Operational Risk Management A Practical Approach to Intelligent Data Analysis

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ISBN: 9780470747483 | 047074748X
Cover: Hardcover
Copyright: 10/25/2010

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The book will introduce modern Operation Risk (OpR) Management and illustrates the various sources of OpR assessment and OpR mitigation. This book discusses how various data sources can be integrated and analyzed and how OpR is synergetic to other risk management activities such as Financial Risk Management and Internationalization. The topics will include state of the art technology such as semantic analysis, ontology engineering, data mining and statistical analysis.

Foreword
Preface
Introduction
Notes on Contributors
List of Acronyms
Introduction to Operational Risk Management
Risk management: a general view
Introduction
Definitions of risk
Impact of risk
Types of risk
Enterprise risk management
State of the art in enterprise risk management
Summary
References
Operational risk management: an overview
Introduction
Definitions of operational risk management
Operational risk management techniques
Operational risk statistical models
Operational risk measurement techniques
Summary
References
Data for Operational Risk Management and its Handling
Ontology-based modelling and reasoning in operational risks
Introduction
Generic and axiomatic ontologies
Domain-independent ontologies
Standard reference ontologies
Operational risk management
Summary
References
Semantic analysis of textual input
Introduction
Information extraction
The general architecture for text engineering
Text analysis components
Ontology support
Ontology-based information extraction
Evaluation
Summary
References
A case study of ETL for operational risks
Introduction
ETL (Extract, Transform and Load)
Case study specification
The ETL-based solution
Summary
References
Risk-based testing of web services
Introduction
Background
Problem statement
Risk assessment
Risk-based adaptive group testing
Evaluation
Summary
References
Operational Risk Analytics
Scoring models for operational risks
Background
Actuarial methods
Scorecard models
Integrated scorecard models
Summary
References
Bayesian merging and calibration for operational risks
Introduction
Methodological proposal
Application
Summary
References
Measures of association applied to operational risks
Introduction
The arules R script library
Some examples
Summary
References
Operational Risk Applications and Integration With Other Disciplines
Operational risk management beyond AMA: new ways to quantify non-recorded losses
Introduction
Non-recorded losses in a banking context
Methodology
Performing the analysis: a case study
Summary
References
Combining operational risks in financial risk assessment scores
Interrelations between financial risk management and operational risk management
Financial rating systems and scoring systems
Data management for rating and scoring
Use case: business retail ratings for assessment of probabilities of default
Use case: quantitative financial ratings and prediction of fraud
Use case: money laundering and identification of the beneficial owner
Summary
References
Intelligent regulatory compliance
Introduction to standards and specifications for business governance
Specifications for implementing a framework for business governance
Operational risk from a BMM/SBVR perspective
Intelligent regulatory compliance based on BMM and SBVR
Generalization: capturing essential concepts of operational risk in UML and BMM
Summary
References
Democratisation of enterprise risk management
Democratisation of advanced risk management services
Semantic-based technologies and enterprise-wide risk management
An enterprise-wide risk management vision
Integrated risk self-assessment: a service to attract customers
A real-life example in the telecommunications industry
Summary
References
Operational risks, quality, accidents and incidents
The convergence of risk and quality management
Risks and the Taleb quadrants
The quality ladder
Risks, accidents and incidents
Operational risks in the oil and gas industry
Operational risks: data management, modelling and decision making
Summary
References
Index
Table of Contents provided by Publisher. All Rights Reserved.

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Operational Risk Management A Practical Approach to Intelligent Data Analysis

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