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Author(s)/Editor(s)

Title

Publisher

Location

Time

PDF

Content

1

Cruz, Marcelo G., Gareth W.  Peters, and  Pavel V. Shevchenko

Fundamental Aspects of  Operational Risk and  Insurance Analytics and Advances in Heavy Tailed Risk  Modelling:  Handbooks of Operational Risk

John Wiley & Sons, Inc.

New York

2014

0

Comprehensive guide to all  aspects of  operational risk

2

Peters, Gareth W. and Pavel V.  Shevchenko

Advances in Heavy Tailed Risk  Modeling: A  Handbook of Operational Risk

John Wiley & Sons, Inc.

New York

2014

0

advanced guide to all  specialized heavy tail  modelling aspects of operational risk

3

Hong Kong Institute of Bankers

Operational Risk Management

John Wiley & Sons, Inc.

New York

2013

0

4

Chartis Research

Operational Risk Management  Systems for  Financial Services

Risk Books

2013

0

Executive summary
      Demand-side analysis
      • Increased demand for ORM
      • Regulation
      • Convergence of ORM with other functions
      o Overlap between ORM and Credit Risk Management
      o Convergence of financial crime systems and ORM
      o Convergence of operational risk management and  regulatory  compliance
      • Model Risk
      • Focusing on business benefits instead of compliance
      Technology requirements
      • Data management
      o External loss data
      o Document management
      • Real-time assessment and monitoring
      • KRIs
      • Risk and Control Self Assessment
      • Risk intelligence and visualization
      • Workflow and action management
      • Process mapping/modelling
      • ERM
      • Integrated ORM and Financial Crime Risk Management systems
      • Collaboration and feedback
      Vendor Landscape & RiskTech Quadrant™ for Operational Risk  Management  Systems
      • Vendor Landscape
      • Selected vendor profiles
      Appendix A: RiskTech Quadrant™ Methodology
      Appendix B – Operational Risk Management Systems Vendor  Evaluation  Form
      Further Reading
     

5

Davis, Ellen

Operational Risk: New Frontiers  Explored

Risk Books

2012

0

1 Introduction, Ellen Davis  (Thomson  Reuters)
      2 Capital estimation and planning, JD Opdyke (DataMineit LLC)  and Alexander  Cavallo (Northern Trust)
      3 The new frontiers in advanced measurement approach modelling,  Evan  Sekeris (Federal Reserve Bank of Richmond)
      4 Op risk at insurance companies, Andy Jobst (Bermuda  Monetary  Authority)
      5 The future of operational risk as a discipline, Andrew Sheen  (UK  Financial Services Authority)
      6 The value at risk of data pools: the experience of German  savings banks,  Johannes Voit (German Savings Bank Association)
      7 Insurance mitigation in operational risk: voyage to relief,  Bahram Mirzai  (EVMTech)
      8 A unified approach to dependency calibration in operational  risk models,  Mikhail Makarov (EVMTech)
      9 External data: more love at second sight, Carsten Steinhoff  and Marcel  Monien (Norddeutsche Landesbank)
      10 Banks, regulation and rule-bending, Roger Miles (King’s  College  London)
      11 Evaluation of risk management practices for quantitative  models, Devon  E. Brooks (Northern Trust)
      12 How much credit risk is there really in a loan? Nasreen al  Qaseer  (Kuwait International Bank) and Hansruedi Schütter  (RiskBusiness  International Ltd)
     

6

Shevchenko, Pavel V.

Modelling Operational Risk Using  Bayesian  Inference

Springer-Verlag

New York

2011

1

7

Kenett, Ron and Yossi Raanan

Operational Risk Management: a  Practical  Approach to Intelligent Data Analysis

John Wiley & Sons, Inc.

New York

2011

0

8

Bocker, K

Rethinking Risk Measurement and  Reporting:  Uncertainty, Bayesian Analysis and Expert Judgement

Risk Books

2010

0

9

Blunden, Tony and John Thirlwell

Mastering Operational Risk: A  Practical Guide  to Understanding Operational Risk and How to Manage It

FT Press

2010

0

10

Bolance, C., M. Guillen, J. P.  Nielsen, and  J Gustafsson

Quantitative Operational Risk  Models

Chapman and Hall/CRC finance  series

New York

2010

0

11

King, Mervyn J.

