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Dissertations / Theses on the topic 'Operational Risk'

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Published: 4 June 2021
Last updated: 25 July 2025

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1

Jöhnemark, Alexander. "Modeling Operational Risk." Thesis, KTH, Matematisk statistik, 2012. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-107435.

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The Basel II accord requires banks to put aside a capital buffer against unexpected operational losses, resulting from inadequate or failed internal processes, people and systems or from external events. Under the sophisticated Advanced Measurement Approach banks are given the opportunity to develop their own model to estimate operational risk.This report focus on a loss distribution approach based on a set of real data. First a comprehensive data analysis was made which suggested that the observations belonged to a heavy tailed distribution. An evaluation of commonly used distributions was pe
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2

Wolf, Elke. "IS risks and operational risk management in banks /." Lohmar : Eul, 2005. http://www.gbv.de/dms/zbw/480662231.pdf.

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3

Stan-Maduka, Edna Ijeoma. "Operational risk management : determination of causal relationships and interdependencies of operational risk events." Thesis, University of East London, 2010. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.533016.

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The Basel II capital adequacy framework constitutes a very comprehensive regulatory approach to risk assessment in banks. A special feature of this new accord is that it is not only targeting banks' financial risk exposures in terms of credit risks and market risks, the scope has been widened to also explicitly incorporate banks' exposure to operational risks in the capital adequacy requirement. For banks this novelty means a major change. Unless they choose to use the highly unsophisticated basic indicator approach or the standardized approach proposed in the new Basel accord, it will put sig
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4

Bärlocher, Christian. "Operational Risk Management und Anreizsysteme." St. Gallen, 2009. http://www.biblio.unisg.ch/org/biblio/edoc.nsf/wwwDisplayIdentifier/01648385002/$FILE/01648385002.pdf.

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5

Wahlström, Johan. "Operational Risk Modeling:Theory and Practice." Thesis, KTH, Matematisk statistik, 2013. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-137370.

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This thesis studies the Loss Distribution Approach for modeling of Operational Risk under Basel II from a practical and general perspective. Initial analysis supports the use of the Peaks over Threshold method for modeling the severity distributions of individual cells. A method for weighting loss data subject to data capture bias is implemented and discussed. The idea of the method is that each loss event is registered if and only if it exceeds an outcome of a stochastic threshold. The method is shown to be very useful, but poses some challenges demanding the employment of qualitative reasoni
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Berg-Yuen, Pia Eeva Kaarina. "Operational risk capital in banking." Thesis, University of Cambridge, 2008. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.612200.

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7

Piaz, Jean-Marc. "Operational risk Management bei Banken /." Zürich : Versus, 2002. http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&doc_number=009595185&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA.

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8

Kallenberg, Kristian. "Business at risk : four studies on operational risk management." Doctoral thesis, Stockholm : Economic Research Institute, Stockholm School of Economics (EFI), 2008. http://www2.hhs.se/efi/summary/776.htm.

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9

Bilsel, Ragip Ufuk Ravindran A. "Disruption and operational risk quantification and mitigation models for outsourcing operations." [University Park, Pa.] : Pennsylvania State University, 2009. http://etda.libraries.psu.edu/theses/approved/PSUonlyIndex/ETD-4546/index.html.

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10

Larneback, Marcus. "Modelling Operational Risk using Actuarial Methods." Thesis, Umeå universitet, Institutionen för matematik och matematisk statistik, 2006. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-51340.

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Within the financial industry Operational Risk is a relatively new concept, but within recent years it has gained more attention due to prior economically devastating events; these are events that cannot be categorized as market- or credit risks. The purpose of this thesis is to study the Loss Distribution Approach(LDA). This is one of the more rigorous models proposed by the Basel Committee on Banking Supervision, in order to calculate the required capital charge that should be set aside to cover future operational loss events within financial institutions. The focus is on the close connec- t
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11

Dahlberg, Erik Axel. "Bayesian inference methods in operational risk." Thesis, KTH, Matematisk statistik, 2015. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-168628.

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Under the Advanced Measurement Approach (AMA), banks must use four different sources of information to assess their operational risk capital requirement. The three main quantitative sources available to build the future loss distribution are internal loss data, external loss data and scenario analysis. The fourth source, business environment and internal control factors, is treated as an ex-post update to capital calculations and is not a subject of this thesis. Ap- proaches from Extreme Value Theory (EVT) have gained popularity in the area of operational risk in recent years, with its focus o
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12

Psarros, George Ad. "Operational risk management of bulk carriers." Thesis, University of Strathclyde, 2008. http://oleg.lib.strath.ac.uk:80/R/?func=dbin-jump-full&object_id=21970.

