呵呵，算是给BASEL III 做铺垫的文献集吧：）
应该有一定的参考价值，明天我把它推荐给资产管理公司的朋友。

Operational Risk toward Basel III-Best Practices and Issues in Modeling, Management, and Regulation

GREG N. GREGORIOU
Copyright C
2009 by John Wiley & Sons, Inc. All rights reserved.
Published by John Wiley & Sons, Inc., Hoboken, New Jersey.
Published simultaneously in Canada.
ISBN 978-0-470-39014-6 (cloth)
PART ONE
Operational Risk Measurement: Qualitative Approaches
CHAPTER 1
Modeling Operational Risk Based on Multiple Experts’ Opinions 3
Jean-Philippe Peters and Georges Hu¨ bner
CHAPTER 2
Consistent Quantitative Operational Risk Measurement 23
Andreas A. Jobst
CHAPTER 3
Operational Risk Based on Complementary Loss Evaluations 69
Andrea Giacomelli and Loriana Pelizzon
CHAPTER 4
Can Operational Risk Models Deal with Unprecedented Large
Banking Losses? 85
Duc Pham-Hi
……
……
PART FOUR
Issues in Operational Risk Regulation and the Fund Industry
CHAPTER 17
Toward an Economic and Regulatory Benchmarking
Indicator for Banking Systems 361
John L. Simpson, John Evans, and Jennifer Westaway
CHAPTER 18
Operational Risk Disclosure in Financial Services Firms 381
Guy Ford, Maike Sundmacher, Nigel Finch, and Tyrone M. Carlin
CHAPTER 19
Operational Risks in Payment and Securities Settlement
Systems: A Challenge for Operators and Regulators 397
Daniela Russo and Pietro Stecconi
CHAPTER 20
Actual and Potential Use of Unregulated Financial Institutions
for Transnational Crime 413
Carolyn Vernita Currie
CHAPTER 21
Case Studies in Hedge Fund Operational Risks: From
Amaranth to Wood River 435
Keith H. Black
CHAPTER 22
A Risk of Ruin Approach for Evaluating Commodity
Trading Advisors 453
Greg N. Gregoriou and Fabrice Douglas Rouah
CHAPTER 23
Identifying and Mitigating Valuation Risk in Hedge Fund Investments 465
Meredith A. Jones
Index 479