Measuring and Managing Operational Risk

An Integrated Approach

AvPaola Leone,Pasqualina Porretta

Inbunden, Engelska, 2018

Del i serien Palgrave Macmillan Studies in Banking and Financial Institutions

622 kr

Beställningsvara. Skickas inom 10-15 vardagar. Fri frakt över 249 kr.

Beskrivning

This book covers Operational Risk Management (ORM), in the current context, and its new role in the risk management field. The concept of operational risk is subject to a wide discussion also in the field of ORM’s literature, which has increased throughout the years. By analyzing different methodologies that try to integrate qualitative and quantitative data or different measurement approaches, the authors explore the methodological framework, the assumptions, statistical tool, and the main results of an operational risk model projected by intermediaries. A guide for academics and students, the book also discusses the avenue of mitigation acts, suggested by the main results of the methodologies applied. The book will appeal to students, academics, and financial supervisory and regulatory authorities.

Produktinformation

Utgivningsdatum:2018-01-12
Mått:148 x 210 x 18 mm
Vikt:423 g
Format:Inbunden
Språk:Engelska
Serie:Palgrave Macmillan Studies in Banking and Financial Institutions
Antal sidor:211
Upplaga:18001
Förlag:Springer International Publishing AG
ISBN:9783319694092

Utforska kategorier

Mer om författaren

Paola Leone is Professor of Banking and Finance at the Sapienza University of Rome, Italy, where she teaches Risk Management. Her main research interests are banking, capital markets, risk management, mutual guarantee institutions, Bank Recovery and Resolution Directive (BRRD).Pasqualina Porretta is Associate Professor in Banking and Finance at Sapienza University of Rome, Italy, where she teaches Risk Management in bank and insurance and derivatives. Her main research interests are risk measurement and management, capital regulatory framework, financial derivatives, credit guarantee institutions and microcredit.Mario Vellella is a Risk Manager with more than 10 years’ distinguished experience in operational risk management within Poste Italiane, BancoPosta, Rome, Italy. His specific research interest areas are enterprise risk Management, process analysis, risk mitigation, risk mapping and evaluation for firm operating in different sectors (financial or non-financial sectors).

Innehållsförteckning

Chapter 1.- Introduction; Chapter 2.- Operational Risk Management: regulatory framework and operational impact Chapter 3.- Operational risk measurement: literature review; Chapter 4.- Integrated risk Measurement Approach. A case study; Chapter 5.- Almost conclusive thoughts: planning mitigation action.