Operational Risk Management.
Hong Kong Institute of Bankers. (HKIB)
Bok Engelsk 2013 · Electronic books.
| Omfang | 1 online resource (232 pages)
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| Utgave | 1st ed.
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| Opplysninger | Intro -- Operational Risk Management -- Copyright -- Contents -- Preface -- Part 1: Operational Risk in the Banking Industry -- 1: Overview and Definition -- Learning Objectives -- Introduction -- What is Operational Risk? -- Operational Risk in Financial Institutions -- Causal Factors -- Categories -- Important Operational Risk Events -- Linked Events -- Legal Events -- Tax Events -- Distinguished From Other Risks -- Determining Risk Positions -- Distinguished From Operations Risk -- Back Office Operations -- Enterprise-wide Operational Issues -- Boundaries of Operational Risk -- Drivers of Operational Risk Management -- Integrating Related Disciplines -- Financial Risk Management -- Audit and Internal Controls -- Reliability Engineering -- Summary -- Key Terms -- Study Guide -- Further Reading -- 2: Operational Risk Management Frameworks -- Learning Objectives -- Introduction -- Operational Risk Management Frameworks -- Operational Risk Management Process -- ORM Frameworks and Goals -- Summary -- Key Terms -- Study Guide -- Further Reading -- 3: Case Studies -- Learning Objectives -- Introduction -- Categories of Operational Risk -- Process: Safety Deposit Boxes at DBS -- People: Société Générale Taken to the Brink -- System: The Tokyo Market Crash -- External: World Trade Center Blast -- Lessons in ORM -- Summary -- Key Terms -- Study Guide -- Further Reading -- Part 2: Operational Risk Planning -- 4: Methods and Tools -- Learning Objectives -- Introduction -- The ORM Process -- Identifying Risk -- Risk Factors -- Loss Events -- Risk and Control Self-Assessment (RCSA) -- Key Risk Indicators (KRI) -- ILD Building -- Managing Operational Risk -- Risk Management Environment -- Summary -- Key Terms -- Study Guide -- Further Reading -- 5: Risk Identification -- Learning Objectives -- Introduction -- Assessing Risk.. - Basic Indicator Approach -- Standardised Approach -- Advanced Measurement Approach -- Basel III Risk Exposures -- Counterparty Risk -- External Agencies -- Summary -- Key Terms -- Study Guide -- Further Reading -- 11: Risk Governance -- Learning Objectives -- Introduction -- Risk Governance Structure -- Basel Principles -- Elements of a Sound Risk Management System -- Corporate Governance -- Other Considerations -- Specialised Committee -- Internal Control, Compliance, and Audit -- RCSA, KRIs, and Risk Events -- Summary -- Key Terms -- Study Guide -- Further Reading -- Index.. - Risk and Control Self-Assessment -- Categorising Risk -- Category Types -- Business Line Mapping -- Summary -- Key Terms -- Study Guide -- Further Reading -- 6: Risk Measurement and Assessment -- Learning Objectives -- Introduction -- Impact and Probability -- Historical Analysis -- Subjective Risk Assessment -- Implied From Causal or Statistical Models -- Value-at-Risk -- Loss and Capital Charge -- Loss Distribution Approach -- Quantification Challenges -- Summary -- Key Terms -- Study Guide -- Further Reading -- Part 3: Operational Risk Management -- 7: Risk Control and Mitigation -- Learning Objectives -- Introduction -- Incident Management -- Loss Prediction -- Loss Prevention -- Loss Control -- Loss Reduction -- Assumptions, Avoidance and Transference -- Risk Avoidance -- Risk Assumptions -- Risk Transference -- Insurance -- Alternatives to Insurance -- Internal Controls -- Contingency Planning -- Summary -- Key Terms -- Study Guide -- Further Reading -- 8: Risk Reporting -- Learning Objectives -- Introduction -- Risk Profile -- Reporting -- Key Risk Indicators -- Operational Checklist -- Incidents and Data Reporting -- Escalation -- Summary -- Key Terms -- Study Guide -- Further Reading -- 9: Related Techniques -- Learning Objectives -- Introduction -- Scenario Analysis -- Stress Testing -- Limitations -- Extreme Events -- Operational Risk Models -- Top-Down Risk Models -- Bottom-up Risk Models -- Selecting a Risk Model -- Causal vs Statistical Models -- Summary -- Key Terms -- Study Guide -- Further Reading -- Part 4: Regulatory Approaches to Operational Risk -- 10: Regulatory Requirements -- Learning Objectives -- Introduction -- Basel II -- Pillars I, II, and III -- Basel III -- Evolving Framework -- Basel III and the HKMA -- HKMA Risk-Based Supervisory Approach -- Operational Risk Capital Charge -- Approaches to Assessment.. - A practical guide to identifying, analyzing and tackling operational risk in banks and financial institutions Created for banking and finance professionals with a desire to expand their management skill set, this book focuses on operational risk and operational risk events, as distinct from other types of functional risks. It was written by the experts at the world-renowned Hong Kong Institute of Bankers, an organization dedicated to providing the international banking community with education and training. Schools you in techniques for analyzing the operational risk exposure of banking institutions and assessing how operational risk impacts on other types of risk Provides expert guidance on how to design, plan and implement systems for operational risk management and quality control Describes a comprehensive approach to operational risk management that includes data collection, modeling and an overall risk management structure Shows you how to develop operational risk management solutions to help your company minimize losses without negatively impacting its ability to generate gains Offers expert guidance on various regulatory frameworks and how the latest Basel II and Basel III requirements impact a bank's operational risk management strategy and framework.
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| Emner | |
| Sjanger | |
| Dewey | |
| ISBN | 9780470827673
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| ISBN(galt) |
