Operational Risk Modeling in Financial Services (Hardcover)
Idioma: inglés
Editorial: John Wiley & Sons Inc, New York, 2019
- Tapa dura
- Nuevo
Librería: AussieBookSeller, Truganina, VIC, AustraliaAussieBookSeller
Vendedor de IberLibro desde 22 de junio de 2007
Condición: Nuevo
EUR 114,12
Cantidad disponible: 1 disponible
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Hardcover. Transform your approach to oprisk modelling with a proven, non-statistical methodology Operational Risk Modeling in Financial Services provides risk professionals with a forward-looking approach to risk modelling, based on structured management judgement over obsolete statistical methods. Proven over a decades use in significant banks and financial services firms in Europe and the US, the Exposure, Occurrence, Impact (XOI) method of operational risk modelling played an instrumental role in reshaping their oprisk modelling approaches; in this book, the expert team that developed this methodology offers practical, in-depth guidance on XOI use and applications for a variety of major risks. The Basel Committee has dismissed statistical approaches to risk modelling, leaving regulators and practitioners searching for the next generation of oprisk quantification. The XOI method is ideally suited to fulfil this need, as a calculated, coordinated, consistent approach designed to bridge the gap between risk quantification and risk management. This book details the XOI framework and provides essential guidance for practitioners looking to change the oprisk modelling paradigm. Survey the range of current practices in operational risk analysis and modellingTrack recent regulatory trends including capital modelling, stress testing and moreUnderstand the XOI oprisk modelling method, and transition away from statistical approaches Apply XOI to major operational risks, such as disasters, fraud, conduct, legal and cyber risk The financial services industry is in dire need of a new standard a proven, transformational approach to operational risk that eliminates or mitigates the common issues with traditional approaches. Operational Risk Modeling in Financial Services provides practical, real-world guidance toward a more reliable methodology, shifting the conversation toward the future with a new kind of oprisk modelling. Transform your approach to oprisk modelling with a proven, non-statistical methodology Operational Risk Modeling in Financial Services provides risk professionals with a forward-looking approach to risk modelling, based on structured management judgement over obsolete statistical methods. Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability.…
N° de ref. del artículo 9781119508502
- Título
- Operational Risk Modeling in Financial Services (Hardcover)
- Autor
- Patrick Naim
- Editorial
- John Wiley & Sons Inc, New York
- Año de publicación
- 2019
- Estado
- new
- Encuadernación
- Hardcover
- Idioma
- inglés
- ISBN 10
- 1119508509
- ISBN 13
- 9781119508502
Transform your approach to oprisk modelling with a proven, non-statistical methodology
Operational Risk Modeling in Financial Services provides risk professionals with a forward-looking approach to risk modelling, based on structured management judgement over obsolete statistical methods. Proven over a decade’s use in significant banks and financial services firms in Europe and the US, the Exposure, Occurrence, Impact (XOI) method of operational risk modelling played an instrumental role in reshaping their oprisk modelling approaches; in this book, the expert team that developed this methodology offers practical, in-depth guidance on XOI use and applications for a variety of major risks.
The Basel Committee has dismissed statistical approaches to risk modelling, leaving regulators and practitioners searching for the next generation of oprisk quantification. The XOI method is ideally suited to fulfil this need, as a calculated, coordinated, consistent approach designed to bridge the gap between risk quantification and risk management. This book details the XOI framework and provides essential guidance for practitioners looking to change the oprisk modelling paradigm.
- Survey the range of current practices in operational risk analysis and modelling
- Track recent regulatory trends including capital modelling, stress testing and more
- Understand the XOI oprisk modelling method, and transition away from statistical approaches
- Apply XOI to major operational risks, such as disasters, fraud, conduct, legal and cyber risk
The financial services industry is in dire need of a new standard ― a proven, transformational approach to operational risk that eliminates or mitigates the common issues with traditional approaches. Operational Risk Modeling in Financial Services provides practical, real-world guidance toward a more reliable methodology, shifting the conversation toward the future with a new kind of oprisk modelling.
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Acerca del autor
PATRICK NAIM is the CEO of Elseware and widely recognized as an expert for operational risk modeling and quantification. Patrick has extensive experience in advising banks, insurance and energy companies for over 20 years in Continental Europe, the United Kingdom, and North America. He is also the author of Risk Quantification: Management, Diagnosis and Hedging and Bayesian Networks: a Practical Guide to Applications, both from Wiley.
LAURENT CONDAMIN, PHD, is Managing Partner and Researcher at Elseware. For the past 10 years, he has been advising the largest financial institutions. His areas of expertise are operational risk modeling, stress testing, credit rating modeling, project risk analysis, insurance coverage optimization and cost-benefit analysis.
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