Measuring and Managing Operational Risk
An Integrated Approach
HC runder Rücken kaschiert
Lieferzeit: Print on Demand - Lieferbar innerhalb von 3-5 Werktagen I
ISBN-13:
9783319694092
Veröffentl:
2018
Einband:
HC runder Rücken kaschiert
Erscheinungsdatum:
12.01.2018
Seiten:
236
Autor:
Paola Leone
Gewicht:
423 g
Format:
216x153x18 mm
Serie:
Palgrave Macmillan Studies in Banking and Financial Institutions
Sprache:
Englisch
Beschreibung:
This book covers Operational Risk Management (ORM), in the current context, and its new role in the risk management field. The concept of operational risk is subject to a wide discussion also in the field of ORM's literature, which has increased throughout the years. By analyzing different methodologies that try to integrate qualitative and quantitative data or different measurement approaches, the authors explore the methodological framework, the assumptions, statistical tool, and the main results of an operational risk model projected by intermediaries. A guide for academics and students, the book also discusses the avenue of mitigation acts, suggested by the main results of the methodologies applied. The book will appeal to students, academics, and financial supervisory and regulatory authorities.
Analyzes the evolution of regulatory framework on ORM and its impacts on banking systems (measurement, management, monitoring and reporting) and on the new Supervisory Review Process (SREP)
Chapter 1.- Introduction; Chapter 2.- Operational Risk Management: regulatory framework and operational impact Chapter 3.- Operational risk measurement: literature review; Chapter 4.- Integrated risk Measurement Approach. A case study; Chapter 5.- Almost conclusive thoughts: planning mitigation action.