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Measuring and Managing Operational Risk

An Integrated Approach

Paola Leone; Pasqualina Porretta; Mario Vellella

978-3-319-69410-8

2018
Edition 1
- Analyzes the evolution of regulatory framework on ORM and its impacts on banking systems (measurement, management, monitoring and reporting) and on the new Supervisory Review Process (SREP)
- Explores the measurement framework that tries to integrate qualitative and quantitative data or different measurement approaches in relation to regulatory measurement
- Explains the methodological framework, the assumptions, statistical tool, and the main results of an operational risk model projected by intermediaries that adopt a business model with significant operational losses
- Includes supplementary material: sn.pub/extras
€110 €99
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