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Erschienen in:
2012 | OriginalPaper | Buchkapitel
16. Logical Probabilistic Models of Banks Operational Risks
verfasst von : E. D. Solozhentsev
Erschienen in: Risk Management Technologies
Verlag: Springer Netherlands
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Abstract
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.