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John Wiley & Sons Operational Risk Cover Operational Risk is both a sourcebook of operational risk techniques and a user manual on how to app.. Product #: 978-0-471-85209-4 Regular price: $132.71 $132.71 Auf Lager

Operational Risk

Measurement and Modelling

King, Jack L.

Wiley Finance Series

Cover

1. Auflage März 2001
XIV, 262 Seiten, Hardcover
Wiley & Sons Ltd

Kurzbeschreibung

Operational Risk is both a sourcebook of operational risk techniques and a user manual on how to apply them. Featuring numerous examples and case studies, the book compares each technique with relevant examples in investment banking, covering a variety of situations, including fraud, fire, and natural disaster.

ISBN: 978-0-471-85209-4
John Wiley & Sons

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"Operational Risk" erläutert verschiedene Theorien und Modelle zum Betriebsrisiko anhand von Fallstudien aus der Praxis. Es ist sowohl eine Quellensammlung verschiedener Verfahren zur Messung und Modellierung des Betriebsrisikos als auch ein Leitfaden für deren Anwendung in der Praxis. Autor Jack King vergleicht jedes der hier vorgestellten Verfahren mit relevanten Beispielen aus dem Investment Banking, die eine Vielzahl von Situationen abdecken, wie z.B. Betrug, Feuer und Naturkatastrophen.
Verständlich geschrieben. Mit einer Vielzahl von Beispielen und Fallstudien aus der Praxis.

Preface.

Acknowledgements.

INTRODUCTION TO OPERATIONAL RISK.

Introduction to Operational Risk.

Historical Losses.

Regulation.

MEASURING OPERATIONAL RISK.

A Measurement Framework for Operational Risk.

The Delta Methodology.

The EVT Methodology.

MODELLING OPERATIONAL RISK.

Delta-EVT(TM) Models for Operational Risk.

Causal Modelling.

Causal Models for Operational Risk.

MATHEMATICAL FOUNDATIONS.

Error Propagation.

Extreme Value Theory.

Bayesian Methods.

APPENDICES.

Glossary.

Bibliography.

Index.
DR. JACK L. KING is the managing director of Genoa (UK) Limited, a consulting and software company specialising in risk. He brings to the firm almost 30 years' experience in technology and its application to risk.
From August 1998 to November 2000 Dr King worked as Director, Operational Risk for Algorithmics, Incorporated. Before joining Algorithmics, Dr King was a Director in the New York Financial Consulting Practice of Price Waterhouse, with a concentration in market and credit risk. From 1992 - 1996, Dr King was a scientist with the United Nations' International Atomic Energy Agency in Vienna, Austria where he developed enhanced systems for the measurement and control of global nuclear risk.
Dr King's education includes a Ph.D. in Computer Science, MBA, MA Finance, BS Computer Science, and BS Electrical Engineering. He is a member of IEEE and ACM and is a frequent contributor to risk-related magazines and newsletters.