Documentos
Banco Internacional de Pagos – Comité de Basilea
- High-level principles for business continuity
Joint Forum Document – Agosto 2006
http://www.bis.org/publ/joint17.htm
- The treatment of expected losses by banks using the AMA under the Basel II Framework
Basel Committee Newsletter No. 7 (November 2005)
http://www.bis.org/publ/bcbs_nl7.pdf
- El Tratamiento del Riesgo Operacional en Basilea II
M.ª Ángeles Nieto Giménez-Montesinos
- Outsourcing Financial Services
Febrero 2005
http://www.bis.org/bcbs/jfpubl.htm
- Operacional Risk Transfer across Financial sector
Agosto 2003
http://www.bis.org/publ/joint06.pdf
- Principle for the homehost recognition of AMA Operational Risk Capital
Agosto 2003
http://www.bis.org/publ/bcbs106.pdf
- Sound Practices for the Management and Supervision of Operational Risk
Febrero 2003
http://www.bis.org/publ/bcbs96.pdf
- Operational Risk Data collection exercise
Junio 2002
http://www.bis.org/bcbs/qis/oprdata.pdf
- QIS2 Operational Risk Loss Data
Mayo 2001
- Quantitative Impact Study for Operational Risk: Summary of the Data Collected
http://www.bis.org/bcbs/qis/qisopriskresponse.pdf
- Loss Data Collection Exercise for Operational Risk
Marzo 2003
http://www.bis.org/bcbs/qis/ldce2002.pdf
- Consultative Document - Operational Risk
Enero 2001
http://www.bis.org/publ/bcbsca07.pdf
- Operational Risk Loss Data
4 Mayo 2001
Banco de España
- Borrador del Apartado de Riesgo Operacional emitido como Banco de España el 31/01/2007 de presentación del proceso de consulta.
Financial Services Authority (FSA)
- Operational Risk Systems and control- pdf
http://www.fsa.gov.uk/pages/Library/Policy/Policy/2003/ps142.shtml
- Building a framework for an operational risk management: FSA’s observations
http://www.fsa.gov.uk/pages/Library/Policy/Policy/2003/ps142_2.shtml
- Operational Risk management practices-pdf
Bristish Bankers Association
- Operational Risk Database Association
http://www.bba.org.uk/content/1/c4/19/48/45714.pdf
- Operational Risk Management Survey Final Report (Draft)
- Chapter 1 – Executive Summary
http://www.bba.org.uk/pdf/Chapter1.pdf
- Chapter 2 – Project Profile
http://www.bba.org.uk/pdf/Chapter2.pdf
- Chapter 3 – Background on Operational Risk
http://www.bba.org.uk/pdf/Chapter3.pdf
- BBA Operational Risk Database Loss Categorisation (Ms Excel)
http://www.bba.org.uk/pdf/ORCategorisation.xls
- BBA Operational Risk Database Standard Fields (Ms Word)
http://www.bba.org.uk/pdf/ORDbStdFields.doc
- Responses to Basel Proposal for an Operational Risk Capital Charge
Management Solutions
- Recopilación de las prácticas observadas en las Entidades con vocación de aplicar modelos AMA en Riesgo Operacional en 3 ámbitos: aspectos de gestión interna, datos y modelización.
Resumen_MS_Observed range of practice _AMA.pdf
- Identificación, medición y gestión del riesgo operacional. Una visión práctica
Raul García de Blas
Idenficación_medición_gestión_RO.pdf
- Gestión operacional del Riesgo
José Luis Carazo
ClubRiesgosGIR (Implicaciones de Basilea en GIR).doc
- Resumen del documento de BIS "The treatment of expected losses by banks using the AMA under the Basel II Framework"
- Resumen del documento de The Joint Forum "Outsourcing in Financial Services"
- Documento resumen emitido por Management Solutions en Febrero 2007 del borrador de la circular de solvencia en el apartado de Riesgo Operacional
Resumen_MS_Borrador_Circular_ROp.pdf
Otros archivos
- Scenario-based AMA
Mayo 2003
Banca Intesa, Barclays Bank, Credit Suisse First Boston, Dresdner Bank, Fortis Bank, Halifax Bank of Scotland, Lloyds TSB, The Royal Bank of Scottland Group, UFJ Holdings Inc, Euroclear
- Using Loss Data to Quantify Operational Risk
Patrick de Fontnouvelle, Virginia DeJesus-Rueff, John Jordan and Eric Rosengren, April 2003
- Solutions on Measuring Operational Risk
- A Domestic Regulatory Approach to Operational Risk
Risk Harris, December 2002
Sb operational_risk_archive_2002_domestic_regulatory_approach.pdf
- The modelling of operational risk: experience with the analysis collected by Basel Committee
Marco Moscadelli, July 2004
- Operational Risk in Financial Services
- A Perfect Storm – Why are some Operational Losses larger than others?
Patrick Mc Connell, July 2006
Perfect_Basel_loss_event_types_Extreme_losses.pdf
- Safety First - Scenario Analysis under Basel II
Patrick Mc Connell and Martin Davies, April 2006
- Advanced Extremal Models for Operational Risk
V. Chavez and P. Embrechts, June 2004
advanced_extermal_models_fororisk.pdf
- The near-miss management of operational risk
Alexander Muermann and Ulku Oktem
definingmeasuring and managing o risk_.pdf
- Treatment of incomplete data in the field of operational risk: the effects on parameter estimates, EL and UL figures
Marco Moscadelli, Anna Chernobai and Svetlozar T. Rachev, June 2005
Moscadelli-Treatmentofmissingdata_effect.pdf
- A Tale of Tails: An Empirical Analysis of Loss Distribution Models for Estimating Operational Risk Capital
Kabir Dutta and Jason Perry, Federal Reserve Bank of Boston No. 06-13
- The Correlation Problem in Operational Risk
Antoine Frachot, Thierry Roncalli and Eric Salomon, January 2004
- Loss Distribution Approach in Practice
Antoine Frachot, Olivier Moudoulaud and Thierry Roncalli, May 2003
- An Internal Model for Operational Risk Computation
Nicolas Baud, Antoine Frachot and Thierry Roncalli
- Loss Distribution Approach for operational risk
A. Frachot, P. Georges and T. Roncalli, April 2001
- Mixing internal and external data for managing operational risk
Antoine Frachot and Thierry Roncalli, January 2002
- Internal Data, external data and consortium data for operational risk measurement: How to pool data properly?
Nicolas Baud, Antoine Frachot and Thierry Roncalli, June 2002
