Document Search
Add To My Bookshelf Sign in or Register Save And Annotate
Keywords:

operational risk sign in to follow this
stochastic systems sign in to follow this
Categories:

VaR Uses sign in to follow this
--Operational Risk sign in to follow this
Half-Life:
Impact:
Discuss This Paper
Sign in to follow this page
Recent Comments
  more
From Operational Risk to Operational Excellence
Year Of Publication: 2003
Month Of Publication: July
Pages: 19
Download Count: 1318
View Count: 9110
Comment Num: 0
Language: EN
Source: working paper
Who Can Read: Free
Date: 7-6-2003
Publisher: Administrator
Summary
In this paper operational risk is considered from a purely business or profitability point of view. We show for quantifiable operational risk that the three basic figures for profitability management - value, costs and risks - can be modelled such that an integrative point of view on profitability over the value chain is possible. To achieve this goal, we specify the general dynamic and stochastic model and consider an IT-network case study. The case study shows how neglecting the operational risk dependence structure or the counter-measures leads to distorted and misleading risk and cost figures, respectively.
This document is published in Advances in Operational Risk, 2nd Edition, Risk Books
Author(s)
Dobeli, Barbara Sign in to follow this author
Leippold, Markus Sign in to follow this author
Vanini, Paolo Sign in to follow this author
This document's citation network:
Similar Documents:
Close window
Sign up in one step, no personal information required. Already a Member?



Email:
Repeat Email:
User Name:
Password:
Confirm Password:

Sign Up


Welcome to GloriaMundi!
Thanks for singning up



continue or edit your profile