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The proposed study had been performed behind the premise of proposing a methodology for estimating the current operational risk of bulk carriers. Hence, a high level risk assessment has been conducted for evaluating the safety performance of dry bulk cargo transportation. This included the preparatory step for setting the problem's boundary limits, hazard identification for the prioritization of causes and effects, risk analysis for the quantification of risks and risk evaluation for assessing the significance and the acceptability of the estimated risk. The relevant aspects that are taken int
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13

Capelli, Giacomo <1991&gt. "Mathematical Models for Operational Risk Management." Master's Degree Thesis, Università Ca' Foscari Venezia, 2016. http://hdl.handle.net/10579/8599.

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The thesis presents the state-of-the-art mathematical statistical models for Operational Risk measurement and management as well as the organisational and managerial processes supporting the creation of risk OR measures. We emphasise the most interesting probabilistic ideas employed in the field and apply the models on real data; these are used in the actuarial modelling paradigm following a Loss Distribution Approach. Extreme Value Theory, convolution transforms and copulæ theory will all be part of OR analysis to arrive to a regulatory risk measure. The thesis accompanies the theoretical mod
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14

Snyman, Philippus. "Risk–based capital measures for operational risk management / Snyman P." Thesis, North-West University, 2011. http://hdl.handle.net/10394/7573.

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Basel II provides banks with four options that may be used to calculate regulatory capital for operational risk. Each of these options (except the most basic approach) requires an underlying risk measurement and management system, with increasing complexity and more refined capital calculations under the more advanced approaches. Approaches available are BIA, TSA, ASA and AMA. The most advanced and complex option under Basel II is the AMA. This approach allows a bank to calculate its regulatory and economic capital requirements (using internal models) based on internal risk variables and profi
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15

Vickman, Sara. "Vidareutveckling av SAFOR : En utredning av ramverket SAFOR för operationell risk inom banker." Thesis, Mittuniversitetet, Institutionen för informationsteknologi och medier, 2011. http://urn.kb.se/resolve?urn=urn:nbn:se:miun:diva-14472.

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Operationell risk inom banksektorn är ett område under utveckling. Utredningen har behandlat ett ramverk för hantering av operationell risk kallat A Systemic Approach Framework for Operational Risk (SAFOR). Syftet har varit att konkretisera detta ramverk och inom detta utvärdera en metod kallad Damage Evaluation and Effective Prevention (DEEP-metoden) i kombination med ett datoriserat beslutsverktyg benämnt DecideIT. SAFOR hanterar operationell risk som är nära kopplat till företagets processer, personer och system. Dess utformning grundar sig i general system theory, en holistisk verksamhetss
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16

Pitinanondha, Thitima. "Operational risk management (ORM) systems - An Australian study." Electronic version, 2008. http://hdl.handle.net/2100/600.

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University of Technology, Sydney. Faculty of Engineering.<br>In today’s business environment, increased competition, market globalisation, increased customer demands and accelerated technologies require organisations to focus on efficiency in every aspect of their operations. Many studies in operations management have focused on the improvement of operational performance, including reduction of process variability, increasing flexibility or implementing controls in operations. However, managing the risk in operations seems to have been neglected by researchers. Hence, there are two major obje
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17

Condez-Godziemba, Cyril. "Transmission System Operational Risk Assessment and Mitigation." Thesis, KTH, Elektroteknisk teori och konstruktion, 2012. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-102076.

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As transmission networks are getting older and as their components are reaching their life span’s end, the number of maintenance outages for equipments reparation or replacement is destined to gradually increase in the coming years. These outages weaken system’s security and lead to highstress situations that often do not comply with N-k operation rules. Thus in-depth risk analysis have to be performed in those cases, to ensure system’s smooth operation and optimal maintenance planning. It requires a comprehensive knowledge of contingencies consequences on system and society, but also refined
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18

JUNIOR, JOSE LUIS COUTO LYRA. "SOFTWARE IMPLEMENTATION FOR OPERATIONAL RISK MANAGEMENT SUPPORT." PONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIRO, 2005. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=7631@1.

