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.

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.

Despite its title, this report can be seen as the third in the Building the new Regulator series issued by the Financial Services Authority. It was issued in October 2002. It sets out the regulatory agenda (for insurance firms) for the next few years, and is a result of the so-called Tiner project. It emphasises that firms should realise that the new style of regulation means that they should modernise their governance and risk management frameworks, and their systems and controls. Half a dozen areas of particular concern are highlighted. The report is available at http://www.fsa.gov.uk/pubs/policy/bnr_progress3.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.

Microsoft Knowledge Base Article 833618 gives details of the hotfix released on 12th January 2004. This hotfix corrects the bug in the RAND() and RANDBETWEEN() functions as well as some other problems. It is available at http://support.microsoft.com/default.aspx?kbid=833618.

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.

This is the precursor to the Building the new Regulator series of reports issued by the Financial Services Authority. It describes the FSA’s statutory objectives and its approach to regulation, including the operating framework and regulatory tools. The report, which was published in January 2000, is available at http://www.fsa.gov.uk/pubs/policy/p29.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.

Microsoft Knowledge Base Article 828888 is an Overview of Improvements in Statistical Functions for Excel 2003. It gives details of the functions in the Analysis ToolPak that have changed since previous releases. It is available at http://support.microsoft.com/default.aspx?kbid=828888.

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.

Consultation paper 142 from the FSA contains feedback on the operational risk and systems and controls sections of CP97, and contains new draft guidance. It is available at http://www.fsa.gov.uk/Pages/Library/Policy/CP/2002/142.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 I presented at the 2003 EuSpRIG conference, explaining what can go wrong with spreadsheets even when all the formulae are correct. 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.

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