FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W603087967> ?p ?o ?g. }

• W603087967 abstract "This thesis attempts to describe the essential systems features of a complex real-world domain of operational risk (OR) in banking, by employing general systems theory (GST) as the guiding method. An implementational framework (SAFOR) is presented for operational risk management (ORM), the target of which is to manage and mitigate the risk-around-loss causes. Since reasoning about OR is often scenario based, the framework also includes methods for decision making in addition to Value at Risk (VaR) and Conditional Value at Risk (CVaR). Other computational models that yield prediction intervals are discussed as well. Because the banking industry is one of the most mature sectors when it comes to OR, and contains the most data points, the discussion in this thesis evolves around such institutions. The present state-of-the-art in OR management for banking is surveyed using a systemic-holistic approach and the model framework is presented against this discussion. Tools and concepts from systems theory and systems thinking are employed for assessing systems properties and gaining insights into the interaction of various components. This brings about a number of advantages. This is not in disagreement with current suggestions such as those of the Basle Committee (Basel II), which is doing an excellent job in proving the state-of-the-art in best practice for banking institutions. Rather, this thesis offers a complementary perspective, looking at essentially the same problems but in a broader context and with a differing view.OR data has been hard to come by in banking. Confidentiality and difficulties in quantifying OR as well as the short time data has been gathered in a consistent way are some of the reasons for this. Therefore, no case study has been done. Instead, we have chosen to look into a published bank application of an advanced OR model. The application shows that the technique holds as validation of the SAFOR modules." @default.
• W603087967 created "2016-06-24" @default.
• W603087967 creator A5073312487 @default.
• W603087967 date "2007-01-01" @default.
• W603087967 modified "2023-09-27" @default.
• W603087967 title "A Systemic Approach Framework for Operational Risk : – SAFOR –" @default.
• W603087967 cites W102982243 @default.
• W603087967 cites W1106997938 @default.
• W603087967 cites W113535299 @default.
• W603087967 cites W137893527 @default.
• W603087967 cites W1498108707 @default.
• W603087967 cites W1498464051 @default.
• W603087967 cites W1499053801 @default.
• W603087967 cites W1503295912 @default.
• W603087967 cites W1520041189 @default.
• W603087967 cites W1535838524 @default.
• W603087967 cites W1552003787 @default.
• W603087967 cites W1553545751 @default.
• W603087967 cites W1553648478 @default.
• W603087967 cites W1556289036 @default.
• W603087967 cites W1563654097 @default.
• W603087967 cites W1567352800 @default.
• W603087967 cites W1573350859 @default.
• W603087967 cites W1579549043 @default.
• W603087967 cites W1587782513 @default.
• W603087967 cites W1591398478 @default.
• W603087967 cites W1593793857 @default.
• W603087967 cites W1604005263 @default.
• W603087967 cites W1647779468 @default.
• W603087967 cites W185930641 @default.
• W603087967 cites W1883896725 @default.
• W603087967 cites W1904801170 @default.
• W603087967 cites W1909989095 @default.
• W603087967 cites W191916690 @default.
• W603087967 cites W1950706552 @default.
• W603087967 cites W1964600040 @default.
• W603087967 cites W1966119267 @default.
• W603087967 cites W1966342924 @default.
• W603087967 cites W1966485568 @default.
• W603087967 cites W1967388608 @default.
• W603087967 cites W1968293352 @default.
• W603087967 cites W1969288662 @default.
• W603087967 cites W1970261679 @default.
• W603087967 cites W1973458764 @default.
• W603087967 cites W1977970167 @default.
• W603087967 cites W1979575715 @default.
• W603087967 cites W1984328418 @default.
• W603087967 cites W1985018066 @default.
• W603087967 cites W1987645937 @default.
• W603087967 cites W1991315154 @default.
• W603087967 cites W1998299582 @default.
• W603087967 cites W1999335634 @default.
• W603087967 cites W2010161926 @default.
• W603087967 cites W2012029115 @default.
• W603087967 cites W2019291268 @default.
• W603087967 cites W2020150158 @default.
• W603087967 cites W2020154669 @default.
• W603087967 cites W2024786552 @default.
• W603087967 cites W2026948646 @default.
• W603087967 cites W2027047704 @default.
• W603087967 cites W2028881822 @default.
• W603087967 cites W2028995298 @default.
• W603087967 cites W2029225872 @default.
• W603087967 cites W2033810643 @default.
• W603087967 cites W2036983007 @default.
• W603087967 cites W2037513251 @default.
• W603087967 cites W2038865108 @default.
• W603087967 cites W2041550349 @default.
• W603087967 cites W2046495522 @default.
• W603087967 cites W2048594534 @default.
• W603087967 cites W2049138249 @default.
• W603087967 cites W2056345872 @default.
• W603087967 cites W2056819186 @default.
• W603087967 cites W2058860749 @default.
• W603087967 cites W2060302284 @default.
• W603087967 cites W2067958509 @default.
• W603087967 cites W2068082974 @default.
• W603087967 cites W2073941369 @default.
• W603087967 cites W2080644449 @default.
• W603087967 cites W2092338482 @default.
• W603087967 cites W2092609363 @default.
• W603087967 cites W2101736851 @default.
• W603087967 cites W2106662522 @default.
• W603087967 cites W2107323772 @default.
• W603087967 cites W2107956536 @default.
• W603087967 cites W2108549195 @default.
• W603087967 cites W2111951371 @default.
• W603087967 cites W2117079761 @default.
• W603087967 cites W2118152326 @default.
• W603087967 cites W2122410182 @default.
• W603087967 cites W2123748412 @default.
• W603087967 cites W2132443902 @default.
• W603087967 cites W2132527237 @default.
• W603087967 cites W2137447109 @default.
• W603087967 cites W2139472163 @default.
• W603087967 cites W2140767419 @default.
• W603087967 cites W2141209339 @default.
• W603087967 cites W2141876475 @default.
• W603087967 cites W2144019099 @default.
• W603087967 cites W2145170747 @default.

• next