TY  - BOOK
AU  - Naim,Patrick
AU  - Condamin,Laurent
TI  - Operational Risk Modeling in Financial Services: The Exposure, Occurrence, Impact Method
T2  - Wiley Finance Series
SN  - 9781119508540
U1  - 332.10681 
PY  - 2019///
CY  - Newark
PB  - John Wiley & Sons, Incorporated
KW  - Financial services industry-Risk management
KW  - Electronic books
N1  - 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 -- 3.3 Quantitative Models -- 3.4 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 -- 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; 11.1 A Tsunami Is Not an Unexpectedly Big Wave -- 11.2 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 -- 14.2 Quantification -- 14.3 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 -- 19.2 Regulatory Applications -- 19.3 Risk Management -- Chapter 20 A Step towards "Oprisk Metrics" -- 20.1 Introduction -- 20.2 Building Exposure Units Tables -- 20.3 Sources for Driver Quantification -- 20.4 Conclusion -- Index -- EULA
UR  - https://ebookcentral.proquest.com/lib/orpp/detail.action?docID=5742752
ER  -