Measuring Operational and Reputational Risk: A Practitioner's Approach

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9780470517703: Measuring Operational and Reputational Risk: A Practitioner's Approach

How to apply operational risk theory to real-life banking data
Modelling Operational and Reputational Risks shows practitioners the best models to use in a given situation, according to the type of risk an organization is facing. Based on extensive applied research on operational risk models using real bank datasets, it offers a wide range of various testing models and fitting techniques for financial practitioners. With this book, professionals will have a foundation for measuring and predicting these important intangibles.
Aldo Soprano (Madrid, Spain) is Group Head of operational risk management at UniCredit Group.

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From the Back Cover:

Measuring Operational and Reputational Risk: A Practitioner’s Guide maps out the process of risk assessment and mitigation undertaken by risk managers at UniCredit Group in response to the requirements of the Basel II Accord. One of the greatest challenges faced by the Group was the generic definition of ‘operational risk’ and the need for flexibility on a business-level to integrate the new requirements with the existing control processes. The risk managers at UniCredit had first to set up a dedicated function to co-ordinate and monitor operational risks, where previously these risks were managed by a multitude of processes through a variety of functions.

The book presents a set of risk assessment methods which will be of use to risk managers and quantitative risk analysts for a variety of risk management purposes in unique scenarios. The reader is taken through the processes of risk assessment in view of the Basel Accord requirements, from the identification and evaluation of the calculation dataset, to scenario analysis and analysing insurance for operational risk. The calculation dataset is used for a robust operational loss modelling of capital at risk, for insurance contracts and their effects on individual loss events. The authors present techniques for parametric estimation and analytical methods to select appropriate statistical distributions for severity and frequency of loss classes to obtain VaR for individual business environments. There are also copula-based methods of calculation of overall capital. Finally, the authors present an analysis of insurance policies and models for calculating reputational risk, inextricably linked to operational risk, and a type of exposure which is increasingly important in view of recent large loss events at major banks gaining a great deal of media exposure.

This title presents useful ways of approaching operational risk management to meet the requirements of the Basel II Accord, while the authors’ flexible approach (combining LDA and SBA methods) makes its risk analysis meaningful to different types and sizes of financial institution. The title will be valuable to quantitative analysts, quantitative developers and risk managers trying to digest and integrate the new Basel requirements.

From the Inside Flap:

“Measuring Operational and Reputational Risk: A Practitioner Approach will be a milestone contribution to the industry’s debates on operational and reputational risk. It is important and timely, providing a detailed, pragmatic and highly useful discussion  —David Schraa, Director, Regulatory Affairs Dept, Institute of International Finance

“The book is comprehensive and as such is an excellent overview of the journey of putting into practice an operational risk program from scratch to full implementation. The descriptions of the challenges and their resolutions are informative for both those just starting and are seeing guidance as well as experts looking to learn how a leading bank solved a particular issue.”  —Tony Peccia, Operational Risk Policy and Implementation, Citigroup

“The most interesting topics in the operational risk field are tackled rigorously but at the same time with a genuine practitioner’s passion.  In this book, I found the same spirit that gave life to DIPO, our loss data consortium: sharing ideas and experiences is the only way to improve.”  —Claudia Pasquini, Secretary General, DIPO, Italian Operational Risk Data Consortium

“The chapter The Development of ORM in UniCredit Group is a practical guide that discusses Operational Risk methodology including comprehensive detail on statistical methods for calculating operational risk capital. A 'real world' example of how to approach the implementation of an Operational Risk practice for financial institutions." - Laura Polak, Director, Product Management, Algorithmics, Incorporated

"I believe that this work by Aldo Soprano, Bert Crielaard, Fabio Piacenza and Daniele Ruspantini represents a compulsory tool for risk managers, regulators and academics doing research in the area of operational and reputational risk." - Andrea Sironi, Professor of Finance, Universita Bocconi

