel Fragnière, M. Nihat Solakoglu, K. Ahmet Kose, Niklas Wagner, Thomas Wenger, Marco Bee, Giuseppe Espa, Maria Dolores Martinez Miranda, Jens Perch Nielsen, Stefan A. Sperlich, Omar Rachedi, Dean Fantazzini, Klaus Bocker, Claudia Kluppelberg, Wilhelm K. Kross, Kimberly D. Krawiec, Wilhelm K. Kross, Werner Gleissner, Silke N. Brandts, Nicole Branger, Simona Cosma, Giampaolo Gabbi, Gianfausto Salvadori, John L. Simpson, John Evans, Jennifer Westaway, Guy Ford, Maike Sundmacher, Nigel Finch, Tyrone M. Carlin, Carolyn Vernita Currie, Daniela Russo, Pietro Stecconi, Keith H. Black, Fabrice Douglas Rouah, Meredith A. Jones

Part 1. Operational Risk Measurement : Qualitative Approaches.
1. Modeling Operational Risk Based on Multiple Experts' Opinions
2. Consistent Quantitative Operational Risk Measurement
3. Operational Risk Based on Complementary Loss Evaluations
4. Can Operational Risk Models Deal with Unprecedented Large Banking Losses ?
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
6. Operational Risk and Stock Market Returns : Evidence from Turkey

Part 2. Operational Risk Measurement : Quantitative Approaches.
7. Integrating Op Risk into Total VaR
8. Importance Sampling Techniques for Large Quantile Estimation in the Advanced Measurement Approach
9. One-Sided Cross-Validation for Density Estimation with an Application to Operational Risk
10. Multivariate Models for Operational Risk : A Copula Approach Using Extreme Value Theory and Poisson Shock Models
11. First-Order Approximations to Operational Risk : Dependence and Consequences

Part 3. Operational Risk Management and Mitigation.
12. Integrating "Management" into "OpRisk Management"
13. Operational Risk Management : An Emergent Industry
14. OpRisk Insurance as a Net Value Generator
15. Operational Risk Versus Capital Requirements under New Italian Banking Capital Regulation : Are Small Banks Penalized ?
16. Simple Measures for Operational Risk Reduction ? An Assessment of Implications and Drawbacks

Part 4. Issues in Operational Risk Regulation and the Fund Industry.
17. Toward an Economic and Regulatory Benchmarking Indicator for Banking Systems
18. Operational Risk Disclosure in Financial Services Firms
19. Operational Risks in Payment and Securities Settlement Systems: A Challenge for Operators and Regulators
20. Actual and Potential Use of Unregulated Financial Institutions for Transnational Crime
21. Case Studies in Hedge Fund Operational Risks : From Amaranth to Wood River
22. A Risk of Ruin Approach for Evaluating Commodity Trading Advisors
23. Identifying and Mitigating Valuation Risk in Hedge Fund Investments

Langue : Anglais

Collection : FINANCE

Lieu d'édition : TORONTO

Localisation : Bibliothèque Campus de Nice

Support : Papier

Etat : Présent

Professeur EDHEC : Oui

Propriétaire : Bibliothèque