Back Office and Operational  Risk: Symptoms,  Sources and Cures (3rd Edition)

Harriman House

2010

0

12

Scandizzo, Sergio

The Operational Risk Manager’s  Guide (2nd  Edition)

2010

0

INTRODUCTION TO THE SECOND  EDITION: THE  MANAGEMENT OF RISK MANAGEMENT (The limits of risk governance;  The  difference between Prozac and Credit Default Swaps; The role of  risk  management; The failures of risk management)
      PROLOGUE: THE JOB INTERVIEW
      PART I. THE JOB DESCRIPTION
      1 A DAY IN THE LIFE (Key Risk Indicators; Meeting with Internal  Audit;  Briefing the CRO; Video conference; Message from the  supervisors; Study on  third-party liability; Presentation; New  product approval)
      2 THE OPERATIONAL RISK FUNCTION (Do I have to manage anything?  A place in  the sun; Are you “adding value”? Why manage operational  risk? Nobody expects  the Spanish Inquisition
      PART II. TOOLS OF THE TRADE: LIFE UNDER BASEL II
      3 RISK MANAGEMENT FOR BEGINNERS: THE OPERATIONAL RISK POLICY  (Definitions;  Risk appetite; Roles and responsibilities; The  operational risk management  framework
      4 RISK IDENTIFICATION (Objectives of risk identification (A  methodology for  risk identification and mapping; Case studies;  Conclusions)
      5 RISK ASSESSMENT (Measurement and capital allocation; The  Basel II  approaches to operational risk measurement; The advanced  measurement  approaches
      6 A MANUAL FOR SCENARIO ANALYSIS (The logic of Elfland (A story  about what  happened in the future; Scenario assessment; Ten  suggestions for scenario  building; Structure of a scenario  database; Some examples)
      7 AMA: AN ADVANCED APPROACH TO RISK MEASUREMENT (Introduction;  The lessons  of Lehman Brothers; The mystery of risk measurement;  AMA in action; A  practical example)
      8 RISK MONITORING AND REPORTING (Reporting operational events  and losses  (Reporting results of self-assessment; Reporting Key  Risk Indicators: the  Operational Risk Scorecard; Reporting for top  management)
      9 THE NEW PRODUCT APPROVAL PROCESS (Principles; Managing the  product;  Managing risks; Managing innovation and complexity;  Sample New Product  Approval Policy and Procedure; Troubleshooting:  KRIs for the New Product  Approval Process; Case study)
      PART III. SPECIAL TOPICS IN CALAMITY PHYSICS
      10 THE MANAGEMENT OF EXTREME RISKS (The meaning of strategy;  Risk  definitions; High-severity events; Scenario analysis for  extreme  events)
      11 FINANCIAL AND OTHER DISASTERS (Three case studies; Thinking  the  unthinkable)
      EPILOGUE. OPERATIONAL RISK MANAGEMENT IN THE YEAR 2020
     

13

Gregoriou, Greg N.,

Operational Risk Toward Basel  III: Best  Practices and Issues in Modelling, Management, and Regulation

John Wiley & Sons, Inc.

New York

2009

Contents only

Part one: Operational Risk  Measurement:  Quanlitive Approaches
      Part two: Operational Risk Measurement: Quantitative Approaches
      Part three: Operational Risk Management and Mitigation
      Part four: Issues in Operational Risk Regulation and the Fund  Industry

14

Abkowitz, Mark D.

Operational Risk Management: A  Case Study Approach  to Effective Planning and Response

John Wiley & Sons, Inc.

New York

2008

0

介绍了操作风险的众多案例，采取案例研究的手段

15

Hoffman, Douglas D.

Managing Operational Risk: 20  Firmwide Best  Practice Strategies

John Wiley & Sons, Inc.

New York

2007

0