Operational risk management in a bank

Operational risk management in a bank

1 opinia

Format:

ibuk

WYBIERZ RODZAJ DOSTĘPU

 

Dostęp online przez myIBUK

WYBIERZ DŁUGOŚĆ DOSTĘPU

6,15

Wypożycz na 24h i opłać sms-em

12,60

cena zawiera podatek VAT

ZAPŁAĆ SMS-EM

TA KSIĄŻKA JEST W ABONAMENCIE

Już od 19,90 zł miesięcznie za 5 ebooków!

WYBIERZ SWÓJ ABONAMENT

The book contains a lot of spectacular advantages. This is a monograph pointing at the author’s scientific maturing process. This is expressed in the concentration of the subject interest in which the author combines his professional experience with acquired knowledge resulting from the analysis of publications and his participation in national and foreign conferences. A substantial advantage is his accuracy with the subject choice. An approach towards seeking more effective methods and models as well as operational risk management system is becoming one of main challenges for the academic community and employees of the banking sector.


Professor Stanisław Kasiewicz
Warsaw School of Economics


An advantage of his work is its validity, relevance and importance. Its validity and relevance result from the need for further research on operational risk in a broad sense. In available sources we encounter fragmentary information, treating operational risk in a general way – focused on presenting the already known information. Whereas the reviewed work by W. Kulpa is a unique publication to appear in the market. We will not find such detailed description of operational risk in the Polish literature.


Professor Marian Zukowski
Catholic University of Lublin


Liczba stron232
WydawcaWydawnictwo Uniwersytetu Rzeszowskiego
ISBN-13978-83-7996-096-5
Język publikacjiangielski
Informacja o sprzedawcyRavelo Sp. z o.o.

Ciekawe propozycje

Spis treści

  INTRODUCTION     5
  CHAPTER I    10
  OPERATIONAL RISK IN A BANK     10
    1.1. THE CONCEPT OF BUSINESS AND FINANCIAL RISK     10
    1.2. DISTINCTION OF OPERATIONAL RISK IN BANKS     17
    1.3. EXAMPLES OF SPECTACULAR OPERATIONAL RISK GENERATED LOSS     26
  
  CHAPTER II    31
  OPERATIONAL RISK AND SYSTEMIC RISK IN MODERN FINANCIAL MARKETS     31
    2.1. STRUCTURE OF FINANCIAL MARKETS    31
    2.2. RISK FACTORS IN THE FINANCIAL MARKET     33
    2.3. SYSTEMIC RISK     35
    2.4. OPERATIONAL RISK IN FINANCIAL MARKETS     38
    2.5. RISK APPETITE     40
    2.6. OPERATIONAL RISK AND THE GLOBAL CRISIS IN THE BANKING SECTOR     45
  
  CHAPTER III    48
  REGULATIONS CONCERNING THE MANAGEMENT OF OPERATIONAL RISK IN A BANK    48
    3.1. SECURITY OF FINANCIAL SYSTEM    48
    3.2. WORLD REGULATIONS IN THE SCOPE OF MANAGING OPERATIONAL RISK     49
    3.3. EUROPEAN REGULATIONS     66
    3.4. NATIONAL REGULATIONS     70
    3.5. INTERNAL BANK REGULATIONS     74
    3.6. REGULATIVE ROLE OF CORPORATE GOVERNANCE     76
  
  CHAPTER IV    79
  METHODS AND MODELS OF OPERATIONAL RISK MEASUREMENT IN A BANK    79
    4.1. CAPITAL ADEQUACY – THE AIM OF OPERATIONAL RISK MEASUREMENT IN A BANK     79
    4.2. FAILURE MODE EFFECTS ANALYSIS (FMEA)     81
    4.3. RISK MATRIX     83
    4.4. METHODS USED TO ALLOCATE THE CAPITAL TO COVER OPERATIONAL RISK     84
    4.5. BASIC INDICATOR APPROACH (BIA)     86
    4.6. THE STANDARDISED APPROACH (TSA)     93
    4.7. ALTERNATIVE STANDARDIZED APPROACH (ASA)     99
    4.8. THE SPECIFICITY OF ADVANCED MEASUREMENT APPROACHES (AMA)     99
    4.9. ADVANCED OPERATIONAL RISK MEASUREMENT APPROACHES (AMA) TO CAPITAL. REQUIREMENT OF THE BANK     109
    4.10. COMPARISON OF METHODS DETERMINING THE CAPITAL REQUIREMENT FOR OPERATIONAL RISK     119
  
