【操作风险文献综述】第一期(part 4)：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

16	Davis, Ellen	Operational Risk 2.0	Risk Books		2007	0	Introduction, Ellen Davis,  OpRisk &  Compliance       PART I: WHERE IS OPERATIONAL RISK TODAY?       1 Operational Risk Management - The View from the Trenches,  Angus  Grandfield, JPMorgan       2 The Advanced Measurement Approach - Finishing It, Jeremy  Quick, Guernsey  Financial Services Commission       3 Consistent Quantitative Operational Risk Measurement and,  Regulation:  Challenges of Model Specification, Data Collection and  Loss Reporting,  Andreas A. Jobst, International Monetary Fund,  Monetary and Capital Markets  Department       PART II: EXTRACTING VALUE FROM THE AMA       4 Challenges in AMA Implementation: Finding a Balance Between  Regulatory  and Internal Requirements, Karsten Stickelmann,  Deutsche Bundesbank       5 How to Create Value from Loss Data Pooling, Johannes Voit,  Deutscher  Sparkassen-und Giroverband       6 Beyond Regulatory Compliance - Deriving Value from  Operational Risk Data,  Alfred Seivold, Federal Deposit Insurance  Corporation       7 Driving an Effective and Efficient Control Self-assessment  Programme, Lim  Him Chuan, DBS Bank Ltd       PART III: OPERATIONAL RISK AND THE ENTERPRISE       8 Creating Value in ORM - a Business Line Perspective, Mike  Haubenstock,  SunTrust Mortgage       9 Implementing a Practical ORM System in the Context of ERM in  an Era of  Financial and Regulatory Convergence via Business  Process Governance, Guan  Seng Khoo, Standard Chartered Bank       10 Delivering Value through Business Continuity Management,  Peter Poulos,  Morgan Stanley       11 Operational Risk in Enterprise Risk Management, Andrew  Brand, Mustafa  Cavus, Thread needle Asset Management       PART IV: UNLOCKING THE POTENTIAL OF EFFECTIVE CULTURE AND  GOVERNANCE       12 Op Risk Governance: Sustaining the Importance of Operational  Risk  Management, Ashish Dev, Promontory Financial       13 Operational Risk and Communication Conduits, Eric Holmquist,  Advanta  Bank Corp.       14 The Role of Reputation Risk in ORM, Ladd Muzzy, Ernst &  Young  LLP       15 Leveraging Information Technology Governance for Operational  Risk  Management, Ramakrishnan S. Kannan, i-flex Consulting
17	Chernobai, Anna S., Svetlozar T.  Rachev, and  Frank J. Fabozzi	Operational Risk: A Guide to  Basel II  Capital Requirements, Models, and Analysis	John Wiley & Sons, Inc.	New York	2007	1
18	Moosa, Imad A.	Operational Risk Management  (Finance and  Capital market)	Palgrave Macmillan		2007	1
19	Cruz, Marcelo G.	Operational Risk Management: Six  Sigma,  Capital Management, Ratings and Financial Engineering	John Wiley & Sons, Inc.	New York	2006	0
20	Kaiser, Thomas and Marc Kohne	An Introduction to Operational  Risk	Risk Books		2006	0	1: Introduction       2: Drivers for Operational Risk Management       Business drivers       Regulatory environment       3: Operational Risk in the Context of All Risk Types       4: Steps in the Process of Managing Operational Risk       Identification       Assessment       Reporting       Management       Monitoring       5: The Components of Operational Risk Management       Framework       Definitions and structures       Loss data       Risk assessment       Key indicators of risk       Management information system       Economic and regulatory capital       Risk Information Technology       6: Implementation of the Framework Components and Management  Process       Approach       Manpower and time involved       Implementation problems       7: Outlook       References
21	Panjer, Harry H.	Operational Risk: Modelling  Analytics	Wiley-Interscience		2006	1
22	Thonabauer, Gunther and Barbara  Nosslinger	Guidelines on Operational Risk  Management	Oesterreichische Nationalbank	Vienna	2006	1
