【操作风险文献综述】第一期(part 5)：操作风险书籍总结和中国金融机构操作风险数据库

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第二大类，与操作风险直接相关的书籍

27	Cruz, Marcelo G.	Operational Risk Modelling and  Analysis:  Theory and Practice	Risk Books		2004	Contents only	SECTION 1 - DATABASE MODELLING,  REGULATORY  AND TECHNOLOGY ISSUES       Introduction, Marcelo Cruz, RiskMaths       1 Operational Risk - Management Based on the Current Loss Data  Situation,  Agatha Kalhoff; Marcus Haas, BII; University of  Frankfurt       2 Tackling the Insufficiency of Loss Data for the  Quantification of  Operational Risk, Marcus Haas; Thomas Kaiser,  University of Frankfurt;  KPMG       3 Contract Management and Operational Risk, Kristiina Vares,  Swedish School  of Economics and Business Administration       4 Basel II and Operational Risk - An Overview, Carolyn V.  Currie,  University of Technology, Sydney       5 Implementing Operational Risk Solutions, Deborah Williams,  Financial  Insights       SECTION 2 - RISK MODELLING AND MEASUREMENT       Introduction, Marcelo Cruz, RiskMaths       6 Integration of Qualitative and Quantitative Operational Risk  Data: A  Bayesian Approach, Paolo Giudici, University of Pavia       7 Stable Modelling of Operational Risk, Anna Chernobai,  Svetlozar Rachev,  University of California       l To incorporate more realistic loss frequency and severity  distributions,  they provide evidence in favor of using Stable  Paretian Distributions       8 Towards Operational Risk Management, Kaj Nyström, Jimmy  Skoglund,  Swedbank       9 A Copula-Extreme Value Theory Approach for Modelling  Operational Risk,  Annalisa Di Clemente; Claudio Romano, University  of Rome; Capitalia Bank  Holding       l Present a case study, substantiated by MC simulations,  incorporating  realistic dependence between processes       10 Cyclicality in the Catastrophic Risk of Financial  Institutions, Linda  Allen, Turan G. Bali, Yi Tang, Zicklin School  of Business       l To incorporate a GPD       11 Using Stratified Sampling Methods to Improve Percentile  Estimates in the  Context of Risk Measurement, Neil Hereford,  Geoffrey Shuetrim, KPMG       12 Adequate Capital and Stress Testing for Operational Risks,  Reimer Kühn;  Peter Neu, King’s College London; Dresdner Bank AG       SECTION 3 - CASE STUDIES OF IMPLEMENTATION OF OPERATIONAL RISK  PROJECTS IN  LARGE FINANCIAL INSTITUTIONS       Introduction, Marcelo Cruz, RiskMaths       13 The JPMorganChase Operational Risk Environment, JPMorgan  Chase       14 Overall Large Bank Operational Risk Framework, Duncan  Fairley, David  McCall, HBOS       15 Implementing an Integrated Operational Risk Framework, Sok  Hui Chng, Him  Chuan Lim, DBS Group
28	Shah, Samir	Measuring Operational Risks  using Fuzzy  Logic Modelling	Towers Perrin-Tillinghast		2003	0
29		Advances in Operational Risk:  Firm-wide  issues for Financial Institutions (2nd Edition)	Risk Books		2003	0
30	Chorafas, Dimitris N.	Operational Risk Control with  Basel II:  Basic Principles and Capital Requirements	Butterworth-Heinemann		2003	0
31	Alexander, Carol	Operational Risk: Regulation,  Analysis and  Management (Financial Times Series)	Financial Times Prentice Hall	London	2003	1	• Chapter 14: Managing  Operational Risks  with Bayesian Networks, Carol Alexander       o Nodes represent random variables and links represent  relationships  between the variables       o Causal factors: vol. of transactions processed, product  complexity,  system downtime, instruments, agreement, valuation and  booking (internal or  external)       o Terminal nodes or key risk indicators (number of failed  trades, staff  turnover rates, the frequency and severity of  errors)       o Can be augmented with decision and utility nodes, and to  perform a cost  benefit analysis of risk controls       • The Operational Framework, M. Haubenstock