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PONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIRO<br>O gerenciamento de risco em instituições bancárias, mais do que mera imposição das agências reguladoras distingue-se como fator de sucesso na melhoria dos processos, aumentando o resultado financeiro. Após o Acordo da Basiléia, a gerência de riscos de mercado e de crédito, cuja atuação se dá sobre as receitas, passou a ser realizada. Entretanto, alguns riscos atuam sobre as despesas, destacando-se o operacional, que é o risco de perdas oriundas de problemas com controles internos, sistemas, pessoas e eventos externos. O objetivo dest
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19

Österlund, Joakim, and Rasmusson Jens. "Sensemaking Operational Risk Manager : a qualitative study on how to become successful as an operational risk manager in the Swedish financial sector." Thesis, Uppsala universitet, Företagsekonomiska institutionen, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-388955.

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This research sheds light on the nature of the role of the operational risk controller in the financial services industry. The focus is on understanding how operational risk controllers interact with different layers of the organisation and become influential with the business lines and senior management. Nine semi-structured interviews were conducted with operational risk controllers, and it was found that their work is becoming increasingly focused on managing people with a view to creating mutual understanding. To achieve this, operational risk controllers should work more as independent fa
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Smit, Charmaine. "Measuring operational risk in the ALCO process / by Charmaine Smit." Thesis, North-West University, 2008. http://hdl.handle.net/10394/2318.

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21

Kayvan, Sadra. "Comparison of alternative methods for Operational Risk Assessment." Master's thesis, Alma Mater Studiorum - Università di Bologna, 2018.

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In the MIRMAP project, that was completed earlier this year, an improved method for doing risk analysis to support decision-making in operation was developed. The analysis is focused the activities that are taking place in the plant and how the risk level fluctuates with activity level. The individual activities and how they influence the risk is used as input to the risk model. The Risk Barometer is another approach to calculating risk to provide support to decision-making in operation. This is based on using the existing QRA, carefully selecting relevant parameters from the QRA and updating
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22

Kessler, Anna-Maria. "A Systemic Approach Framework for Operational Risk : – SAFOR –." Doctoral thesis, Kista : Department of Computer and Systems Sciences, Stockholm University, 2007. http://urn.kb.se/resolve?urn=urn:nbn:se:su:diva-7146.

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23

Halberg, Oscar, and Helmrich Mattias Wärmlös. "Operational Risk Modeling: Addressing the Reporting Threshold Problem." Thesis, KTH, Matematisk statistik, 2015. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-168656.

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External loss data are typically left truncated at a reporting threshold. Ignoring this truncation level leads to biased capital charge estimations. This thesis addresses the challenges of recreating the truncated part of the distribution. By predicting the continuation of a probability density function, the unobserved body of an external operational risk loss distribution is estimated. The prediction is based on internally collected losses and the tail of the external loss distribution. Using a semiparametric approach to generate sets of internal losses and applying the Best Linear Unbiased P
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24

BASTOS, CAMILA CRISPIM. "OPERATIONAL RISK MEASUREMENT AND ASSESSMENT: A CASE STUDY OF HEDGE OPERATION IN PETROLEUM INDUSTRY." PONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIRO, 2010. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=17095@1.

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Até meados dos anos 90 medidas para mensurar os riscos de mercado e crédito foram as maiores fontes de pesquisas acadêmicas em finanças, impulsionadas principalmente pela indústria financeira. Foi então que alguns eventos envolvendo fraudes e erros humanos causaram perdas catastróficas, inclusive a bancarrota de grandes instituições pelo mundo. Em decorrência destes eventos, surge um imenso e ainda pouco explorado campo de pesquisa para outro tipo de risco, o risco operacional. Entende-se que o Risco Operacional está associado à possíveis perdas como resultado de sistemas e/ou controles inadeq
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Esterhuysen, Ja'nel Tobias. "The management of operational risk in South African banks / by Ja'nel Esterhuysen." Thesis, North-West University, 2003. http://hdl.handle.net/10394/423.

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One of the biggest problems South African banks are experiencing when managing operational risk is the lack of a single definition for operational risk. Operational risk can take many forms; for example computer system failure, the malfunction of an ATM or in same instances the long queues at a bank can be an operational risk It is clear that banks lack sufficient information to distinguish between different operational risk events as well as other risk events like credit risk, market risk, etc. In other words, banks are experiencing great difficulties with the identification of operational ri
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26

Utz, Erich R. "Modelling and measurement methods of operational risk in banking." München Utz, 2007. http://d-nb.info/988964546/04.

