Zobrazit minimální záznam
dc.contributor.author |
Černohorská, Liběna |
|
dc.contributor.author |
Rippel, Milan |
|
dc.contributor.author |
Teplý, Petr |
|
dc.date.accessioned |
2010-12-22T09:09:28Z |
|
dc.date.available |
2010-12-22T09:09:28Z |
|
dc.date.issued |
2010 |
|
dc.identifier.issn |
1211 – 555X |
|
dc.identifier.uri |
http://hdl.handle.net/10195/38063 |
|
dc.description.abstract |
Operational risk has become one of the most discussed topics by both academics and
practitioners in the financial industry in the recent years. The reasons for this attention can
be attributed to higher investments in information systems and technology, the increasing
wave of mergers and acquisitions, emergence of new financial instruments and the growth of
electronic dealing. In addition, the New Basel Capital Accord (known as Basel II) demands a
capital requirement for operational risk and further motivates financial institutions to more
precisely measure and manage this type of risk. The aim of this paper is to shed light on main
characteristics of operational risk management and common applied methods: scenario
analysis, key risk indicators, risk control self assessment and loss distribution approach. |
eng |
dc.format |
p. 41-49 |
cze |
dc.language.iso |
eng |
|
dc.language.iso |
eng |
|
dc.publisher |
Univerzita Pardubice |
cze |
dc.relation.ispartof |
Scientific papers of the University of Pardubice. Series D, Faculty of Economics and Administration. 16 (1/2010) |
eng |
dc.subject |
operational risk |
eng |
dc.subject |
economic capital |
eng |
dc.subject |
Basel II |
eng |
dc.subject |
scenario analysis |
eng |
dc.subject |
key risk indicators |
eng |
dc.subject |
loss distribution approach |
eng |
dc.title |
Key operational risk management techniques |
eng |
dc.type |
Article |
eng |
dc.peerreviewed |
yes |
eng |
dc.publicationstatus |
published |
eng |
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