Operational risk management : best practices in the financial services industry

Operational risk management : best practices in the financial services industry / Ariane Chapelle.

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Bibliografiske detaljer
Hovedforfatter: Chapelle, Ariane (Author)
Format: eBog
Sprog:English
Udgivet: Hoboken : Wiley, 2018.
Udgivelse:First edition.
Serier:The wiley finance series
Fag:
Financial services industry > Risk management.
Banks and banking > Risk management.
Bank management.
Financial risk management.
BUSINESS & ECONOMICS > Finance.
Bank management
Financial risk management
Online adgang:Click for online access
Indholdsfortegnelse:
  • Cover; Title Page; Copyright; Contents; About the Author; Foreword; Preface; Introduction; Part One Risk Identification; Chapter 1 Risk Identification Tools; Top-Down and Bottom-Up Risk Identification; Exposure and Vulnerabilities; The Risk Wheel; The Root Causes of Damages and Revenues; Process Mapping; Interviews of Key Staff; What Already Happened: Internal Losses, External Losses and Near Misses; Chapter 2 Scenario Identification Process; Scenario Preparation and Governance; Scenario Generation and Selection; Chapter 3 Risk Definition and Taxonomy; Defining Risks; Risk Management Taxonomy
  • Chapter 4 Risk Connectivity and Risk NetworksManaging Risks in Clusters; Risk Connectivity to Prioritize Risk Management Attention; Risk Connectivity Applied to Top Risk Survey; Part Two Risk Assessment; Chapter 5 Risk Appetite; Context and Objectives; Reward: The Missing Piece of Risk Appetite; Risk Appetite Structure; Top-Down and Bottom-up Approaches to Risk Appetite; Tying Risk Appetite with the Rest of the Framework; How Much is too Much?; Chapter 6 Risk and Control Self-Assessments; Structure and Objectives of RCSAs; Impact and Likelihood Ratings and Assessments
  • Combining Likelihood and Impact: The HeatmapLinks with Other Parts of the Framework; Chapter 7 Scenario Assessment; Severity Assessment; Frequency Assessment; Range of Scenario Assessment Techniques; Scenario Documentation and Validation; Management Lessons from Scenario Analysis; Chapter 8 Regulatory Capital and Modeling; Regulatory Capital: Rationale and History in a Nutshell; Pillar 1
  • Regulatory Capital for Operational Risk; Pillar 2
  • Supervisory Review Process; Stress Testing; Wind-Down Planning; Part Three Risk Mitigation; Chapter 9 Operational Risk Governance
  • Risk Governance and the Role of the BoardThree Lines of Defense Model; Second Line: Between Guidance and Challenge; Risk Committees and Organization; Policies and Procedures; Chapter 10 Risk Mitigation; Definitions; Types of Controls; Control Testing; Prevention Through Design; Chapter 11 Root Cause Analysis and Action Plans; Generalities and Good Practice; Bow-tie Tool and Systemic Patterns of Failure; Action Plan Design and Governance; Chapter 12 Conduct and Culture; Definitions; How to Achieve Change; Part Four Risk Monitoring; Chapter 13 Incident Data Collection
  • Importance of Loss Reporting and Regulatory RequirementsLosses Versus Incidents and the Fallacy of Non-Financial Impacts; Incident Data Collection Process; Boundary Event Reporting; Review and Validation; Chapter 14 Key Risk Indicators; Introduction; Roles of Risk Indicators; Key Indicators: Performance, Risks and Controls; Ten Features of Leading KRIs; Categories of KRIs; KRI Design: Number, Thresholds and Governance; Validation KRI Framework; Summary: Framework for Preventive KRIs; Chapter 15 Risk Reporting; Golden Rules of Reporting; Typical Content of Risk Reporting

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