Soprano / Crielaard / Piacenza Measuring Operational and Reputational Risk

A Practitioner's Approach
1. Auflage 2010
ISBN: 978-0-470-74211-2
Verlag: John Wiley & Sons
Format: PDF
Kopierschutz: Adobe DRM (»Systemvoraussetzungen)

E-Book, Englisch, 226 Seiten, E-Book

Reihe: The Wiley Finance Series

How to apply operational risk theory to real-life bankingdata
Modelling Operational and Reputational Risks shows practitionersthe best models to use in a given situation, according to the typeof risk an organization is facing. Based on extensive appliedresearch on operational risk models using real bank datasets, itoffers a wide range of various testing models and fittingtechniques for financial practitioners. With this book,professionals will have a foundation for measuring and predictingthese important intangibles.
Aldo Soprano (Madrid, Spain) is Group Head of operational riskmanagement at UniCredit Group.

Autoren/Hrsg.

Soprano, Aldo

Crielaard, Bert

Piacenza, Fabio

Ruspantini, Daniele

Über Autor(innen)

ALDO SOPRANO is Managing Director, UniCredit Basel 2 projectmanager for Central and Eastern European countries. Previously hewas Group Head of Operational Risk Management. A Graduate inEconomics, he holds a Master in Finance. In his career he has alsobeen responsible for market risk management, credit risk control,capital allocation and more recently Chief Risk Officer ofUniCredit Kazakhstan. He is the author of several articles on riskmanagement and was the Chairman of the International Institute ofFinance's Working Group on Operational Risk.
BERT CRIELAARD works in the Operational Risk Department ofUniCredit (Holding) and is group-wide responsible for operationalrisk management in the Corporate, Private Banking and AssetManagement business divisions. Previously he worked in theinsurance and asset management industry in Italy and theNetherlands. He is (co-)author of articles on insurance in riskmanagement.
FABIO PIACENZA is a senior quantitative analyst at UniCreditGroup Operational Risk Management in Milan. Graduated inmathematics, he is author of several articles on operational riskrelated topics.
DANIELE RUSPANTINI works in UniCredit Group Milan in theOperational Risk Management team, graduated in mathematics, he isco author of articles on quantitative risk management.