Search Results - subject:"Operational risk."

Implementing Basel II in the Norwich and Peterborough Building Society

Pritchard, Jeffrey - In: Journal of Financial Regulation and Compliance 12 (2004) 3, pp. 240-247

This paper describes the approach taken by the Norwich and Peterborough Building Society (the Society) in implementing models, policies and practices to meet the expected requirements of the third Capital Adequacy Directive as described in consultation papers issued by the Basel Committee, the...

Persistent link: https://www.econbiz.de/10014869974

Análisis del nuevo acuerdo de capitales de Basilea (BIS-II): PYME-risk, country-risk y operational-risk

González, Mariano - POLITÉCNICO GRANCOLOMBIANO - 2004

trabajo analiza el Nuevo Acuerdo de Capitales del Banco Internacional de Pagos de Basilea, conocido como BIS-II, en lo relativo al riesgo de crédito con Pymes, riesgo país y riesgo operacional. Estudia los conceptos, clasificaciones y métodos de estimación propuesto por la norma, así como...

Persistent link: https://www.econbiz.de/10005597214

Steady progress — But could do better

Mestchian, Peyman - In: Journal of Financial Transformation 11 (2004), pp. 110-111

The economic returns of a successful operational risk program are significant, running into tens of millions of dollars … annually for large financial institutions, according to a new survey conducted by Operational Risk magazine and SAS UK. But …

Persistent link: https://www.econbiz.de/10008479425

Valuation issues and operational risk in hedge funds

Kundro, Christopher; Feffer, Stuart - In: Journal of Financial Transformation 10 (2004), pp. 41-47

In our recent study on the root causes of hedge fund failures, we identified a number of operational risk factors that …-market value for all of the positions that make up a fund – underlie many of these operational risk factors. Recently, valuation …

Persistent link: https://www.econbiz.de/10008517616

Shadow accounting: The evolving practice of exercising due diligence in fund reporting

Kaufman, Carol - In: Journal of Financial Transformation 10 (2004), pp. 67-71

mis-steps involving back office operational risk and the independence of net asset valuations drew the scrutiny of …

Persistent link: https://www.econbiz.de/10008517620

Statistical models for operational risk management

Cornalba, Chiara; Giudici, Paolo - In: Physica A: Statistical Mechanics and its Applications 338 (2004) 1, pp. 166-172

The Basel Committee on Banking Supervision has released, in the last few years, recommendations for the correct determination of the risks to which a banking organization is subject. This concerns, in particular, operational risks, which are all those management events that may determine...

Persistent link: https://www.econbiz.de/10010589936