دانلود کتاب Operational risk management : a complete guide to a successful operational risk framework

فهرست مطالب :

Operational Risk Management
Contents
Preface
Acknowledgments
Chapter 1 Definition and Drivers of Operational Risk
The Definition of Operational Risk
2012 London Olympics: A Case Study
Test One: Do the Seven Basel Operational Risk Categories Work in the Real World?
Test Two: The Risk Management Tools
Operational Risk Management and Operational Risk Measurement
Operational Risk Management
Operational Risk Measurement
The Relationship between Operational Risk Management and Other Risk Types
Drivers of Operational Risk Management
Key Points
Review Questions
Notes. Chapter 2 The Regulatory PushHistory of the Basel Accords
Rules of the Accords
Basel I
Basel II
Adoption of Basel II in Europe
Adoption of Basel II in the United States
Securities and Exchange Commission Amendments to the Net Capital Rule
U.S. Regulators' Adoption of New Regulations to Apply Basel II
Impact of the Financial Crisis
The Promise of Basel III
European Response to the Crisis
U.S. Response to the Crisis
The Future
Key Points
Review Questions
Notes
Chapter 3 The Operational Risk Framework
Overview of the Operational Risk Framework
The Foundations of the Framework. GovernanceCulture and Awareness
Policies and Procedures
The Four Data Building Blocks
Loss Data Collection
Risk and Control Self-Assessment
Scenario Analysis
Key Risk Indicators
Measurement and Modeling
Reporting
Risk Appetite
Key Points
Review Questions
Note
Chapter 4 Operational Risk Governance
Role of Governance
First Line of Defense
Second Line of Defense
Who Should Own the Operational Risk Function?
What Should the Operational Risk Function Own?
Third Line of Defense
Audit
Validation and Verification
Risk Committees
Key Points
Review Questions
Notes. Chapter 5 Culture and AwarenessWinning Over the Firm
Marketing and Communication
Training
Planning
The "Use Test"
Key Points
Review Question
Note
Chapter 6 Policies and Procedures
The Role of Policies, Procedures, Guidelines, and Standards
Best Practices
Operational Risk Policy
Sample Operational Risk Policy
Sample Standards, Procedures, and Guidelines
Extract from a Loss Data Standards Document
Extract from a Loss Data Procedures Document
Extract from a Loss Data Guidelines Document
Linkage between Documents
Key Points
Review Question
Chapter 7 Internal Loss Data. Operational Risk Event DataInternal Loss Data or Internal Operational Risk Events
Why Collect Operational Risk Event Data?
Who Should Collect the Loss Data?
What Should Be Collected in the Loss Data Program?
Risk Event Categories
Internal Fraud
External Fraud
Employment Practices and Workplace Safety
Clients, Products, and Business Practices
Damage to Physical Assets
Business Disruption and System Failures
Execution, Delivery, and Process Management
Using the Basel Risk Categories
Minimum Loss Data Standards
Comprehensive
Threshold
Amount
Date
Description and Causes.