Index
Abouhalima, Mahmud
Accountability
Accuracy
Actuarial loss model
Adequacy
Advanced measurement approach(s) (AMA)
Agency services
Ajaj, Ahamed
Alternative standardized approach (ASA)
Arrogance
Arrowhead
Asset and liability management model
Asset management
Asset securitization
Asset value correlation
Audit
Authorized institutions (AIs)
Automated teller machines (ATM)
cards
Ayyad, Nidal
Baader
Back office
Bakir, Moussa
Balanced scorecard
Bank for International Settlements (BIS)
Bank Secrecy Act
Banking Ordinance
Barings Bank
Basel Capital Accords
Basel Committee for Banking
Basel I
Basel II
Basel III
Basic Indicator Approach (BIA)
Benchmarking
Best practice principles
Board of directors
Bottom–up approach
Bottom–up approach
Bouton, Daniel
Box–Jenkins Model
British Bankers Association
Brown & Wood
Burns and Roe Securacom
Business line management
Business line mapping
Business lines
CAMEL
Capital adequacy ratio
Capital adequacy
Capital assessment
Capital charge
Capital requirements
Causal model
Central Counter Parties (CCP)
Change logs
Code of Banking Practice
Colateralization
Comdisco Disaster Recovery Services
Commercial banking
Communication
Compliance
Controls
Corporate finance
Corporate governance
Counterparty risk
Credit derivatives
Credit ratings
Credit risk
Credit value adjustment
Dah Sing Bank
Dai–Ichi Kangyo Bank Ltd
Data,
DBS Bank (Hong Kong)
Dean Witter Reynolds
Delphi method
Delta One
Deutsche Bank
Earnings at risk (EaR)
Escalation
Event reports
Events,
Events
Expected loss (EL)
Expense based model
Exposure at default (EAD)
Exposure indicator
Exposure
External
Fiduciary Trust
Fimat
Financial risk
First Boston Corporation
Framework for Risk–Focused Supervision of Large Complex Institutions
Fraud
Frequency
Funding liquidity risk
Global Association of Risk Professional
Global financial crisis
Golf Savings Bank
Gross income
Grupo Financiero Bital
Heat map
Hedge funds
Historical analysis
Historical data
Historical loss database
Hong Kong Monetary Authority (HKMA)
Hong Kong
HSBC
Implied risk estimation
Incident reports
Income–based model
Independent Commission Against Corruption (ICAC)
Independent corporate operational risk function (CORF)
Independent review
Institute of operational risk
Interest rate risk
Internal control
Internal loss data (ILD)
Internal loss logs
Internal measurement approach (IMA)
International Convergences of Capital Measurement and Capital Standards
J–Com
Japan Securities Clearing Corp
Japan
Jones Lang LeSalle
Ka Wah Bank
Kerviel, Jérôme
Key performance indicators (KPI)
Key risk indicators (KRI)
Kumahira Hong Kong Ltd
Le Bret, Hugues
Leeson, Nick
Legal events
Legal risk
Legarde, Christine
Lehman Brothers
Linked events
Liquidity risk
Lloyd’s Bank
Loss data
Loss distribution approach (LDA)
Loss events
Loss,
Mainland China
Management Information System
Market factor model
Market risk
McKinsey & Company
Mizuho Securities
Modeling
Models,
Monitoring
Moral hazard
Mustier, Jean–Pierre
NetRisk
Operating leverage model
Operational leverage model
Operational limits
Operational losses
Operational risk events
Operational risk management (ORM)
Operational risk matrix
Operational risk models
Operational risk
Operational variance models
Operational variance
Overreporting
Overseas Trust Bank
Pareto principle
PATRIOT Act
Payment and settlement
People factors
Pillar I
Pillar II
Pillar III
Planning
Policy
Port Authority of New York and New Jersey
PricewaterhouseCoopers
Principle 1–11
Principles for the Sound Management of Operational Risk
Process factors
Quantitative metrics
Regulators
Regulatory framework
Reliability engineering
Report(s)
Reporting
Reputational risk
Retail banking
Retail brokerage
Risk
Risk and control self–assessment (RCSA)
Risk management framework
Risk profiling model
Risk self–assessment (RSA)
Risk–based Supervisory Approach
Risk–weighted amount
Royal Bank of Canada
Safe deposit boxes
Salamech, Mohammad
Sarkozy, Nicolas
Scenario analysis
Scorecard approach
Scorecard
Senior management
Severity
Singapore Monetary Authority
Singapore
Société Générale (SocGen)
Specialized committee
Standardised approach (SA)
Statistical models
Sterling Savings Bank
Stock factor model
Strategic risk
Strategy
Stress test
Stress testing
Stress testing
Subjective risk assessment
Sullivan, Randolph
Supervision
Supervisors
Supervisory Policy Manual for Operational Risk Management
System factors
Systems risk
Takuo, Tsurushima
Tax events
Taxonomy
Thailand
Tier I capital
Tier II capital
Tier III capital
Time–series analysis
Timeliness
Tokyo District Court
Tokyo Stock Exchange (TSE)
Top–down approach
Trading and Capital–Market Activities Manual
UBS
Underreporting
Unexpected loss (UL)
US Commodity Futures Trading Commission (CFTC)
US Federal Reserve Board
US Federal Reserve
US Office of the Comptroller of Currency
US Securities and Exchange Commission (SEC)
Value at risk (VaR)
Westdeutsche Genossenschafts–Zentralbank (WGZ–Gank)
Wiener process
World Trade Centre