Read e-book online Measuring operational and reputational risk : a PDF

By Aldo Soprano, Bert Crielaard, Fabio Piacenza, Daniele Ruspantini

ISBN-10: 0470517700

ISBN-13: 9780470517703

ISBN-10: 0470742119

ISBN-13: 9780470742112

ISBN-10: 1119208777

ISBN-13: 9781119208778

ISBN-10: 1282939599

ISBN-13: 9781282939592

How one can practice operational chance thought to real-life banking info. Modelling Operational and Reputational dangers exhibits practitioners the easiest versions to exploit in a given state of affairs, in line with the kind of danger a firm is dealing with. in response to large utilized learn on operational danger types utilizing genuine financial institution datasets, it deals quite a lot of a number of trying out versions and becoming innovations for financial Read more...

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how you can follow operational hazard idea to real-life banking information Modelling Operational and Reputational dangers exhibits practitioners the simplest versions to exploit in a given state of affairs, in line with the kind of Read more...

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We treat fraud perpetrated by external financial agents working on an exclusive contract with one bank as internal, even though, technically, this is external fraud. There are so many cases of external fraud that it is often considered the stereotype of operational risk: we found that cases of fraud are often boundary cases with credit risk. External fraud in Basel 2 is defined as losses originating from stolen or misappropriated property or action breaching the law perpetrated by a third party, without an internal accomplice.

We separate the branch network exposures, as these are exposed to typically high-frequency, low-severity damage, from the corporate headquarters. Major source of operational risk arises from business disruption and IT system failures, operational losses related to information technology, related or caused by software or hardware problems. For such events, severity is often difficult to quantify, as they are tied to internal resources such as help desks and maintenance teams, and costs are directly billed or attributed to the affected function/unit as part of an overall service P1: JYS c02 JWBK346-Soprano 16 February 11, 2009 22:33 Printer: Yet to come Measuring Operational and Reputational Risk level agreement rather than on a one-by-one basis.

A database must keep track of a company’s ownership changes and business restructuring – the operational risk manager ought to maintain and file standardized documentation describing changes that have occurred together with any adjustment, such as scaling applied, rationale for intervening; 2. the time series aggregating date, when data from two or more companies are merged into another database, must also be reported and the original series must be traceable; P1: JYS c02 JWBK346-Soprano 14 February 11, 2009 22:33 Printer: Yet to come Measuring Operational and Reputational Risk 3.

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Measuring operational and reputational risk : a practitioner's approach by Aldo Soprano, Bert Crielaard, Fabio Piacenza, Daniele Ruspantini


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