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Sound Practices for the Management and Supervision of Operational Risk, Basel Committee on Banking Supervision, February 2003.
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International Convergence of Capital Measurement and Capital Standards: A Revised Framework, Basel Committee on Banking Supervision, June 2004.
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Working Paper on the Regulatory Treatment of Operational Risk, Basel Committee on Banking Supervision, September 2001.
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Consultative Document: Operational Risk, Supporting Document to the New Basel Capital Accord, Basel Committee on Banking Supervision, January 2001.
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Quantitative Impact, Study 3, Instructions, For banks providing data on the Standardised and Internal Ratings Based Approaches, Basel Committee on Banking Supervision, October 2002
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Quantitative Impact, Study 3, Technical Guidance, For banks providing data on the Standardised and Internal Ratings Based Approaches, Basel Committee on Banking Supervision, October 2002.
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The Quantitative Impact Study for Operational Risk: Overview of Individual Loss Data and Lessons Learned, Basel Committee on Banking Supervision, January 2002.
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Operational Risk Data Collection Exercise – 2002, Basel Committee on Banking Supervision, June 2002.
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Operational Risk Capital Allocation and Integration of Risks, Elena A. Medova, Centre for Financial Research, The Judge Institute of Management, University of Cambridge UK.
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Operational Risk Quantification: Mathematical Solutions for Analyzing Loss Data, Gene lvarez, May 2001.
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The modelling of operational risk: experience with the analysis of the data collected by the Basel Committee, by Marco Moscadelli, July 2004.
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Implementation of the Capital Accord for Operational Risk, ORIAG Working Paper, January 2003.
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Operational Risk Regulatory Approach Discussion Paper, International Swaps and Derivatives Association, September 2000.
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Best Practices in Risk Management, Robert M. Mark, May 2002.
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Operational Risk: A Discussion of Quantification Techniques, John Jordan, Federal Reserve Bank of Boston, March 10, 2004.
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Operational Risk Quantification and Insurance, Capital Allocation for Operational Risk, 14th-16th November 2001, Bahram Mirzai, Swiss Re.
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Operational Risk, Advanced Risk Management, IFF, January 2002.
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Operational Risk Measurement: Advanced Approaches, Carol Alexander, ISMA Centre, April 2002.
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Capital Allocation for Operational Risk Implementation Challenges for Bank Supervisors, Eric Rosengren, Senior Vice President, Federal Reserve Bank of Boston, Joint Operational Risk Conference, November 15, 2001.
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Position Paper of the Italian Banking Industry on “Sound Practices for the Management and Supervision of Operational Risk”, ABI, March 2002.
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Implementing a Comprehensive LDA Leading Edge Issues in Operational Risk Measurement, Bank of America Corporation Risk Capital & Portfolio Analysis, May 29, 2003.
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Incorporating Expert Judgement in Operational Risk Quantification Critical Systems Conference, Norman Fenton, Agena Ltd and Queen Mary, 15 October, 2002.
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Quantification of Operational Risk, Alberto Balestra.
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Casualty Actuarial Society 2001 Seminar on Understanding the Enterprise Risk Management Process, Samir Shah, San Francisco, April 2-3, 2001.
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