Palgrave Macmillan Studies in Banking and Financial Institutions
cover

Measuring and Managing Operational Risk

An Integrated Approach

Editors: Leone, Paola, Porretta, Pasqualina, Vellella, Mario (Eds.)

  • Analyzes the evolution of regulatory framework on ORM and its impacts on banking systems (measurement, management, monitoring and reporting) and on the new Supervisory Review Process (SREP)
  • Explores the measurement framework that tries to integrate qualitative and quantitative data or different measurement approaches in relation to regulatory measurement 
  • Explains the methodological framework, the assumptions, statistical tool, and the main results of an operational risk model projected by intermediaries that adopt a business model with significant operational losses
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  • ISBN 978-3-319-69410-8
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About this book

This book covers Operational Risk Management (ORM), in the current context, and its new role in the risk management field. The concept of operational risk is subject to a wide discussion also in the field of ORM’s literature, which has increased throughout the years. By analyzing different methodologies that try to integrate qualitative and quantitative data or different measurement approaches, the authors explore the methodological framework, the assumptions, statistical tool, and the main results of an operational risk model projected by intermediaries. A guide for academics and students, the book also discusses the avenue of mitigation acts, suggested by the main results of the methodologies applied. The book will appeal to students, academics, and financial supervisory and regulatory authorities.

About the authors

Paola Leone is Professor of Banking and Finance at the Sapienza University of Rome, Italy, where she teaches Risk Management. Her main research interests are banking, capital markets, risk management, mutual guarantee institutions, Bank Recovery and Resolution Directive (BRRD).

Pasqualina Porretta is Associate Professor in Banking and Finance at Sapienza University of Rome, Italy, where she teaches Risk Management in bank and insurance and derivatives. Her main research interests are risk measurement and management, capital regulatory framework, financial derivatives, credit guarantee institutions and microcredit.

Mario Vellella is a Risk Manager with more than 10 years’ distinguished experience in operational risk management within Poste Italiane, BancoPosta, Rome, Italy.  His specific research interest areas are enterprise risk Management, process analysis, risk mitigation, risk mapping and evaluation for firm operating in different sectors (financial or non-financial sectors).

Table of contents (6 chapters)

Table of contents (6 chapters)
  • Introduction to the Work and Operational Risk

    Pages 1-23

    Leone, Paola (et al.)

  • Operational Risk Management: Regulatory Framework and Operational Impact

    Pages 25-93

    Leone, Paola (et al.)

  • Operational Risk Measurement: A Literature Review

    Pages 95-143

    Giannone, Francesco

  • Integrated Risk Measurement Approach: A Case Study

    Pages 145-181

    Matarazzo, Vitantonio (et al.)

  • Almost Concluding Thoughts Between a Comparative Analysis and a Sensitivity Analysis: Look Over the Regulatory View

    Pages 183-205

    Leone, Paola (et al.)

Buy this book

eBook $39.99
price for USA in USD
  • ISBN 978-3-319-69410-8
  • Digitally watermarked, DRM-free
  • Included format: PDF, EPUB
  • Immediate eBook download after purchase and usable on all devices
  • Bulk discounts available
Hardcover $54.99
price for USA in USD
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Bibliographic Information

Bibliographic Information
Book Title
Measuring and Managing Operational Risk
Book Subtitle
An Integrated Approach
Editors
  • Paola Leone
  • Pasqualina Porretta
  • Mario Vellella
Series Title
Palgrave Macmillan Studies in Banking and Financial Institutions
Copyright
2018
Publisher
Palgrave Macmillan
Copyright Holder
The Author(s), under exclusive license to Springer International Publishing AG, part of Springer Nature
eBook ISBN
978-3-319-69410-8
DOI
10.1007/978-3-319-69410-8
Hardcover ISBN
978-3-319-69409-2
Series ISSN
2523-336X
Edition Number
1
Number of Pages
XX, 211
Number of Illustrations
40 b/w illustrations
Topics