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  Strona główna » Nauki ekonomiczne »
Operational Risk Management in a Bank 25,20zł

Autor: Wincenty Kulpa

ISBN 978-83-7996-096-5

Rok wydania: 2015

Liczba stron: 232

Format: B5

Oprawa: broszurowa

Cena: 25,20 zł (z VAT)

 

CONTENTS

 

INTRODUCTION

 

CHAPTER I

OPERATIONAL RISK IN A BANK

1.1. THE CONCEPT OF BUSINESS AND FINANCIAL RISK

1.2. DISTINCTION OF OPERATIONAL RISK IN BANKS

1.3. EXAMPLES OF SPECTACULAR OPERATIONAL RISK GENERATED LOSS

 

CHAPTER II

OPERATIONAL RISK AND SYSTEMIC RISK IN MODERN FINANCIAL MARKETS

2.1. STRUCTURE OF FINANCIAL MARKETS

2.2. RISK FACTORS IN THE FINANCIAL MARKET

2.3. SYSTEMIC RISK

2.4. OPERATIONAL RISK IN FINANCIAL MARKETS

2.5. RISK APPETITE

2.6. OPERATIONAL RISK AND THE GLOBAL CRISIS IN THE BANKING SECTOR

 

CHAPTER III

REGULATIONS CONCERNING THE MANAGEMENT OF OPERATIONAL RISK IN A

BANK

3.1. SECURITY OF FINANCIAL SYSTEM

3.2. WORLD REGULATIONS IN THE SCOPE OF MANAGING OPERATIONAL RISK

3.3. EUROPEAN REGULATIONS

3.4. NATIONAL REGULATIONS

3.5. INTERNAL BANK REGULATIONS

3.6. REGULATIVE ROLE OF CORPORATE GOVERNANCE

 

CHAPTER IV

METHODS AND MODELS OF OPERATIONAL RISK MEASUREMENT IN A BANK

4.1. CAPITAL ADEQUACY THE AIM OF OPERATIONAL RISK MEASUREMENT IN A BANK

4.2. FAILURE MODE EFFECTS ANALYSIS (FMEA)

4.3. RISK MATRIX

4.4. METHODS USED TO ALLOCATE THE CAPITAL TO COVER OPERATIONAL RISK

4.5. BASIC INDICATOR APPROACH (BIA)

4.6. THE STANDARDISED APPROACH (TSA)

4.7. ALTERNATIVE STANDARDIZED APPROACH (ASA)

4.8. THE SPECIFICITY OF ADVANCED MEASUREMENT APPROACHES (AMA)

4.9. ADVANCED OPERATIONAL RISK MEASUREMENT APPROACHES (AMA) TO CAPITAL REQUIREMENT OF THE BANK

4.10. COMPARISON OF METHODS DETERMINING THE CAPITAL REQUIREMENT FOR OPERATIONAL RISK

 

CHAPTER V

OPERATIONAL RISK MANAGEMENT SYSTEM IN A BANKING ENTERPRISE

5.1. STRATEGY AND STRUCTURE OF OPERATIONAL RISK MANAGEMENT

5.2. IDENTIFICATION OF OPERATIONAL RISK IN A BANK

5.3 ASSESSMENT AND MEASUREMENT OF OPERATIONAL RISK IN A BANK IN ORDER TO DETERMINE CAPITAL REQUIREMENT

5.4. COUNTERACTING RISK

5.5. OPERATIONAL RISK CONTROL IN A BANK

5.6. MONITORING AND REPORTING OPERATIONAL RISK IN A BANK

 

CHAPTER VI

AN ATTEMPT TO APPLY AMA MODEL TO CALCULATE CAPITAL ADEQUACY FOR

OPERATIONAL RISK IN A BANK

6.1. FOUNDATIONS OF CALCULATING CAPITAL REQUIREMENT FOR OPERATIONAL RISK USING THE AMA APPROACHES

6.2. CALCULATING THE VALUE OF CAPITAL REQUIREMENT FOR OPERATIONAL RISK USING THE

ADVANCED APPROACH AMA AND LDA MODEL.

6.3. ASSESSING DISTRIBUTION OF LOSS ACUTENESS (SIZE) IN A SELECTED RISK CLASS

6.4. ESTIMATING LOSS NUMBER (FREQUENCY) DISTRIBUTION

6.5. CREATING DISTRIBUTION LINE OF JOINT DISTRIBUTION IN A SELECTED RISK CLASS

6.6. CALCULATING TOTAL CAPITAL FOR RISK

6.7. CALCULATING CAPITAL VALUE FOR OPERATIONAL RISK FOR THE PURPOSE OF CAPITAL ADEQUACY OF A BANK

6.8. ALLOCATING CAPITAL REQUIREMENT CALCULATED FOR BANK INTERNAL SUBJECTS BY MEANS OF THE ADVANCED METHOD

 

CHAPTER VII

OPERATIONAL RISK CAPITAL IN BANKS IN POLAND IN THE YEARS 2010-2012

7.1. THE TOTAL CAPITAL REQUIREMENT IN THE EQUITY FUNDS OF THE STUDIED BANKS

7.2. OPERATIONAL RISK CAPITAL REQUIREMENT IN THE STUDIED BANKS

7.3. ESTIMATION OF THE CAPITAL ADEQUACY FOR OPERATIONAL RISK ON THE EXAMPLE OF TWO BIGGEST BANKS IN POLAND

 

CONCLUSION

 

BIBLIOGRAPHY

 

INDEX OF DIAGRAMS

 

INDEX OF FIGURES

 

INDEX OF TABLES

 

APPENDIX 1. THE SHARE OF THE TOTAL CAPITAL REQUIREMENT IN THE EQUITY OF BANKS IN THE YEARS 2010-2012

 

APPENDIX 2. THE SHARE OF OPERATIONAL RISK REQUIREMENT IN THE TOTAL

CAPITAL REQUIREMENT FOR THE STUDIED BANKS IN THE YEARS 2010-2012

 

APPENDIX 3. OPERATIONAL RISK CAPITAL REQUIREMENT IN THE EQUITY IN

SELECTED BANKS IN THE YEARS 2010-2012

 

ZHRNUTIE

 

Data dodania pozycji do sklepu: kwiecień 2015.
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