  CHAPTER V    121
  OPERATIONAL RISK MANAGEMENT SYSTEM IN A BANKING ENTERPRISE     121
    5.1. STRATEGY AND STRUCTURE OF OPERATIONAL RISK MANAGEMENT    121
    5.2. IDENTIFICATION OF OPERATIONAL RISK IN A BANK     136
    5.3 ASSESSMENT AND MEASUREMENT OF OPERATIONAL RISK IN A BANK IN ORDER TO DETERMINE CAPITAL REQUIREMENT     141
    5.4. COUNTERACTING RISK     151
    5.5. OPERATIONAL RISK CONTROL IN A BANK     156
    5.6. MONITORING AND REPORTING OPERATIONAL RISK IN A BANK     162
  
  CHAPTER VI    169
  AN ATTEMPT TO APPLY AMA MODEL TO CALCULATE CAPITAL ADEQUACY FOR OPERATIONAL RISK IN A BANK     169
    6.1. FOUNDATIONS OF CALCULATING CAPITAL REQUIREMENT FOR OPERATIONAL RISK USING THE AMA APPROACHES     169
    6.2. CALCULATING THE VALUE OF CAPITAL REQUIREMENT FOR OPERATIONAL RISK USING THE ADVANCED APPROACH AMA AND LDA MODEL     170
    6.3. ASSESSING DISTRIBUTION OF LOSS ACUTENESS (SIZE) IN A SELECTED RISK CLASS.    174
    6.4. ESTIMATING LOSS NUMBER (FREQUENCY) DISTRIBUTION     179
    6.5. CREATING DISTRIBUTION LINE OF JOINT DISTRIBUTION IN A SELECTED RISK CLASS..180
    6.6. CALCULATING TOTAL CAPITAL FOR RISK     183
    6.7. CALCULATING CAPITAL VALUE FOR OPERATIONAL RISK FOR THE PURPOSE OF CAPITAL ADEQUACY OF A BANK     184
    6.8. ALLOCATING CAPITAL REQUIREMENT CALCULATED FOR BANK INTERNAL SUBJECTS BY MEANS OF THE ADVANCED METHOD     186
  
  CHAPTER VII    187
  OPERATIONAL RISK CAPITAL IN BANKS IN POLAND IN THE YEARS 2010-2012     187
    7.1. THE TOTAL CAPITAL REQUIREMENT IN THE EQUITY FUNDS OF THE STUDIED BANKS    187
    7.2. OPERATIONAL RISK CAPITAL REQUIREMENT IN THE STUDIED BANKS     190
    7.3. ESTIMATION OF THE CAPITAL ADEQUACY FOR OPERATIONAL RISK ON THE EXAMPLE OF TWO BIGGEST BANKS IN POLAND     193
  
  CONCLUSION    202
  BIBLIOGRAPHY     207
  INDEX OF DIAGRAMS     221
  INDEX OF FIGURES     222
  INDEX OF TABLES     223
  APPENDIX 1. THE SHARE OF THE TOTAL CAPITAL REQUIREMENT IN THE EQUITY OF BANKS IN THE YEARS 2010-2012    225
  APPENDIX 2. THE SHARE OF OPERATIONAL RISK REQUIREMENT IN THE TOTAL CAPITAL REQUIREMENT FOR THE STUDIED BANKS IN THE YEARS 2010-2012     226
  APPENDIX 3. OPERATIONAL RISK CAPITAL REQUIREMENT IN THE EQUITY IN SELECTED BANKS IN THE YEARS 2010-2012     227
  ZHRNUTIE     228
RozwińZwiń
W celu zapewnienia wysokiej jakości świadczonych przez nas usług, nasz portal internetowy wykorzystuje informacje przechowywane w przeglądarce internetowej w formie tzw. „cookies”. Poruszając się po naszej stronie internetowej wyrażasz zgodę na wykorzystywanie przez nas „cookies”. Informacje o przechowywaniu „cookies”, warunkach ich przechowywania i uzyskiwania dostępu do nich znajdują się w Regulaminie.

Nie pokazuj więcej tego powiadomienia