Weitere Kapitel dieses Buchs durch Wischen aufrufen
We describe Risk management technologies for bank operational risks: initiating and derived events; representation of the structural risk model; logical and probabilistic model of the operational risk; reservation for the operational risk; the influence of internal initiating and repeated events on operational risk; contributions of initiating events.
In accordance with the Basel’s agreement we consider the following logic and probabilistic (LP) models in order to estimate the capital reserve for operational risk: the LP-failure risk model for solving the operation risk problem; the LP-model of assessing the operational risk by the standardized Basel method; the LP-model of assessing operational risk by the advanced Basel method; the technique of the LP-analysis of operational risk; estimation of the reserve for operational risk by Basel and LP-model; the LP-bank risk model which takes into account internal and external events; the LP-bank risk model which combines of other bank risks; the technique of direct and inverse estimates of probabilities of events in operational risk by expert information.
Bitte loggen Sie sich ein, um Zugang zu diesem Inhalt zu erhalten
Sie möchten Zugang zu diesem Inhalt erhalten? Dann informieren Sie sich jetzt über unsere Produkte:
Buhtin, M.A.: Technique and Practice of Operational Risk in Commercial Banks. I BD ARB, Moscow (2006)
Drucker, P.F.: Practice of Management. “Williams” Publishing House, Moscow (2003). Trans. from English
Moscadelli, M.: The modelling of operational risk: experience with the analysis of the data collected by the Basel committee/Banca d’Italia. Temi di discussione del Servizio Studi (2004), 72 pp.
Robbins, S.P., Coulter, M.: Management, 6th edn. “Williams” Publishing House, Moscow (2002), 880 pp. Transl. from English
Russian security. Risk analysis and safety issues: Part 1, 640 pp., Part 2, 752 pp., Part 3, 816 pp., Part 4, 858 pp. Scientific Head of the multivolume edition—K.V. Frolov, Academician; Scientific Editor—N.A. Makhutov, Corr. RAS; co-author—E.D. Solozhentsev. MGF “Knowledge” (2006–2007)
Solojentsev, E., Lebedev, Y.: Logic—probabilistic models of company management unsuccess risk. Math. Econ. Wroclaw 10(40), 3 (2006)
- Logical Probabilistic Models of Banks Operational Risks
E. D. Solozhentsev
- Springer Netherlands
- Chapter 16
in-adhesives, MKVS, Neuer Inhalt/© Zühlke, Technisches Interface Design/© scyther5 | Getty Images | iStock