About: Key operational risk management techniques

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rdf:type	skos:Concept http://linked.opendata.cz/ontology/domain/vavai/Vysledek
Description	Operational risk modelling helps the risk managers to better anticipate operational risk and hence it supports more efficient risk management. There are several techniques and methodological tools developed to fit frequency and severity models including the already-mentioned EVT, Bayesian inference, dynamic Bayesian networks, and expectation maximisation algorithms. When modelling operational risk, other methods that change the number of researched data of operational risk events are used. The first one are the robust statistic methods used Chernobai and Ratchev (2007) that exclude outliers from a data sample. On the other hand, a stress-testing method, what we analyzed in this paper, adds more data to a data sample and is widely used by financial institutions. Operational risk modelling helps the risk managers to better anticipate operational risk and hence it supports more efficient risk management. There are several techniques and methodological tools developed to fit frequency and severity models including the already-mentioned EVT, Bayesian inference, dynamic Bayesian networks, and expectation maximisation algorithms. When modelling operational risk, other methods that change the number of researched data of operational risk events are used. The first one are the robust statistic methods used Chernobai and Ratchev (2007) that exclude outliers from a data sample. On the other hand, a stress-testing method, what we analyzed in this paper, adds more data to a data sample and is widely used by financial institutions. (en)
Title	Key operational risk management techniques Key operational risk management techniques (en)
skos:prefLabel	Key operational risk management techniques Key operational risk management techniques (en)
skos:notation	RIV/00216208:11230/10:10118936!RIV12-GA0-11230___
http://linked.open...avai/riv/aktivita	I P S Z
http://linked.open...avai/riv/aktivity	I, P(GAP403/10/1235), P(GPP403/10/P278), S, Z(MSM0021620841)
http://linked.open...iv/cisloPeriodika	16
http://linked.open...vai/riv/dodaniDat	2012
http://linked.open...aciTvurceVysledku	Teplý, Petr Rippel, Milan
http://linked.open.../riv/druhVysledku	J - Článek v odborném periodiku
http://linked.open...iv/duvernostUdaju	S - Úplné a pravdivé údaje nepodléhající ochraně podle zvláštních právních předpisů
http://linked.open...titaPredkladatele	Univerzita Karlova v Praze / Fakulta sociálních věd
http://linked.open...dnocenehoVysledku	266365
http://linked.open...ai/riv/idVysledku	RIV/00216208:11230/10:10118936
http://linked.open...riv/jazykVysledku	eng - angličtina
http://linked.open.../riv/klicovaSlova	techniques; management; operational risk (en)
http://linked.open.../riv/klicoveSlovo	techniques management operational risk
http://linked.open...odStatuVydavatele	CZ - Česká republika
http://linked.open...ontrolniKodProRIV	[BA92748A5473]
http://linked.open...i/riv/nazevZdroje	Scientific Papers of the University of Pardubice. Series D, Faculty of Economics and Administration
http://linked.open...in/vavai/riv/obor	AH
http://linked.open...ichTvurcuVysledku	2 (xsd:int)
http://linked.open...cetTvurcuVysledku	3 (xsd:int)
http://linked.open...vavai/riv/projekt	Institutional Responses to Financial Market Failures The Implications of The Global Crisis on Economic Capital Management of Financial Institutions
http://linked.open...UplatneniVysledku	2010
http://linked.open...v/svazekPeriodika	Neuveden
http://linked.open...iv/tvurceVysledku	Teplý, Petr Černohorská, Liběna Rippel, Milan
http://linked.open...n/vavai/riv/zamer	Development of the Czech Society in the EU: challenges and risks
issn	1211-555X
number of pages	10 (xsd:int)
http://localhost/t...ganizacniJednotka	11230
is http://linked.open...avai/riv/vysledek of	Key operational risk management techniques Key operational risk management techniques

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