【操作风险文献综述】第一期(part 3)：操作风险书籍总结和中国金融机构操作风险数据库-经管之家官网！

#

Author(s)/Editor(s)

Title

Publisher

Location

Time

PDF

Content

1

Cruz, Marcelo G., Gareth W.Peters, andPavel V. Shevchenko

Fundamental Aspects ofOperational Risk andInsurance Analytics and Advances in Heavy Tailed RiskModelling:Handbooks of Operational Risk

John Wiley & Sons, Inc.

New York

2014

0

Comprehensive guide to allaspects ofoperational risk

2

Peters, Gareth W. and Pavel V.Shevchenko

Advances in Heavy Tailed RiskModeling: AHandbook of Operational Risk

John Wiley & Sons, Inc.

New York

2014

0

advanced guide to allspecialized heavy tailmodelling aspects of operational risk

3

Hong Kong Institute of Bankers

Operational Risk Management

John Wiley & Sons, Inc.

New York

2013

0

4

Chartis Research

Operational Risk ManagementSystems forFinancial Services

Risk Books

2013

0

Executive summary
Demand-side analysis
• Increased demand for ORM
• Regulation
• Convergence of ORM with other functions
o Overlap between ORM and Credit Risk Management
o Convergence of financial crime systems and ORM
o Convergence of operational risk management andregulatorycompliance
• Model Risk
• Focusing on business benefits instead of compliance
Technology requirements
• Data management
o External loss data
o Document management
• Real-time assessment and monitoring
• KRIs
• Risk and Control Self Assessment
• Risk intelligence and visualization
• Workflow and action management
• Process mapping/modelling
• ERM
• Integrated ORM and Financial Crime Risk Management systems
• Collaboration and feedback
Vendor Landscape & RiskTech Quadrant™ for Operational RiskManagementSystems
• Vendor Landscape
• Selected vendor profiles
Appendix A: RiskTech Quadrant™ Methodology
Appendix B – Operational Risk Management Systems VendorEvaluationForm
Further Reading

5

Davis, Ellen

Operational Risk: New FrontiersExplored

Risk Books

2012

0

1 Introduction, Ellen Davis(ThomsonReuters)
2 Capital estimation and planning, JD Opdyke (DataMineit LLC)and AlexanderCavallo (Northern Trust)
3 The new frontiers in advanced measurement approach modelling,EvanSekeris (Federal Reserve Bank of Richmond)
4 Op risk at insurance companies, Andy Jobst (BermudaMonetaryAuthority)
5 The future of operational risk as a discipline, Andrew Sheen(UKFinancial Services Authority)
6 The value at risk of data pools: the experience of Germansavings banks,Johannes Voit (German Savings Bank Association)
7 Insurance mitigation in operational risk: voyage to relief,Bahram Mirzai(EVMTech)
8 A unified approach to dependency calibration in operationalrisk models,Mikhail Makarov (EVMTech)
9 External data: more love at second sight, Carsten Steinhoffand MarcelMonien (Norddeutsche Landesbank)
10 Banks, regulation and rule-bending, Roger Miles (King’sCollegeLondon)
11 Evaluation of risk management practices for quantitativemodels, DevonE. Brooks (Northern Trust)
12 How much credit risk is there really in a loan? Nasreen alQaseer(Kuwait International Bank) and Hansruedi Schütter(RiskBusinessInternational Ltd)

6

Shevchenko, Pavel V.

Modelling Operational Risk UsingBayesianInference

Springer-Verlag

New York

2011

1

7

Kenett, Ron and Yossi Raanan

Operational Risk Management: aPracticalApproach to Intelligent Data Analysis

John Wiley & Sons, Inc.

New York

2011

0

8

Bocker, K

Rethinking Risk Measurement andReporting:Uncertainty, Bayesian Analysis and Expert Judgement

Risk Books

2010

0

9

Blunden, Tony and John Thirlwell

Mastering Operational Risk: APractical Guideto Understanding Operational Risk and How to Manage It

FT Press

2010

0

10

Bolance, C., M. Guillen, J. P.Nielsen, andJ Gustafsson

Quantitative Operational RiskModels

Chapman and Hall/CRC financeseries

New York

2010

0

11

King, Mervyn J.

