Operational Risk Toward Basel III / Wiley Finance Editions (ePub)

Foreword. About the Editor. Acknowledgments. About the Contributors. PART ONE: Operational Risk Measurement: Qualitative Approaches. CHAPTER 1: Modeling Operational Risk Based on Multiple Experts' Opinions (Jean-Philippe Peters and Georges Hübner). CHAPTER 2: Consistent Quantitative Operational Risk Measurement (Andreas A. Jobst). CHAPTER 3: Operational Risk Based on Complementary Loss Evaluations (Andrea Giacomelli and Loriana Pelizzon). CHAPTER 4: Can Operational Risk Models Deal with Unprecedented Large Banking Losses? (Duc Pham-Hi). CHAPTER 5: Identifying and Mitigating Perceived Risks in the Bank Service Chain: A New Formalization Effort to Address the Intangible and Heterogeneous Natures of Knowledge-Based Services (Magali Dubosson and Emmanuel Fragnière). CHAPTER 6: Operational Risk and Stock Market Returns: Evidence from Turkey (M. Nihat Solako& #287;lu and K. Ahmet Köse). PART TWO: Operational Risk Measurement: Quantitative Approaches. CHAPTER 7: Integrating Op Risk into Total VaR (Niklas Wagner and Thomas Wenger). CHAPTER 8: Importance Sampling Techniques for Large Quantile Estimation in the Advanced Measurement Approach (Marco Bee and Giuseppe Espa). CHAPTER 9: One-Sided Cross-Validation for Density Estimation with an Application to Operational Risk (María Dolores Martínez Miranda, Jens Perch Nielsen, and Stefan A. Sperlich). CHAPTER 10: Multivariate Models for Operational Risk: A Copula Approach Using Extreme Value Theory and Poisson Shock Models (Omar Rachedi and Dean Fantazzini). CHAPTER 11: First-Order Approximations to Operational Risk: Dependence and Consequences (Klaus Böcker and Claudia Klüppelberg). PART THREE: Operational Risk Management and Mitigation. CHAPTER 12: Integrating "Management" into "OpRisk Management" (Wilhelm K. Kross). CHAPTER 13: Operational Risk Management: An Emergent Industry (Kimberly D. Krawiec). CHAPTER 14: OpRisk Insurance as a Net Value Generator (Wilhelm K. Kross and Werner Gleissner). CHAPTER 15: Operational Risk Versus

GREG N. GREGORIOU, PhD, is Professor of Finance in the School of Business and Economics at the State University of New York at Plattsburgh. He has written over fifty articles on hedge funds and managed futures in various peer-reviewed publications. In addition to a multitude of publications with a variety of publishers, Gregoriou is author of the following Wiley books: Stock Market Liquidity; International Corporate Governance After Sarbanes-Oxley; Commodity Trading Advisors; Hedge Funds: Insights in Performance Measurement, Risk Analysis, and Portfolio Allocation; and Evaluating Hedge Fund and CTA Performance.

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