The Actuarial Approach to Loss Distribution

The Actuarial Approach to Loss Distribution

Reynolds and Syer, 2002

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'The Past is Prologue: Lessons From the Stock Parking Events of the 1980s' By Penny Cagan

A discussion on how to examine past frauds and apply their lessons learned to present day events.

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The Disclosure Debate

Discussion concerning the effectiveness of new hedge fund filing regulations and if they could have prevented the Bayou Fund fraud.

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On Finding Linkages Between Corporate Governance and Operational Risk

A study of the linkages between corporate governance and operational risk.

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Ten Myths about Operational Risk Databases

An overview of the characteristics of external loss events and how they can be used and misused as content for operational risk initiatives.

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Implications of Alternative Operational Risk Modeling Techniques

This paper examines the empirical regularities in operational loss data, using loss data from six large internationally active banking institutions.

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Deconstructing Value

A careful examination of how the characteristics of a loss event can be isolated and analysed in a process that provides context and and content for a robust operational risk self-assessment program.

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'Using Loss Data to Quantify Operational Risk'

A discussion that considers newly available data collected from public information sources, and shows how such data can be used to quantify operational risk for large internationally active banks.

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Quantifying Capital for Operational Risk

Amidst a great debate over how to quantify capital for operational risk, this edition of 'OR' presents an overview of the alternatives and key considerations in selecting an approach for both internal economic and regulatory capital.

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The First Gentle Steps

A discussion of how to achieve an operational risk cultural shift within an organization through the use of a series of common-sense qualitative measures.

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Approach with Caution

An honest discussion of both the benefits and pitfalls of designing an operational risk program around an risk indicator approach. Includes examples of risk indicators and an examination of how to develop and track them.

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Qualitative analysis of external operational risk events worldwide.

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An External Perspective

Prudential adds an external loss database to its framework of managing operational risk.

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