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Utz, Erich R. "Modelling and measurement methods of operational risk in banking." München : H. Utz, 2008. http://deposit.d-nb.de/cgi-bin/dokserv?id=3118759&prov=M&dok_var=1&dok_ext=htm.

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28

Afambo, Edoh Fofo. "Operational Risk Capital Provisions for Banks and Insurance Companies." Digital Archive @ GSU, 2006. http://digitalarchive.gsu.edu/rmi_diss/15.

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This dissertation investigates the implications of using the Advanced Measurement Approaches (AMA) as a method to assess operational risk capital charges for banks and insurance companies within Basel II paradigms and with regard to U.S. regulations. Operational risk has become recognized as a major risk class because of huge operational losses experienced by many financial firms over the last past decade. Unlike market risk, credit risk, and insurance risk, for which firms and scholars have designed efficient methodologies, there are few tools to help analyze and quantify operational risk. Th
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Jörg, Melanie. "Operational risk : Herausforderungen bei der Implementierung von Basel II /." Frankfurt am Main : Bankakademie-Verlag, 2002. http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&doc_number=009998907&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA.

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Movshyn, Ludmilla. "Key risk indicators im Management operationeller Risiken." Frankfurt am Main Bankakad.-Verl, 2004. http://deposit.ddb.de/cgi-bin/dokserv?id=2650676&prov=M&dok_var=1&dok_ext=htm.

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Esterhuysen, Ja'nel Tobias. "The management of operational value at risk in banks / Ja'nel Esterhuysen." Thesis, North-West University, 2006. http://hdl.handle.net/10394/1676.

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van, Zyl Stephan. "Time-in-state metric as operational risk management tool for a mining operation : a case study." Diss., University of Pretoria, 2015. http://hdl.handle.net/2263/52344.

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Globalization and the advent of major industrial disasters have highlighted the need for capital intensive industries to remain competitive and profitable. In order to achieve this, companies have had to focus on mitigating operational risk. Two aspects of operational risk management involve assets and process. Both of these have particular importance to capital intensive industries. The mining industry still plays an important role in the global and national economy. It is considered a capital intensive industry and is faced with a number of challenges. It is of particular importance to this
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Röckle, Sven A. "Schadensdatenbanken als Instrument zur Quantifizierung von Operational Risk in Kreditinstituten /." Sternenfels : Wissenschaft u. Praxis, 2005. http://deposit.ddb.de/cgi-bin/dokserv?id=2655056&prov=M&dok_var=1&dok_ext=htm.

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Rouah, Fabrice. "Essays on hedge funds, operational risk, and commodity trading advisors." Thesis, McGill University, 2007. http://digitool.Library.McGill.CA:80/R/?func=dbin-jump-full&object_id=103290.

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Hedge funds report performance information voluntarily. When they stop reporting they are transferred from the "live" pool of funds to the "defunct" pool. Consequently, liquidated funds constitute a subset of the defunct pool. I present models of hedge fund survival, attrition, and survivorship bias based on liquidation alone. This refines estimates of predictor variables in models of survival, leads to attrition rates of hedge funds to be roughly one half those previously thought, and produces larger estimates of survivorship bias. Survival models based on liquidated funds only, lead to an in
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Wang, Letian. "Global supply chain risk management through operational and financial hedges." Thesis, McGill University, 2010. http://digitool.Library.McGill.CA:80/R/?func=dbin-jump-full&object_id=95041.

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This thesis comprises two papers that investigate the impact of operational and/or financial hedging on risk management in a global supply chain environment. The problems are derived from the current climate in which many North American firms are heavily contracting overseas suppliers located in China, India, Vietnam and other countries. The theoretical and numerical results obtained in this thesis provide managerial insights to mitigate demand and exchange rate risks in outsourcing in the event that firms are risk averse. The first paper studies operational hedging strategy for firms that fac
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Blacker, Keith. "An investigation into operational risk mitigation in UK retail banks." Thesis, Henley Business School, 2001. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.407372.

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Reddy, Harry 1963. "Financial supply chain dynamics : operational risk management and RFID technologies." Thesis, Massachusetts Institute of Technology, 2005. http://hdl.handle.net/1721.1/33729.

