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Informationen zum Autor GREG N. GREGORIOU, P h D, is Professor of Finance in the School of Business and Economics at the State University of New York at Plattsburgh. He has written over fifty articles on hedge funds and managed futures in various peer-reviewed publications. In addition to a multitude of publications with a variety of publishers, Gregoriou is author of the following Wiley books: Stock Market Liquidity; International Corporate Governance After Sarbanes-Oxley; Commodity Trading Advisors; Hedge Funds: Insights in Performance Measurement, Risk Analysis, and Portfolio Allocation; and Evaluating Hedge Fund and CTA Performance. Klappentext Praise for Operational Risk toward Basel III"This book provides a comprehensive framework for understanding operational risk at both the qualitative and quantitative level. The discussions on best practices, management, and the regulatory environment are very valuable for anyone working in this field."--Paul Brockman, Matteson Professor of Financial Services, College of Business, University of Missouri"Operational risk has entered the finance arena recently and has become a very popular and important area. This book, edited by Professor Greg Gregoriou, is a serious, well-thought, and much-needed contribution to the finance literature. The content here is designed to advance the knowledge of academics and practitioners alike, covering all the latest developments. It nicely balances all elements of operational risk (i.e., modeling, managing, and regulating) without sacrificing its academic rigor."--Dr. Sotiris K. Staikouras, Associate Professor of Banking & Finance, Director of Undergraduate Programmes, Cass Business School, London"This book collects unique and useful insights into qualitative and quantitative operational risk management techniques and is therefore a must-read for both scholars and professionals. Greg Gregoriou has done an excellent job of collecting highly informative contributions from leading experts on this topic, presenting the latest cutting-edge research in operational risk management."--Dr. Dieter Kaiser, Director of Hedge Funds, Feri Institutional Advisors GmbH"This is an important work on a topic of keen interest to risk management personnel at financial institutions, and to all those involved in researching or advising on the Basel II Capital Accord. The editor, Professor Greg Gregoriou, is to be congratulated for bringing together these stimulating, cutting-edge contributions on operational risk."--Dr. Paul Ali, SJD, Associate Professor, Melbourne Law School, The University of Melbourne Zusammenfassung This book consists of chapters by contributors (well-known professors, practitioners, and consultants from large and well respected money management firms within this area) offering the latest research in the OpRisk area. Inhaltsverzeichnis Foreword ix About the Editor xi Acknowledgments xiii About the Contributors xv Part One Operational Risk Measurement: Qualitative Approaches Chapter 1 Modeling Operational Risk Based on Multiple Experts' Opinions 3 Jean-Philippe Peters and Georges H übner Chapter 2 Consistent Quantitative Operational Risk Measurement 23 Andreas A. Jobst Chapter 3 Operational Risk Based on Complementary Loss Evaluations 69 Andrea Giacomelli and Loriana Pelizzon Chapter 4 Can Operational Risk Models Deal with Unprecedented Large Banking Losses? 85 Duc Pham-Hi Chapter 5 Identifying and Mitigating Perceived Risks in the Bank Service Chain: A New Formalization Effort to Address the Intangible and Heterogeneous Natures of Knowledge-Based Services 97 Magali Dubosson and Emmanuel Fragni ère Chapter 6 Operational Risk and Stock Market Returns: Evidence from Turkey 115 M. Nihat Solako ¿lu and K. Ahmet K ös...
