Operational risk management-stress testing and scenario analysis
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216208%3A11230%2F10%3A10049956" target="_blank" >RIV/00216208:11230/10:10049956 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
Operational risk management-stress testing and scenario analysis
Original language description
Operational risk management and measurement has been paid increasing attention in the last several years. The main two reasons are the Basel II requirements that were to be complied with by all internationally active financial institutions by the end of2006, and the recent severe operational risk loss events. In this paper the author analyzes ? as well as focuses on ? operational risk measurement techniques and on economic capital estimation methods. A data sample of operational losses provided by an anonymous Central European bank is analyzed using several approaches.
Czech name
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Czech description
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Classification
Type
C - Chapter in a specialist book
CEP classification
AH - Economics
OECD FORD branch
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Result continuities
Project
<a href="/en/project/GA402%2F08%2F0004" target="_blank" >GA402/08/0004: Model of Credit Risk Management in the Czech Republic and its Applicability in the EU Banking Sector</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)<br>Z - Vyzkumny zamer (s odkazem do CEZ)
Others
Publication year
2010
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Book/collection name
Advanced measurement techniques for market and operational risk
ISBN
978-80-246-1871-5
Number of pages of the result
48
Pages from-to
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Number of pages of the book
262
Publisher name
Karolinum
Place of publication
Prague
UT code for WoS chapter
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