Author: Louise Pryor

This entry, which describes an external link, was imported from my old website which is now defunct. I’ve therefore given it an artificial post date of 1 August 2002.

Edited by James Pickford, this book is a collection of chapters by different authors that first appeared
as a series in the Financial Times. The chapters vary in quality, but most are useful to some degree. Some chapters in the book tend to assume a banking background. There are five chapters on operational risk, somewhat less banking oriented than many of the other chapters. It has a useful overview chapter on credit risk, Lenders and borrowers demand a creditable system by Suresh M. Sundaresan. There is a useful chapter on enterprise risk management, Total strategies for company-wide risk control by Lisa Meulbroek. Visit the page for this book on Amazon.

This entry, which describes an external link, was imported from my old website which is now defunct. I’ve therefore given it an artificial post date of 1 August 2002.

One of the reasons that operational risk is a hot topic nowadays is that the Basel 2 agreement will include capital requirements for operational risk for banks. The Basel committee have produced this paper, available from their site at http://www.bis.org/publ/bcbs91.htm.

This entry, which describes an external link, was imported from my old website which is now defunct. I’ve therefore given it an artificial post date of 1 August 2002.

The BIS have recently published the format they are using to
collect operational risk data from banks in their Operational
Risk Data Collection Exercise – 2002. The exercise is described at http://www.bis.org/bcbs/qis/oprdata.htm.

This entry, which describes an external link, was imported from my old website which is now defunct. I’ve therefore given it an artificial post date of 1 August 2002.

A working party (of which I was a member) presented a report on operational risk in general insurance to GIRO 2002. The report and slides for the presentation are both available online from my publications page.

This entry, which describes an external link, was imported from my old website which is now defunct. I’ve therefore given it an artificial post date of 1 August 2002.

This is a major tome, giving “20 Firmwide Best Practice Strategies”. Hoffman’s background is in banking, and the book certainly concentrates on that industry. He does make an effort to
extend the range, though. This is an extremely comprehensive book, a bit difficult to make one’s way through at times. It contains many lists of key points, which are made slightly less useful because each
list is so long. Visit the page for this book at Amazon.

This entry, which describes an external link, was imported from my old website which is now defunct. I’ve therefore given it an artificial post date of 1 August 2002.

This is another book written primarily from a banking viewpoint. It has a whole chapter on risk management in nonbank corporations, and mentions the issues in some of the other
chapters. Its treatment of credit risk covers credit rating systems, and distinguishes several different measurement approaches. It has a chapter on operational risk. This book emphasises the need for risk management systems. Visit its page at Amazon.

This entry, which describes an external link, was imported from my old website which is now defunct. I’ve therefore given it an artificial post date of 1 August 2002.

This book, edited by Carol Alexander, is a collection of chapters by different authors that first appeared as a series in the Financial Times. The chapters vary in quality: some of them are rather more useful than others. There is an unstated bias towards banking. It has four chapters on operational risk, covering measurement and modelling as well as an overview chapter. There are several chapters on different aspects of modelling credit risk. Visit its
page at Amazon.

This entry, which describes an external link, was imported from my old website which is now defunct. I’ve therefore given it an artificial post date of 1 August 2002.

A useful set of resources, including some on operational risk, is at http://www.math.ethz.ch/~kaufmann/RM.html, which has course material for lectures on Risk Management given by Prof. Dr. Paul Embrechts at ETH Zurich.

This entry, which describes an external link, was imported from my old website which is now defunct. I’ve therefore given it an artificial post date of 1 August 2002.

A presentation by Hans-Ulrich Doerig which gives an excellent overview with more detailed treatment of some aspects. Like so many others writing about operational risk (and indeed risk management in general), the author assumes that other financial services firms are just like banks. This report is available at http://www.credit-suisse.com/governance/doc/operational_risk.pdf

This entry, which describes an external link, was imported from my old website which is now defunct. I’ve therefore given it an artificial post date of 1 August 2002.

This is a paper I wrote for a workshop at GIRO 2002. It is available from my publications page.