Operational risk modeling in financial services : the exposure, occurrence, impact method

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