MARC ayrıntıları
| 000 -LEADER |
|---|
| fixed length control field |
05694nam a2200373 i 4500 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
|---|
| fixed length control field |
081120s2009 enka b 001 0 eng |
| 010 ## - LIBRARY OF CONGRESS CONTROL NUMBER |
|---|
| LC control number |
2008047074 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
9780470517703 |
| Qualifying information |
cloth |
|
|---|
| International Standard Book Number |
0470517700 |
| Qualifying information |
cloth |
| 035 ## - SYSTEM CONTROL NUMBER |
|---|
| System control number |
(OCoLC)276274564 |
| 040 ## - CATALOGING SOURCE |
|---|
| Original cataloging agency |
DLC |
| Language of cataloging |
eng |
| Transcribing agency |
DLC |
| Modifying agency |
BWKUK |
| -- |
BWK |
| -- |
YDXCP |
| -- |
CDX |
| Description conventions |
rda |
| 049 ## - LOCAL HOLDINGS (OCLC) |
|---|
| Holding library |
BAUN_MERKEZ |
| 050 04 - LIBRARY OF CONGRESS CALL NUMBER |
|---|
| Classification number |
HD61 |
| Item number |
.M428 2009 |
| 082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER |
|---|
| Edition number |
22 |
| 245 00 - TITLE STATEMENT |
|---|
| Title |
Measuring operational and reputational risk : |
| Remainder of title |
a practitioner's approach / |
| Statement of responsibility, etc |
Aldo Soprano ... [and others] |
| 264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE |
|---|
| Place of production, publication, distribution, manufacture |
Chichester, England ; |
| -- |
Hoboken, NJ : |
| Name of producer, publisher, distributor, manufacturer |
Wiley, |
| Date of production, publication, distribution, manufacture, or copyright notice |
[2009] |
|
|---|
| Date of production, publication, distribution, manufacture, or copyright notice |
©2009 |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
xv, 207 pages : |
| Other physical details |
illustrations ; |
| Dimensions |
24 cm |
| 336 ## - CONTENT TYPE |
|---|
| Content Type Term |
text |
| Content Type Code |
txt |
| Source |
rdacontent |
| 337 ## - MEDIA TYPE |
|---|
| Media Type Term |
unmediated |
| Media Type Code |
unmediated |
| Source |
rdamedia |
| 338 ## - CARRIER TYPE |
|---|
| Carrier Type Term |
volume |
| Carrier Type Code |
volume |
| Source |
rdacarrier |
| 490 1# - SERIES STATEMENT |
|---|
| Series statement |
Wiley finance series |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE |
|---|
| Bibliography, etc |
Includes bibliographical references (pages [193]-200) and index |
| 505 00 - FORMATTED CONTENTS NOTE |
|---|
| Title |
Table Of Contents: |
| -- |
Foreword (Andrea Sironi). |
| -- |
Preface. |
| -- |
Acknowledgments. |
| -- |
1 The Development of ORM in UniCredit Group. |
| -- |
1.1 A brief history of a fast-growing group. |
| -- |
1.2 Creating a new function. |
| -- |
1.3 Developing the new control system. |
| -- |
1.4 Challenges in the early stages. |
| -- |
1.5 Methodology to measure operational risk. |
| -- |
1.6 Training and internal communication focus. |
| -- |
1.7 International regulatory challenges. |
| -- |
1.8 Reputational risk management. |
| -- |
2 The Calculation Dataset. |
| -- |
2.1 Definitions. |
| -- |
2.2 Rules of thumb. |
| -- |
2.3 Internal loss data. |
| -- |
2.3.1 Business line mapping. |
| -- |
2.3.2 Event type classifications. |
| -- |
2.3.3 Data quality analysis. |
| -- |
2.3.4 Special cases. |
| -- |
2.4 Minimum loss threshold. |
| -- |
2.5 External data. |
| -- |
2.5.1 Public or external data sources. |
| -- |
2.5.2 Consortium data. |
| -- |
2.5.3 Scenario data. |
| -- |
2.6 Business environment and internal control factors. |
| -- |
2.7 Scenarios. |
| -- |
2.8 Insurance information. |
| -- |
2.9 Scaling data. |
| -- |
2.10 The Unicredit Group Operational Risk database Evolution. |
| -- |
2.11 Final considerations. |
| -- |
3 Loss Distribution Approaches. |
| -- |
3.1 Calculation dataset building. |
| -- |
3.1.1 Internal calculation dataset. |
| -- |
3.1.2 External calculation dataset. |
| -- |
3.1.3 Scenario-generated calculation dataset. |
| -- |
3.1.4 Risk indicators calculation dataset. |
| -- |
3.2 General LDA framework. |
| -- |
3.3 Operational risk classes. |
| -- |
3.3.1 Identically distributed risk classes. |
| -- |
3.3.2 Inflation adjustment. |
| -- |
3.3.3 Data independence. |
| -- |
3.4 Parametric estimation and goodness-of-fit Techniques. |
| -- |
3.4.1 Severity distributions. |
| -- |
3.4.2 Graphical methods. |
| -- |
3.4.3 Analytical methods. |
| -- |
3.4.4 Frequency distributions. |
| -- |
3.5 Applying extreme value theory. |