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Aldo Soprano, Bert Crielaard, Fabio Piacenza
Editore: John Wiley and Sons Ltd, United Kingdom (2009)
ISBN 10: 0470517700 ISBN 13: 9780470517703
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Descrizione libro John Wiley and Sons Ltd, United Kingdom, 2009. Hardback. Condizione libro: New. 1. Auflage. Language: English . Brand New Book. How to apply operational risk theory to real-life banking data Modelling Operational and Reputational Risks shows practitioners the best models to use in a given situation, according to the type of risk an organization is facing. Based on extensive applied research on operational risk models using real bank datasets, it offers a wide range of various testing models and fitting techniques for financial practitioners. With this book, professionals will have a foundation for measuring and predicting these important intangibles. Aldo Soprano (Madrid, Spain) is Group Head of operational risk management at UniCredit Group. Codice libro della libreria AAH9780470517703

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Aldo Soprano, Bert Crielaard, Fabio Piacenza, Daniele Ruspantini
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Descrizione libro John Wiley and Sons Ltd. Hardback. Condizione libro: new. BRAND NEW, Measuring Operational and Reputational Risk: A Practitioners Approach, Aldo Soprano, Bert Crielaard, Fabio Piacenza, Daniele Ruspantini, How to apply operational risk theory to real-life banking data Modelling Operational and Reputational Risks shows practitioners the best models to use in a given situation, according to the type of risk an organization is facing. Based on extensive applied research on operational risk models using real bank datasets, it offers a wide range of various testing models and fitting techniques for financial practitioners. With this book, professionals will have a foundation for measuring and predicting these important intangibles. Aldo Soprano (Madrid, Spain) is Group Head of operational risk management at UniCredit Group. Codice libro della libreria B9780470517703

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ISBN 10: 0470517700 ISBN 13: 9780470517703
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Descrizione libro John Wiley and#38; Sons, 2009. HRD. Condizione libro: New. New Book. Shipped from UK in 4 to 14 days. Established seller since 2000. Codice libro della libreria FW-9780470517703

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Aldo Soprano, Bert Crielaard, Fabio Piacenza
Editore: John Wiley and Sons Ltd, United Kingdom (2009)
ISBN 10: 0470517700 ISBN 13: 9780470517703
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Descrizione libro John Wiley and Sons Ltd, United Kingdom, 2009. Hardback. Condizione libro: New. 1. Auflage. Language: English . Brand New Book. How to apply operational risk theory to real-life banking data Modelling Operational and Reputational Risks shows practitioners the best models to use in a given situation, according to the type of risk an organization is facing. Based on extensive applied research on operational risk models using real bank datasets, it offers a wide range of various testing models and fitting techniques for financial practitioners. With this book, professionals will have a foundation for measuring and predicting these important intangibles. Aldo Soprano (Madrid, Spain) is Group Head of operational risk management at UniCredit Group. Codice libro della libreria AAH9780470517703

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ALDO SOPRANO
ISBN 10: 0470517700 ISBN 13: 9780470517703
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Descrizione libro 2009. Hardback. Condizione libro: NEW. 9780470517703 This listing is a new book, a title currently in-print which we order directly and immediately from the publisher. Codice libro della libreria HTANDREE0771557

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Soprano, Aldo/ Crielaard, Bert/ Piacenza, Fabio/ Ruspantini, Daniele
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ISBN 10: 0470517700 ISBN 13: 9780470517703
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Descrizione libro John Wiley & Sons Inc, 2009. Hardcover. Condizione libro: Brand New. 1st edition. 207 pages. 9.25x6.25x1.00 inches. In Stock. Codice libro della libreria __0470517700

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Soprano, Aldo, Crielaard, Bert, Piacenza
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Descrizione libro Wiley, 2009. Hardcover. Condizione libro: New. Never used!. Codice libro della libreria P110470517700

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Aldo Soprano (UniCredit Group); Bert Crielaard; Fabio Piacenza; Daniele Ruspantini
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Descrizione libro John Wiley and Sons. Condizione libro: New. Brand New. Codice libro della libreria 0470517700

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Descrizione libro Condizione libro: New. Depending on your location, this item may ship from the US or UK. Codice libro della libreria 97804705177030000000

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