عنوان

Operational risk toward Basel III :

(Number (ISBN

0470451882

(Number (ISBN

1118267060

(Number (ISBN

1282113674

(Number (ISBN

9780470451885

(Number (ISBN

9781118267066

(Number (ISBN

9781282113671

Erroneous ISBN

047039014X

Erroneous ISBN

9780470390146

Number

b718227

Title Proper

Operational risk toward Basel III :

General Material Designation

[Book]

Other Title Information

best practices and issues in modeling, management and regulation /

First Statement of Responsibility

[edited by] Greg N. Gregoriou.

Place of Publication, Distribution, etc.

Hoboken, N.J. :

Name of Publisher, Distributor, etc.

John Wiley & Sons,

Date of Publication, Distribution, etc.

©2009.

Specific Material Designation and Extent of Item

1 online resource (xxvi, 487 pages) :

Other Physical Details

illustrations

Series Title

Wiley finance series

Text of Note

Includes bibliographical references and index.

Text of Note

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.

0

Text of Note

"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.

Source for Acquisition/Subscription Address

Wiley InterScience

Stock Number

10.1002/9781118267066

Title

Operational risk toward Basel III.

International Standard Book Number

9780470390146

Bank capital-- Mathematical models.

Banks and banking, International-- Risk management.

Financial risk management-- Mathematical models.

Bank capital-- Mathematical models.

Banker.

BUSINESS & ECONOMICS-- Banks & Banking.

Internationaler Kreditmarkt

Matematiska modeller.

Risikomanagement

Riskhantering.

BUS-- 004000

KFF

Number

Edition

Class number

Book number

Gregoriou, Greg N.,1956-

Date of Transaction

20201208102315.0

Cataloguing Rules (Descriptive Conventions))

pn

Electronic name

[Book]

Y