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Thesis (M. Eng. in Logistics)--Massachusetts Institute of Technology, Engineering Systems Division, 2005.<br>Includes bibliographical references (leaves 81-83).<br>The banking industry is consolidating to streamline its operations through mergers and acquisitions, and is adopting new technologies to develop innovative products and services, thereby achieving both economies of scale and scope. Operational risk management has become a serious issue in the banking industry. Some reputed banks are either forced to close down their operations (eg., Citibank Private Bank in Japan) or faced cost over
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Garzon, Rozo Betty Johanna. "Modelling operational risk using skew t-copulas and Bayesian inference." Thesis, University of Edinburgh, 2016. http://hdl.handle.net/1842/25751.

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Operational risk losses are heavy tailed and are likely to be asymmetric and extremely dependent among business lines/event types. The analysis of dependence via copula models has been focussed on the bivariate case mainly. In the vast majority of instances symmetric elliptical copulas are employed to model dependence for severities. This thesis proposes a new methodology to assess, in a multivariate way, the asymmetry and extreme dependence between severities, and to calculate the capital for operational risk. This methodology simultaneously uses (i) several parametric distributions and an al
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Movshyn, Ludmilla. "Key risk indicators im Management operationeller Risiken /." Frankfurt am Main : Bankakad.-Verl, 2005. http://deposit.ddb.de/cgi-bin/dokserv?id=2650676&prov=M&dok_var=1&dok_ext=htm.

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Opata, Jonathan. "Strategies to Minimize the Impact of Supply Chain Risk on Business Performance." ScholarWorks, 2015. http://scholarworks.waldenu.edu/dissertations/1485.

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The exposure of companies to turbulence, uncertainty, and vulnerability in their supply chain results in supply chain disruption with an estimate cost of $10 million for each supply chain disruption. The purpose of this case study was to explore the strategies supply chain managers use to mitigate supply chain disruption on business performance in a pharmaceutical company in Maryland. Contingency theory of fit formed the conceptual framework for this study. Participant perceptions were elicited in interviews with 11 supply chain managers regarding strategies to mitigate risks associated with s
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Rad, Alexander. "Bank risk management : How do bank employees deal with risk at the strategic and operational levels?" Doctoral thesis, Mittuniversitetet, Avdelningen för ekonomivetenskap och juridik, 2017. http://urn.kb.se/resolve?urn=urn:nbn:se:miun:diva-30734.

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Mabwe, Kumbirai. "Investigating the significance of people risk in the context of operational risk management in UK banks." Thesis, Glasgow Caledonian University, 2015. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.687412.

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The aim of this thesis is to investigate operational risk management with a special emphasis on people risk. The motivation to implement research in this particularly challenging area of risk management is twofold: Firstly, the increasing magnitude of operational losses as a result of people over the last decade and their negative effect on the banking industry. Secondly, literature on operational risk in banking has focused on measurement of operational risk and capital adequacy, and is therefore inconclusive on several vital questions regarding the qualitative elements of operational risk, p
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Carvalho, Rita Isabel Quintas Gouveia de. "Diagnosis of implementation and impact study of operational risk under Basel II." Master's thesis, Instituto Superior de Economia e Gestão, 2007. http://hdl.handle.net/10400.5/763.

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Mestrado em Finanças<br>The purpose of this document is to discuss some of the most controversial aspects of Basel II specifically relating to Operational Risk requirements in terms of Capital adequacy. The author presents an overview of the Basel II framework in terms of foundation, fundamentals and challenges, and specifically operational risk requirements under Pillar I, before going on to discuss some of its most controversial aspects. Against our initial expectations, several interviews conducted with Operational Risk Officers as well as with Risk experts, consolidated by the analysis of
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Corneliussen, Kjell. "Well Safety. Risk Control in the Operational Phase of Offshore Wells." Doctoral thesis, Norwegian University of Science and Technology, Norwegian University of Science and Technology, 2006. http://urn.kb.se/resolve?urn=urn:nbn:no:ntnu:diva-1876.

