Category: External link

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.

Consultation paper 143 from the FSA contains feedback on some of CP97. There are two areas on which the FSA is consulting again: credit risk for insurers, and final bonuses on with-profits policies. It is available at http://www.fsa.gov.uk/pages/Library/Policy/CP/2002/143.shtml. It was issued in July 2002 and the consultation period ended on 31st October 2002.

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 paper that was presented to the Institute of Actuaries of Australia Financial Services Forum, containing interesting statistics on spreadsheet error rates. It’s available at http://www.actuaries.asn.au/PublicSite/pdf/fsfpaper2004-jasminandlee.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.

Produced by The Institute of Risk Management, in conjunction with ALARM (The National Forum for Risk Management in the Public Sector) and airmic (The Association of Insurance and Risk Managers). It is available from their website at http://www.theirm.org/publications/PUstandard.html.

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.

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 policy statement from the FSA was issued after feedback on CP97 and CP115. It was issued in July 2002 and is available at http://www.fsa.gov.uk/pages/Library/Policy/Policy/2002/ps115_97.shtml.

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 report presented at GIRO 2003. 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 book concentrates on the measurement and modelling of operational risk. It
presents the method developed by the author, based on a combination of the Delta method with Extreme Value theory (EVT). Some of the discussion is very specific to the banking industry. 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.

Professor Panko, who is at the University of Hawaii, has done a great deal of research into spreadsheet errors. His page at http://panko.cba.hawaii.edu/ssr/ has many useful resources, including links to many of his papers.

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.

Consultation paper 97 from the FSA is a massive document, presenting the draft Integrated Prudential Sourcebook. It is available at http://www.fsa.gov.uk/Pages/Library/Policy/CP/2001/97.shtml. It was issued in June 2001 and the consultation period ended on 31st December 2001. CP115 was a supplementary CP to CP97. CP97 has been superseded by its feedback documents: PS97_115, CP142, CP143.