【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

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第二大类，与操作风险直接相关的书籍

#	Author(s)/Editor(s)	Title	Publisher	Location	Time	PDF	Content
1	Cruz, Marcelo G., Gareth W.  Peters, and  Pavel V. Shevchenko	Fundamental Aspects of  Operational Risk and  Insurance Analytics and Advances in Heavy Tailed Risk  Modelling:  Handbooks of Operational Risk	John Wiley & Sons, Inc.	New York	2014	0	Comprehensive guide to all  aspects of  operational risk
2	Peters, Gareth W. and Pavel V.  Shevchenko	Advances in Heavy Tailed Risk  Modeling: A  Handbook of Operational Risk	John Wiley & Sons, Inc.	New York	2014	0	advanced guide to all  specialized heavy tail  modelling 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 Management  Systems for  Financial 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 and  regulatory  compliance       • 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 Risk  Management  Systems       • Vendor Landscape       • Selected vendor profiles       Appendix A: RiskTech Quadrant™ Methodology       Appendix B – Operational Risk Management Systems Vendor  Evaluation  Form       Further Reading
5	Davis, Ellen	Operational Risk: New Frontiers  Explored	Risk Books		2012	0	1 Introduction, Ellen Davis  (Thomson  Reuters)       2 Capital estimation and planning, JD Opdyke (DataMineit LLC)  and Alexander  Cavallo (Northern Trust)       3 The new frontiers in advanced measurement approach modelling,  Evan  Sekeris (Federal Reserve Bank of Richmond)       4 Op risk at insurance companies, Andy Jobst (Bermuda  Monetary  Authority)       5 The future of operational risk as a discipline, Andrew Sheen  (UK  Financial Services Authority)       6 The value at risk of data pools: the experience of German  savings 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 operational  risk models,  Mikhail Makarov (EVMTech)       9 External data: more love at second sight, Carsten Steinhoff  and Marcel  Monien (Norddeutsche Landesbank)       10 Banks, regulation and rule-bending, Roger Miles (King’s  College  London)       11 Evaluation of risk management practices for quantitative  models, Devon  E. Brooks (Northern Trust)       12 How much credit risk is there really in a loan? Nasreen al  Qaseer  (Kuwait International Bank) and Hansruedi Schütter  (RiskBusiness  International Ltd)
6	Shevchenko, Pavel V.	Modelling Operational Risk Using  Bayesian  Inference	Springer-Verlag	New York	2011	1
7	Kenett, Ron and Yossi Raanan	Operational Risk Management: a  Practical  Approach to Intelligent Data Analysis	John Wiley & Sons, Inc.	New York	2011	0
8	Bocker, K	Rethinking Risk Measurement and  Reporting:  Uncertainty, Bayesian Analysis and Expert Judgement	Risk Books		2010	0
9	Blunden, Tony and John Thirlwell	Mastering Operational Risk: A  Practical Guide  to Understanding Operational Risk and How to Manage It	FT Press		2010	0
10	Bolance, C., M. Guillen, J. P.  Nielsen, and  J Gustafsson	Quantitative Operational Risk  Models	Chapman and Hall/CRC finance  series	New York	2010	0
11	King, Mervyn J.	Back Office and Operational  Risk: Symptoms,  Sources and Cures (3rd Edition)	Harriman House		2010	0
12	Scandizzo, Sergio	The Operational Risk Manager’s  Guide (2nd  Edition)			2010	0	INTRODUCTION TO THE SECOND  EDITION: THE  MANAGEMENT OF RISK MANAGEMENT (The limits of risk governance;  The  difference between Prozac and Credit Default Swaps; The role of  risk  management; 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 Internal  Audit;  Briefing the CRO; Video conference; Message from the  supervisors; Study on  third-party liability; Presentation; New  product approval)       2 THE OPERATIONAL RISK FUNCTION (Do I have to manage anything?  A place in  the sun; Are you “adding value”? Why manage operational  risk? Nobody expects  the 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; The  operational risk management  framework       4 RISK IDENTIFICATION (Objectives of risk identification (A  methodology for  risk identification and mapping; Case studies;  Conclusions)       5 RISK ASSESSMENT (Measurement and capital allocation; The  Basel II  approaches to operational risk measurement; The advanced  measurement  approaches       6 A MANUAL FOR SCENARIO ANALYSIS (The logic of Elfland (A story  about what  happened in the future; Scenario assessment; Ten  suggestions for scenario  building; Structure of a scenario  database; Some examples)       7 AMA: AN ADVANCED APPROACH TO RISK MEASUREMENT (Introduction;  The lessons  of Lehman Brothers; The mystery of risk measurement;  AMA in action; A  practical example)       8 RISK MONITORING AND REPORTING (Reporting operational events  and losses  (Reporting results of self-assessment; Reporting Key  Risk Indicators: the  Operational Risk Scorecard; Reporting for top  management)       9 THE NEW PRODUCT APPROVAL PROCESS (Principles; Managing the  product;  Managing risks; Managing innovation and complexity;  Sample New Product  Approval Policy and Procedure; Troubleshooting:  KRIs for the New Product  Approval Process; Case study)       PART III. SPECIAL TOPICS IN CALAMITY PHYSICS       10 THE MANAGEMENT OF EXTREME RISKS (The meaning of strategy;  Risk  definitions; High-severity events; Scenario analysis for  extreme  events)       11 FINANCIAL AND OTHER DISASTERS (Three case studies; Thinking  the  unthinkable)       EPILOGUE. OPERATIONAL RISK MANAGEMENT IN THE YEAR 2020
13	Gregoriou, Greg N.,	Operational Risk Toward Basel  III: Best  Practices and Issues in Modelling, Management, and Regulation	John Wiley & Sons, Inc.	New York	2009	Contents only	Part one: Operational Risk  Measurement:  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 Fund  Industry
14	Abkowitz, Mark D.	Operational Risk Management: A  Case Study Approach  to 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: 20  Firmwide Best  Practice Strategies	John Wiley & Sons, Inc.	New York	2007	0

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