Risk mapping and Key Risk Indicators in Operational Risk management

Economic Notes

Volumn 34, Issue 2, 2005, Pages 231-256

  Scandizzo, Sergio ^a  

^a EUROPEAN INVESTMENT BANK   (Luxembourg)

Author keywords

[No Author keywords available]

Indexed keywords

BANKING; RISK ASSESSMENT; STATISTICAL ANALYSIS; TRADE;

EID: 33745218295     PISSN: 03915026     EISSN: 14680300     Source Type: Journal    
DOI: 10.1111/j.0391-5026.2005.00150.x     Document Type: Article

References (15)

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2. Basel Committee on Banking Supervision (2003), "Sound Practices for the Management and Supervision of Operational Risk", Consultative Paper, Basel.
3. Basel Committee on Banking Supervision (2004), "International Convergence of Capital Measurements and Capital Standards", Basel.
4. M. Crouhy -D. Galai -R. Mark (1998), "Key Steps in Building Consistent Operational Risk Measurement and Management", in Operational Risk and Financial Institutions, London: RISK Books.
5. M. Cruz (2002), Modelling, Measuring and Hedging Operational Risk, New York: J. Wiley & Sons.
6. J. Davis -M. Haubenstock (2002), "Building Effective Indicators to Monitor Operational Risk", The RMA Journal, May, pp. 40-43.
7. S. Ebnöther -P. Vanini -A. Mc Neil -P. Antolinez (2003), "Operational Risk: A Practitioner's View", The Journal of Risk, 5 (3), pp. 1-15.
8. M. Finlay (2004), "KRIs: An Industry Framework", Operational Risk, July.
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11. S. Scandizzo (2000), "Operational Risk Measurement in Financial Institutions: A Fuzzy Logic Approach", in B. Bouchon-Meunier, R. R. Yager and L. A. Zadeh (eds), Uncertainty in Intelligent and Information Systems, Singapore: World Scientific.
12. S. Scandizzo -R. Setola (2003), A Scorecard for the Measurement of Operational Risk", Operational Risk, December.
13. G. J. van der Brink, (2002), Operational Risk, The New Challenge for Banks, New York: Palgrave Macmillan.
14. P. Vinella (2004), "A Foundation for KPI and KRI", Operational Risk, November.
15. L. A. Zadeh (1965), "Fuzzy Sets", Information and Control, 8, pp. 338-53.