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<p>The main objective of this thesis has been the development of procedures and methods for risk assessment of oil and gas wells. The work is limited to the well operational phase. The procedures and methods provide status of the well risk level during the life cycle from installation to abandonment of the well. The main focus is on the two main safety functions of the well:</p><p>a. To prevent uncontrolled leakage of well fluids from the well to the environment. This function is usually referred to as well integrity and is a continuous safety function that may fail at any instant of time.</p>
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Schutte, Juane. "The role of an administrator in hedge fund operational risk management." Thesis, Nelson Mandela Metropolitan University, 2008. http://hdl.handle.net/10948/891.

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With the financial crisis of 2008 and more retirement funds and insurance companies entering the hedge fund industry, the safety of investor assets has become vital. According to a worldwide study by Kundro and Feffer (2002:42), operational risk factors account for almost half of hedge fund failures. The issues that underlie the operational risk factors relate to valuation of the fund’s assets and liabilities. Unless certain valuation practices become more widespread, hedge funds face a potential crisis of confidence with institutional and high net worth investors (Kundro and Feffer, 2002:42).
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Rivera, Mancía María Elena. "Modelling operational risk using a Bayesian approach to extreme value theory." Thesis, McGill University, 2014. http://digitool.Library.McGill.CA:80/R/?func=dbin-jump-full&object_id=123216.

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Extreme-value theory is concerned with the tail behaviour of probability distributions. In recent years, it has found many applications in areas as diverse as hydrology, actuarial science, and finance, where complex phenomena must often be modelled from a small number of observations.Extreme-value theory can be used to assess the risk of rare events either through the block maxima or peaks-over-threshold method. The choice of threshold is both influential and delicate, as a balance between the bias and variance of the estimates is required. At present, this threshold is often chosen arbitraril
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Karam, Elias. "Measuring and managing operational risk in the insurance and banking sectors." Phd thesis, Université Claude Bernard - Lyon I, 2014. http://tel.archives-ouvertes.fr/tel-01057040.

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Our interest in this thesis is first to combine the different measurement techniques for operational risk in financial companies, and we highlight more and more the consequences of estimation risk which is treated as a particular part of operational risk. In the first part, we will present a full overview of operational risk, from the regulatory laws and regulations to the associated mathematical and actuarial concepts as well as a numerical application regarding the Advanced Measurement Approach, like Loss Distribution to calculate the capital requirement, then applying the Extreme Value Theo
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Oluwafemi, Ayo Kehinde. "Accessing the effectiveness of operational risk management amongst portuguese banks." Master's thesis, 2020. http://hdl.handle.net/10362/96486.

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Dissertation presented as the partial requirement for obtaining a Master's degree in Statistics and Information Management, specialization in Risk Analysis and Management<br>This research work was carried out to Access the Effectiveness of Operational Risk Management amongst Portuguese banks, using one of the big banks in Portugal as a case study. Operational Risk has been in existence longer than we know but the concept of Operational risk was not well defined until 1995. Operational risk exposes Organizations to diverse risks that can be quite fatal and as such gives rise to the interes
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"Statistical modelling of operational risk." 2006. http://library.cuhk.edu.hk/record=b5892836.

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Yeung Yu Ming.<br>Thesis (M.Phil.)--Chinese University of Hong Kong, 2006.<br>Includes bibliographical references (leaves 35-38).<br>Abstracts in English and Chinese.<br>Chapter 1 --- Introduction --- p.1<br>Chapter 2 --- Risk Measures --- p.3<br>Chapter 2.1 --- Extreme Value Thoery --- p.4<br>Chapter 2.2 --- Estimating Excess Distributions --- p.7<br>Chapter 2.3 --- Estimating Tails of Distributions --- p.9<br>Chapter 2.4 --- VaR and ES --- p.10<br>Chapter 3 --- Fitting VaR Time Series --- p.13<br>Chapter 3.1 --- Autoregressive Integrated Moving Average Models --- p.13<br>Chapter 3.2
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50

Tsai, Chia-wen, and 蔡佳紋. "The Research of Operational Risk Measurement." Thesis, 2004. http://ndltd.ncl.edu.tw/handle/03669759244551168067.

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碩士<br>中國文化大學<br>會計研究所<br>92<br>The loss from operational risk may be caused by inadequate or failed internal processes, people and systems or from external events. In recent years there are many financial event occurs one after another, we can not but face up to it’s importance. This also is why Basel Committee brings into it in the Capital Accord. After experience a succession of loss, the financial organs took the lead in 1980 ages to carry on the risk management. And the key point is to reduce the earnings undulation which the financial risk caused. The financial risk was referred to the in
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