Back Office and OperationalRisk: Symptoms,Sources and Cures (3rd Edition)

Harriman House

2010

0

12

Scandizzo, Sergio

The Operational Risk Manager’sGuide (2ndEdition)

2010

0

INTRODUCTION TO THE SECONDEDITION: THEMANAGEMENT OF RISK MANAGEMENT (The limits of risk governance;Thedifference between Prozac and Credit Default Swaps; The role ofriskmanagement; The failures of risk management)
PROLOGUE: THE JOB INTERVIEW
PART I. THE JOB DESCRIPTION
1 A DAY IN THE LIFE (Key Risk Indicators; Meeting with InternalAudit;Briefing the CRO; Video conference; Message from thesupervisors; Study onthird-party liability; Presentation; Newproduct approval)
2 THE OPERATIONAL RISK FUNCTION (Do I have to manage anything?A place inthe sun; Are you “adding value”? Why manage operationalrisk? Nobody expectsthe Spanish Inquisition
PART II. TOOLS OF THE TRADE: LIFE UNDER BASEL II
3 RISK MANAGEMENT FOR BEGINNERS: THE OPERATIONAL RISK POLICY(Definitions;Risk appetite; Roles and responsibilities; Theoperational risk managementframework
4 RISK IDENTIFICATION (Objectives of risk identification (Amethodology forrisk identification and mapping; Case studies;Conclusions)
5 RISK ASSESSMENT (Measurement and capital allocation; TheBasel IIapproaches to operational risk measurement; The advancedmeasurementapproaches
6 A MANUAL FOR SCENARIO ANALYSIS (The logic of Elfland (A storyabout whathappened in the future; Scenario assessment; Tensuggestions for scenariobuilding; Structure of a scenariodatabase; Some examples)
7 AMA: AN ADVANCED APPROACH TO RISK MEASUREMENT (Introduction;The lessonsof Lehman Brothers; The mystery of risk measurement;AMA in action; Apractical example)
8 RISK MONITORING AND REPORTING (Reporting operational eventsand losses(Reporting results of self-assessment; Reporting KeyRisk Indicators: theOperational Risk Scorecard; Reporting for topmanagement)
9 THE NEW PRODUCT APPROVAL PROCESS (Principles; Managing theproduct;Managing risks; Managing innovation and complexity;Sample New ProductApproval Policy and Procedure; Troubleshooting:KRIs for the New ProductApproval Process; Case study)
PART III. SPECIAL TOPICS IN CALAMITY PHYSICS
10 THE MANAGEMENT OF EXTREME RISKS (The meaning of strategy;Riskdefinitions; High-severity events; Scenario analysis forextremeevents)
11 FINANCIAL AND OTHER DISASTERS (Three case studies; Thinkingtheunthinkable)
EPILOGUE. OPERATIONAL RISK MANAGEMENT IN THE YEAR 2020

13

Gregoriou, Greg N.,

Operational Risk Toward BaselIII: BestPractices and Issues in Modelling, Management, and Regulation

John Wiley & Sons, Inc.

New York

2009

Contents only

Part one: Operational RiskMeasurement:Quanlitive Approaches
Part two: Operational Risk Measurement: Quantitative Approaches
Part three: Operational Risk Management and Mitigation
Part four: Issues in Operational Risk Regulation and the FundIndustry

14

Abkowitz, Mark D.

Operational Risk Management: ACase Study Approachto Effective Planning and Response

John Wiley & Sons, Inc.

New York

2008

0

介绍了操作风险的众多案例，采取案例研究的手段

15

Hoffman, Douglas D.

Managing Operational Risk: 20Firmwide BestPractice Strategies

John Wiley & Sons, Inc.

New York

2007

0