Professional Documents
Culture Documents
Bibliografia
Basel Committee on Banking Supervision, A New Capital Adequacy Framework (June 1999).
Basel Committee on Banking Supervision (Secretariat of the Basel Committee on Banking Supervision),
The New Basel Capital Accord: an explanatory note (January 2001).
Basel Committee on Banking Supervision, Working Paper on the Regulatory Treatment of Operational
Risk (September 2001).
Basel Committee on Banking Supervision, International Convergence of Capital Measurements and
Capital Standards (June 2004).
Cruz, Marcelo G., Modeling, Measuring, and Hedging Operational Risk, New York: John Wiley & Sons,
Inc. (2002).
Dutta, Kabir and J. Perry, A Tale of Tails: An Empirical Analysis of Loss Distribution Models for
Estimating Operational Risk Capital, Federal Reserve Bank of Boston, Working Paper (April 2007).
ORA OpRisk Advisory, & Towers Perrin, T. (2009). Addressing the Issues Underlying the 2008 Global
Financial. Society of Actuaries.
Shih, Jimmy, A. Samad-Khan and P. Medapa, Is the Size of an Operational Loss Related to Firm Size,
Operational Risk (January 2000).
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2012 Arkia Group, Todos os Direitos Reservados
[1] New York State Insurance Department News Release: Allstate Should Report Any Illegal or
Inappropriate Use
of Credit Default Swaps"; (April, 2009)