Operational risk modeling in financial services : (Record no. 208835)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 06325cam a2200433 i 4500 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9781119508540 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 1119508541 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9781119508557 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 111950855X |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9781119508434 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 1119508436 |
| 040 ## - CATALOGING SOURCE | |
| Transcribing agency | CUS |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Naïm, Patrick, |
| 245 10 - TITLE STATEMENT | |
| Title | Operational risk modeling in financial services : |
| Sub title | the exposure, occurrence, impact method / |
| Statement of responsibility, etc. | Patrick Naim, Laurent Condamin. |
| 260 #1 - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Place of publication, distribution, etc. | Chichester, West Sussex, United Kingdom : |
| Name of publisher, distributor, etc. | John Wiley & Sons Ltd, |
| Date of publication, distribution, etc. | 2019. |
| 260 #4 - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Date of publication, distribution, etc. | ©2019 |
| 300 ## - DESCRIPTION | |
| Extent | 1 online resource |
| 505 0# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | Cover; Title Page; Copyright; Contents; List of Figures; List of Tables; Foreword; Preface; Part One Lessons Learned in 10 Years of Practice; Chapter 1 Creation of the Method; 1.1 From Artificial Intelligence to Risk Modelling; 1.2 Model Losses or Risks?; Chapter 2 Introduction to the XOI Method; 2.1 A Risk Modelling Doctrine; 2.2 A Knowledge Management Process; 2.3 The eXposure, Occurrence, Impact (XOI) Approach; 2.4 The Return of AI: Bayesian Networks for Risk Assessment; Chapter 3 Lessons Learned in 10 Years of Practice; 3.1 Risk and Control Self-Assessment; 3.2 Loss Data |
| 505 8# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | 3.3 Quantitative Models3.4 Scenarios Workshops; 3.5 Correlations; 3.6 Model Validation; Part Two Challenges of Operational Risk Measurement; Chapter 4 Definition and Scope of Operational Risk; 4.1 On Risk Taxonomies; 4.2 Definition of Operational Risk; Chapter 5 The Importance of Operational Risk; 5.1 The Importance of Losses; 5.2 The Importance of Operational Risk Capital; 5.3 Adequacy of Capital to Losses; Chapter 6 The Need for Measurement; 6.1 Regulatory Requirements; 6.2 Nonregulatory Requirements; Chapter 7 The Challenges of Measurement; 7.1 Introduction |
| 505 8# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | 7.2 Measuring Risk or Measuring Risks?7.3 Requirements of a Risk Measurement Method; 7.4 Risk Measurement Practices; Part Three The Practice of Operational Risk Management; Chapter 8 Risk and Control Self-Assessment; 8.1 Introduction; 8.2 Risk and Control Identification; 8.3 Risk and Control Assessment; Chapter 9 Losses Modelling; 9.1 Loss Distribution Approach; 9.2 Loss Regression; Chapter 10 Scenario Analysis; 10.1 Scope of Scenario Analysis; 10.2 Scenario Identification; 10.3 Scenario Assessment; Part Four The Exposure, Occurrence, Impact Method; Chapter 11 An Exposure-Based Model |
| 505 8# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | 11.1 A Tsunami Is Not an Unexpectedly Big Wave11.2 Using Available Knowledge to Inform Risk Analysis; 11.3 Structured Scenarios Assessment; 11.4 The XOI Approach: Exposure, Occurrence, and Impact; Chapter 12 Introduction to Bayesian Networks; 12.1 A Bit of History; 12.2 A Bit of Theory; 12.3 Influence Diagrams and Decision Theory; 12.4 Introduction to Inference in Bayesian Networks; 12.5 Introduction to Learning in Bayesian Networks; Chapter 13 Bayesian Networks for Risk Measurement; 13.1 An Example in Car Fleet Management; Chapter 14 The XOI Methodology; 14.1 Structure Design |
| 505 8# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | 14.2 Quantification14.3 Simulation; Chapter 15 A Scenario in Internal Fraud; 15.1 Introduction; 15.2 XOI Modelling; Chapter 16 A Scenario in Cyber Risk; 16.1 Definition; 16.2 XOI Modelling; Chapter 17 A Scenario in Conduct Risk; 17.1 Definition; 17.2 Types of Misconduct; 17.3 XOI Modelling; Chapter 18 Aggregation of Scenarios; 18.1 Introduction; 18.2 Influence of a Scenario on an Environment Factor; 18.3 Influence of an Environment Factor on a Scenario; 18.4 Combining the Influences; 18.5 Turning the Dependencies into Correlations; Chapter 19 Applications; 19.1 Introduction |
| 650 #0 - SUBJECT | |
| Keyword | Financial services industry |
| 650 #0 - SUBJECT | |
| Keyword | Banks and banking |
| 650 #0 - SUBJECT | |
| Keyword | Financial risk management. |
| 650 #7 - SUBJECT | |
| Keyword | BUSINESS & ECONOMICS |
| 650 #7 - SUBJECT | |
| Keyword | Financial risk management. |
| 700 1# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Condamin, Laurent, |
| 856 40 - ONLINE RESOURCES | |
| url | https://doi.org/10.1002/9781119508557 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Koha item type | e-Books |
| Home library | Current library | Accession number | Koha item type |
|---|---|---|---|
| Central Library, Sikkim University | Central Library, Sikkim University | E-2911 | e-Books |