Operational Risk
Über den Vortrag
Der Vortrag „Operational Risk“ von Edu Pristine ist Bestandteil des Kurses „Archiv - Valuation and Risk Models“. Der Vortrag ist dabei in folgende Kapitel unterteilt:
- Operational Risk
- Approaches for Determining Operational Risk
- Advanced Measurement Approach
- Operational Risk Categories
- Loss Frequency an Loss Severity
- Data Limitations
- Scenario Analysis in Scare Data
- Forward Looking Approaches
- Scorecard Data
- The Power Law
Dozent des Vortrages Operational Risk
Edu Pristine
Trusted by Fortune 500 Companies and 10,000 Students from 40+ countries across the globe, EduPristine is one of the leading International Training providers for Finance Certifications like FRM®, CFA®, PRM®, Business Analytics, HR Analytics, Financial Modeling, Operational Risk Modeling etc. It was founded by industry professionals who have worked in the area of investment banking and private equity in organizations such as Goldman Sachs, Crisil - A Standard & Poors Company, Standard Chartered and Accenture.EduPristine has conducted corporate training for various leading corporations and colleges like JP Morgan, Bank of America, Ernst & Young, Accenture, HSBC, IIM C, NUS Singapore etc. EduPristine has conducted more than 500,000 man-hours of quality training in finance.
http://www.edupristine.com
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Auszüge aus dem Begleitmaterial
... that is not market or credit risk. But this is a very broad definition of operational risk. The Basel definition of operational risk is “the ...
... -Beta factor for each business line is multiplied with the annual gross income of the business line over the period of 3 years. -The results are then added to arrive at total operational risk capital charge. The advanced measurement approach ...
... capital requirement currently proposed by the Basel Committee is equal to the unexpected loss in a ...
... 2. Internal Fraud 3. External Fraud 4. Damage to physical assets 5. Execution, delivery and process management ...
... a specific period of time. Loss frequency is often modeled with Poisson distribution. In Poisson distribution, mean and standard deviation is equal to the single parameter, lambda ...
... Banks should use both internal and external data to estimate the severity of losses. ...
... scenarios are created to incorporate the events that have not yet occurred. Regulators have encouraged the use of scenario analysis ...
... discover potential operational risk events. There are three forward looking methods: 1. Causal ...
... capital to manage operational risk. Less capital will be allocated to those business units which are able to reduce the frequency and severity ...
... of the operational risk losses are likely to occur in the tails Insurance. There are many insurance companies which provide in surance for operational ...