32	Shah, Samir	Measuring and Managing  Operational Risks	Towers Perrin-Tillinghast		2002	0
33	van den Brink, G. J.	Operational Risk: The New  Challenge for  Banks	Palgrave	London	2002	0
34	Hoffman, Douglas G.	Managing Operational Risk	John Wiley & Sons, Inc.	New York	2002	0	Neural networks: a brief  application to OP  Risk can be found in pp. 299-300, although this involves  a  nonfinancial institution       Fuzzy logic: a brief case study on how this has been used in a  bank in its  OR management, see pp. 326-330
35	Cruz, Marcelo G.	Modelling, Measuring and Hedging  Operational  Risk	John Wiley & Sons, Inc.	New York	2002	1
36	Marshall, Christopher L.	Measuring and Managing  Operational Risks in  Financial Institutions: Tools, Techniques, and other  Resources  (Wiley Frontiers in Finance)	John Wiley & Sons, Inc.	New York	2001	0
37	King, Jack L.	Operational Risk: Measurement  and Modelling  (The Wiley Finance Series)	John Wiley & Sons, Inc.	New York	2001	0
38	Miccolis, J. A., and S. Shah	Getting a Handle on Operational  Risks	Emphasis, Towers Perrin-  Tillinghast		2000	0
39	N/A	Operational Risk and Financial  Institutions	Risk Books		1998	0	STARTING POINTS AND INDUSTRY  TRENDS       1 Operational Risk and Financial Institutions: Getting Started,  Stephen  Kingsley, André Rolland, Andrew Tinney and Paul Holmes of  Arthur  Andersen       2 New Trends in Operational Risk Measurement and Management,  Douglas G.  Hoffman of Bankers Trust       IMPLEMENTING NEW APPROACHES TO OPERATIONAL RISK       3 Key Steps in Building Consistent Operational Risk Measurement  and  Management, Michel Crouhy and Robert Mark of the Canadian  Imperial Bank of  Commerce and Dan Galai of the Bebrew University,  Jerusalem       4 Defining and Aggregating Operations Risk Information:  Applications in  Risk Mitigation and Capital Allocation, Jonathan  M. Davies, Matthew Fairless,  Sonia Libaert, Jason Love, David  O’Brien, Peter C. Slater and Tim  Shepheard-Wallwyn of Warburg Dillon  Read       5 Measuring and Managing Operational Risk within an Integrated  Risk  Framework: Putting Theory into Practice, James Lam of  Enterprise Risk  Solutions and Greg Cameron of Fidelity Investments       6 Minimising Operational Risk in Financial Conglomerates,  Thomas C. Donahoe  of Metropolitan Life       7 Operational Risk in Retail Banking: Promoting and Embedding  Risk  Awareness Across Diverse Banking Groups, Chris Rachlin of The  Royal Bank of  Scotland plc       DEVELOPMENTS IN ANALYSING AND QUANTIFYING OPERATIONAL RISK       8 Analysis of Mishandling Losses and Processing Errors, Mark  Laycock of  Deutsche Bank AG       9 Securities Fraud and Irregularities: Case Studies and Issues  for Senior  Management, Norvald Instefjord and William Perraudin of  Birkbeck College and  Patricia Jackson of the Bank of England       10 Psychological Theory and Financial Institutions: Individual  and  Organisational Influences on Decision Making and Behaviour,  Emma Soane, Mark  Fenton-O’Creevy, Nigel Nicholson and Paul Willman  of the Centre for  Organisational Research, London Business School       11 Measuring the Risk of Using the Wrong Model: A New Approach,  Yiannos A.  Pierides of the University of Cyprus and Stavros A.  Zenios of the University  of Cyprus and the University of Pennsylvania       12 On the Quantification of Operational Risk: A Short Polemic,  Michael K.  Ong from ABN AMRO

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