Operational risk control with basel II

Basic principles ans capital requirements

400 pages, parution le 10/05/2004

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Indisponible

Résumé

This book:

provides a sound methodology for operational risk control
focuses on management risk and ways to avoid it
explains why and how information technology is a major operational risk
shows how to integrate cost control in the operational risk perspective
details analytical approaches to operational risk control, to help with scorecard developments
explains the distinction between High Frequency Low Risk and Low Frequency High Risk events
provides many case studies from banking and insurance to demonstrate the attention operational risks deserve

Operational risk is present in every enterprise- The many types of operational risk
Why management risk, legal risk, and information technology risk are the most important operational risks
Other key operational risks to which senior management and the back office should pay attention
Identification, monitoring, and measurement of operational risk
A case study with operational risk in the insurance industry
Addressing the top-most operational risk- A case study with operational risk in management
Why deficient cost control is the best result of management risk
Legal aspects of operational risk
A case study on operational risks in information technology
Establishing the basis of the scorecard approach- Analytical solutions to operational risk control
Needed experimentation in understanding and gauging operational risk
The scorecard approach suggested by the Basle committee
High frequency low risk and low frequency high risk events
Financial Reserves are not the only means of for facing operational risks- Capital reserves for operational risks
Using insurance as an alternative to operational risk capital requirements

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