| -- |
3.6 g-and-h distribution theory. |
| -- |
3.7 Calculating operational capital at risk. |
| -- |
3.7.1 Loss severity distribution. |
| -- |
3.7.2 Loss frequency distribution. |
| -- |
3.7.3 Annual loss distribution. |
| -- |
3.7.4 Single class capital at risk. |
| -- |
3.8 Insurance modeling. |
| -- |
3.8.1 Appropriate haircuts reflecting the policy’s declining residual term. |
| -- |
3.8.2 Payment uncertainty. |
| -- |
3.8.3 Counterparty risk. |
| -- |
3.8.4 Application of insurance. |
| -- |
3.9 Adjustment for risk indicators. |
| -- |
3.10 Operational risk classes aggregation. |
| -- |
3.10.1 Copulae functions. |
| -- |
3.10.2 Elliptical copulae. |
| -- |
3.10.3 Archimedean copulae. |
| -- |
3.10.4 Choice of copula. |
| -- |
3.10.5 Correlation coefficients. |
| -- |
3.11 The closed-form approximation for OpVaR. |
| -- |
3.11.1 Effect of the minimum threshold on capital at risk. |
| -- |
3.12 Confidence band for capital at risk. |
| -- |
3.13 Stress testing. |
| -- |
3.14 Loss data minimum threshold setting. |
| -- |
3.15 Empirical application on Algo OpData. |
| -- |
3.15.1 Descriptive statistics. |
| -- |
3.15.2 Autocorrelation analysis. |
| -- |
3.15.3 Capital at risk estimates using parametric models. |
| -- |
3.15.4 Capital at risk estimates using EVT. |
| -- |
3.15.5 Capital at risk estimates using the g-and-h distribution. |
| -- |
3.15.6 Capital at risk estimates considering Correlation. |
| -- |
3.16 Regulatory capital requirement. |
| -- |
3.16.1 The consolidated capital requirement. |
| -- |
3.16.2 The individual capital requirement. |
| -- |
3.17 Economic capital requirement. |
| -- |
3.18 Integration of operational risk in the budgeting process. |
| -- |
4 Analyzing Insurance Policies. |
| -- |
4.1 Insurance management and risk transfer. |
| -- |
4.2 Qualifying criteria in the Basel 2 capital Framework. |
| -- |
4.2.1 Rating of the insurance company. |
| -- |
4.2.2 Duration and residual term of the insurance contract. |
| -- |
4.2.3 Policy termination requisites. |
| -- |
4.2.4 Claims reimbursement uncertainty and ineffective coverage. |
| -- |
4.2.5 Conclusions. |
| -- |
4.3 A practical application to traditional insurance. |
| -- |
4.3.1 Insurance policies to cover financial institutions’ operational risks. |
| -- |
4.3.2 Operational event types and available insurance coverage. |
| -- |
5 Managing Reputational Risk. |
| -- |
5.1 Introducing reputational risk. |
| -- |
5.2 A financial institution’s reputational risk exposure. |
| -- |
5.3 Managing reputational risk: a matter of policy. |
| -- |
5.4 Reputational risk measurement. |
| -- |
5.4.1 Reputational risk as a function of share price volatility. |
| -- |
5.4.2 Measuring reputational risk using scenarios. |
| -- |
5.4.3 Scoring-card-based models for reputational risk assessment. |
| -- |
5.5 A recent example of reputational event. |
| -- |
5.5.1 A description of the event. |
| -- |
5.5.2 Background. |
| -- |
5.5.3 How the fake trading occurred. |
| -- |
5.5.4 The discovery and first reactions. |
| -- |
5.5.5 Measures planned and taken. |
| -- |
5.5.6 Immediate consequences for SocGen. |
| -- |
5.5.7 Reputational issues and comments. |
| -- |
5.5.8 The lessons learned – what can we do to avoid being next? |
| -- |
5.5.9 Psychological, ‘soft’ factors. |
| -- |
5.5.10 Control instruments. |
| -- |
5.5.11 Managing data and signals. |
| -- |
6 Conclusions. |
| -- |
References. |
| -- |
Further reading. |
| -- |
Index. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Risk management |
|
|---|
| Topical term or geographic name as entry element |
Risk assessment |
|
|---|
| Topical term or geographic name as entry element |
Operational risk |
|
|---|
| Topical term or geographic name as entry element |
Corporate image |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Soprano, Aldo |
| 830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE |
|---|
| 9 (RLIN) |
15983 |
| Uniform title |
Wiley finance series. |
| 900 ## - EQUIVALENCE OR CROSS-REFERENCE-PERSONAL NAME [LOCAL, CANADA] |
|---|
| Personal Name |
33813 |
|
|---|
| Numeration |
satın |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Source of classification or shelving scheme |
Library of Congress Classification |
| Koha item type |
Kitap |
-baunlogo.png?alt=media&token=2b1f50b7-298a-48ee-a2b1-6fcf8e70b387)
-Facebook-2024.png?alt=media&token=2fcc0655-0091-431c-8ee0-059464d6eda1){kind=small}
-Instagram-2024.png?alt=media&token=a143a92a-6f9d-45a7-9ba2-9cc62f92e772){kind=small}