Measuring and Managing Operational Risk: An Integrated Approach - Couverture rigide

Livre 132 sur 173: Palgrave Macmillan Studies in Banking and Financial Institutions
 
9783319694092: Measuring and Managing Operational Risk: An Integrated Approach

Synopsis

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

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À propos de l?auteur

Paola Leone is Professor of Banking and Finance at the Sapienza University of Rome, Italy, where she teaches Risk Management. Her main research interests are banking, capital markets, risk management, mutual guarantee institutions, Bank Recovery and Resolution Directive (BRRD).

Pasqualina Porretta is Associate Professor in Banking and Finance at Sapienza University of Rome, Italy, where she teaches Risk Management in bank and insurance and derivatives. Her main research interests are risk measurement and management, capital regulatory framework, financial derivatives, credit guarantee institutions and microcredit.

Mario Vellella is a Risk Manager with more than 10 years' distinguished experience in operational risk management within Poste Italiane, BancoPosta, Rome, Italy. His specific research interest areas are enterprise risk Management, process analysis, risk mitigation, risk mapping and evaluation for firm operating in different sectors (financial or non-financial sectors).

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Autres éditions populaires du même titre

9783319887746: Measuring and Managing Operational Risk: An Integrated Approach

Edition présentée

ISBN 10 :  3319887742 ISBN 13 :  9783319887746
Editeur : Palgrave Macmillan, 2019
Couverture souple