23	Davis, Ellen	The Advanced Measurement  Approach to  Operational Risk	Risk Books		2006	Contents only	SECTION 1: THE AMA  FRAMEWORK       1. The Advanced Measurement Approach: Getting it Started,  Jeremy  Quick       2. Practical Decisions to Successfully Model Operational Risk  Capital,  Michael Haubenstock and Jeff Hause       SECTION 2: MODELLING BASICS       3. Operational Risk Modelling: Where do we go from here? Rudi  DeKoker       4. Operational Risk Economic Capital Measurement: Mathematical  Models for  Analyzing Loss Data, Gene Alvarez       SECTION 3: MODELLING CHALLENGES       5. Breaking Ground on the Loss Data Challenge: Wachovia’s  Approach to Loss  Data Capture and Validation, Dee Harris and Tom  Longstroth       6. Estimating the Parameters in the Loss Distribution Approach:  How can we  deal with Truncated Data? Marco Bee       7. Treatment of Incomplete Data in the Field of Operational  Risk: The  Effects on Parameter Estimates, EL and UL Figures, Marco  Moscadelli , Anna  Chernobai , and Svetlozar Rachev       8. Test of Extreme Value Theory Applied to Operational Risk  Data, Giulio  Mignola and Robert Ugoccioni       SECTION 4: ALTERNATIVE MODELLING APPROACHES       9. Scenario Analysis in Operational Risk Management, Sergio  Scandizzo       10. Key Risk Indicators: Their Role in Operational Risk  Management and  Measurement, Jonathan Davies , Mike Finlay , Tara  Lenaghen and Duncan  Wilson       11. Quantifying the Operational Risks of Technology, Eric  Holmquist       SECTION 5: COMPARATIVE VIEWS OF IMPLEMENTATION       12. Operational Risk: Some Issues in Basel II AMA  Implementation in US  Financial Institutions, Vanada Rao and Ashish  Dev       13. AMA Implementation in Germany: Results of BaFIN’s and  Bundebank’s  Industry Survey, Patrik Buchmüller, Marcus Haas, Bernd  Rummel, Karsten  Stickelmann       14. Operational Risk Management in Financial Institutions: Some  Empirical  Evidence from Spain, Ana Fernandez Laviada
24	Allen, L., J. Boudoukh, and A.  Saunders	Understanding Market, Credit and  Operational  Risk: The Value-at-Risk Approach	Blackwell Publishing	Oxford	2005	0
25	Davis, Ellen L.	Operational Risk: Practical  Approaches to  Implementation	Risk Books, Incisive Media		2005	Contents only	SECTION 1: LOSS DATA COLLECTION  AND  MODELLING       1 Using Transaction Data to Measure Operational Risk, Peter  Hughes,  OPRASS       2 Tail Dependency in Operational Risk Models, Ahraz Sheikh,  John Gavin, UBS  Investment Bank       3 Correlation and Diversification Effects in Operational Risk  Modelling,  Antoine Frachot, Thierry Roncalli, Eric Salomon, Crédit  Agricole       4 The Modelling of Operational Risk: Experience with the  Analysis of the  Data Collected by the Basel Committee, Marco  Moscadelli, Bank of Italy       SECTION 2: ALTERNATIVE MEASUREMENT STRATEGIES       5 Quantifying Operational Risk within Banks According to Basel  II, M. R. A.  Bakker, Delft Institute of Applied Mathematics       6 A Foundation for KPI and KRI, Peter Vinella, Jeanette Jin,  PVA  International       7 Building Scenarios, Kenji Fujii, UFJ Holdings       8 The Risk Indicator Framework as a Tool for AMA Exposure  Analysis, Martin  Davies, Causal Events Pty Ltd       SECTION 3: CONCEPTUALISING OPERATIONAL RISK MANAGEMENT       9 Model Behaviour, Christopher Viney, Deakin University       10 Prerequisites for Effective Operational Risk Management and  Efficient  Risk-based Decision Making, Marcus Haas; Thomas Kaiser,  Frankfurt University;  KPMG       11 An Operational Risk Management Framework, Gene álvarez       12 Aligning Basel II Operational Risk and Sarbanes-Oxley 404  Projects, Nick  Bolton, Judson Berkey, UBS       13 Sarbanes-Oxley, Corporate Governance and Operational Risk,  Alan D.  Morrison, Saïd Business School       SECTION 4: MITIGATION STRATEGIES       14 Managing Hedge Funds’ Exposure to Operational Risks: Parts  1-3,  Jean-René Giraud, Edhec-Risk Advisory       15 Reducing Risk Through Insurance, Silke Brandts, Bain &  Company       16 What is a Fair Price to Transfer the Risk of Unauthorised  Trading? A  Case Study on Operational Risk, Christopher M. Lewis;  Yakov Lantsman, The  Hartford Financial Services Group; Fitch Risk  Management, Inc.
26	Lewis, Nigel Da Costa	Operational Risk with Excel and  VBA	John Wiley & Sons, Inc.	New York	2004	1

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