Foreword. About the Editor. Acknowledgments. About the Contributors. PART ONE: Operational Risk Measurement: Qualitative Approaches. CHAPTER 1: Modeling Operational Risk Based on Multiple Experts? Opinions ( Jean-Philippe Peters and Georges Hübner ). CHAPTER 2: Consistent Quantitative Operational Risk Measurement ( Andreas A. Jobst ).
CHAPTER 3: Operational Risk Based on Complementary Loss Evaluations ( Andrea Giacomelli and Loriana Pelizzon ). CHAPTER 4: Can Operational Risk Models Deal with Unprecedented Large Banking Losses? ( 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 ( Magali Dubosson and Emmanuel Fragnière ). CHAPTER 6: Operational Risk and Stock Market Returns: Evidence from Turkey ( M. Nihat Solakoglu and K. Ahmet Köse ). PART TWO: Operational Risk Measurement: Quantitative Approaches. CHAPTER 7: Integrating Op Risk into Total VaR ( Niklas Wagner and Thomas Wenger ).
CHAPTER 8: Importance Sampling Techniques for Large Quantile Estimation in the Advanced Measurement Approach ( Marco Bee and Giuseppe Espa ). CHAPTER 9: One-Sided Cross-Validation for Density Estimation with an Application to Operational Risk ( María Dolores Martínez Miranda, Jens Perch Nielsen, and Stefan A. Sperlich ). CHAPTER 10: Multivariate Models for Operational Risk: A Copula Approach Using Extreme Value Theory and Poisson Shock Models ( Omar Rachedi and Dean Fantazzini ). CHAPTER 11: First-Order Approximations to Operational Risk: Dependence and Consequences ( Klaus Böcker and Claudia Klüppelberg ). PART THREE: Operational Risk Management and Mitigation. CHAPTER 12: Integrating "Management" into "OpRisk Management" ( Wilhelm K. Kross ).
CHAPTER 13: Operational Risk Management: An Emergent Industry ( Kimberly D. Krawiec ). CHAPTER 14: OpRisk Insurance as a Net Value Generator ( Wilhelm K. Kross and Werner Gleissner ). CHAPTER 15: Operational Risk Versus Capital Requirements under New Italian Banking Capital Regulation: Are Small Banks Penalized? ( Simona Cosma, Giampaolo Gabbi, and Gianfausto Salvadori ). CHAPTER 16: Simple Measures for Operational Risk Reduction? An Assessment of Implications and Drawbacks ( Silke N. Brandts and Nicole Branger ). PART FOUR: Issues in Operational Risk Regulation and the Fund Industry.
CHAPTER 17: Toward an Economic and Regulatory Benchmarking Indicator for Banking Systems ( John L. Simpson, John Evans, and Jennifer Westaway ). CHAPTER 18: Operational Risk Disclosure in Financial Services Firms ( Guy Ford, Maike Sundmacher, Nigel Finch, and Tyrone M. Carlin ). CHAPTER 19: Operational Risks in Payment and Securities Settlement Systems: A Challenge for Operators and Regulators ( Daniela Russo and Pietro Stecconi ). CHAPTER 20: Actual and Potential Use of Unregulated Financial Institutions for Transnational Crime ( Carolyn Vernita Currie ). CHAPTER 21: Case Studies in Hedge Fund Operational Risks: From Amaranth to Wood River ( Keith H. Black ).
CHAPTER 22: A Risk of Ruin Approach for Evaluating Commodity Trading Advisors ( Greg N. Gregoriou and Fabrice Douglas Rouah ). CHAPTER 23: Identifying and Mitigating Valuation Risk in Hedge Fund Investments ( Meredith A. Jones ). Index.