عنوان

Operational risk toward Basel III :

شابک

0470451882

شابک

1118267060

شابک

1282113674

شابک

9780470451885

شابک

9781118267066

شابک

9781282113671

شابک اشتباه

047039014X

شابک اشتباه

9780470390146

شماره

b718227

عنوان اصلي

Operational risk toward Basel III :

نام عام مواد

[Book]

ساير اطلاعات عنواني

best practices and issues in modeling, management and regulation /

نام نخستين پديدآور

[edited by] Greg N. Gregoriou.

محل نشرو پخش و غیره

Hoboken, N.J. :

نام ناشر، پخش کننده و غيره

John Wiley & Sons,

تاریخ نشرو بخش و غیره

©2009.

نام خاص و کميت اثر

1 online resource (xxvi, 487 pages) :

ساير جزييات

illustrations

عنوان فروست

Wiley finance series

متن يادداشت

Includes bibliographical references and index.

متن يادداشت

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 [and others] -- 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.

بدون عنوان

0

متن يادداشت

"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.

منبع سفارش / آدرس اشتراک

Wiley InterScience

شماره انبار

10.1002/9781118267066

عنوان

Operational risk toward Basel III.

شماره استاندارد بين المللي کتاب و موسيقي

9780470390146

موضوع مستند نشده

Bank capital-- Mathematical models.

موضوع مستند نشده

Banks and banking, International-- Risk management.

موضوع مستند نشده

Financial risk management-- Mathematical models.

موضوع مستند نشده

Bank capital-- Mathematical models.

موضوع مستند نشده

Banker.

موضوع مستند نشده

BUSINESS & ECONOMICS-- Banks & Banking.

موضوع مستند نشده

Internationaler Kreditmarkt

موضوع مستند نشده

Matematiska modeller.

موضوع مستند نشده

Risikomanagement

موضوع مستند نشده

Riskhantering.

موضوع مستند نشده

BUS-- 004000

موضوع مستند نشده

KFF

شماره

ويراست

شماره رده

نشانه اثر

مستند نام اشخاص تاييد نشده

Gregoriou, Greg N.,1956-

تاريخ عمليات

20201208102315.0

قواعد فهرست نويسي ( بخش توصيفي )

pn

نام الکترونيکي

نوع ماده

[Book]

تكميل شده

Y