Wydawnictwa zwarte

Agostini A., Talamo P., Vecchione V., Combining Operational Loss Data with Expert Opinions through Advanced Credibility Theory, „The Journal of Operational Risk” 2010, Vol. 5, Nr 1.

Álvarez G., Operational Risk Economic Capital Measurement: Mathematical Models for Analysing Loss Data, [w:] The Advanced Measurement Approach to Operational Risk (red.) E. Davis, Risk Books, Londyn 2006.

Bancarewicz K., Wybrane zagadnienia dotyczące strat i modelowania ryzyka operacyjnego w ramach zaawansowanej metody pomiaru (AMA), „Bank i Kredyt” 2007, Vol. 8–9, s. 97.

Basel Committee on Banking Supervision, Amendment to the Capital Accord to Incorporate Market Risks, listopad 2005 r.

Basel Committee on Banking Supervision, History of the Basel Committee and its Membership, Bank for International Settlements, styczeń 2007 r.

Basel Committee on Banking Supervision, International Convergence of Capital Measurement and Capital Standards, a Revised Framework, Bank for International Settlements, lipiec 2004 r.

Basel Committee on Banking Supervision, Operational Risk – Supervisory Guidelines for the Advanced Measurement Approaches, Bank for the International Settlements, czerwiec 2011 r.

Basel Committee on Banking Supervision, QIS 2 – Operational Risk Loss Data, Basel Committee on Banking Supervision, maj 2001 r.

Basel Committee on Banking Supervision, Sound Practices for the Management and Supervision of Operational Risk, Bank for International Settlements, luty 2003 r.

Basel Committee on Banking Supervision, Strengthening the resilience of the banking sector, Bank for International Settlements, kwiecień 2009 r.

Buhlmann H., Shevchenko P. V., Wuthrich M., A Toy Model for Operational Risk Quantifi cation Using Credibility Theory, „The Journal of Operational Risk” 2009, Vol. 2, Nr 1.

Chaudhury M., A Review of the Key Issues in Operational Risk Capital Modeling, „The Journal of Operational Risk” 2010, Vol. 5, Nr 3.

Cummins J. D., Embrecht P., Introduction: Special Section on Operational Risk, „The Journal of Banking & Finance” 2006, Vol. 30, s. 2599–2604.

Currie C. V., A Test of the Strategic Effect of Basel II Operational Risk Requirements on Banks, „The Journal of Monetary Economics” 2006, Vol. 4/4, s. 6–28.

Currie C. V., The Potential Effect of the New Basel Operational Risk Capital Requirements, School of Finance and Economics Working Paper, 2004, nr 137

Frachot A., Roncalli T., Salomon E., The Correlation Problem in Operational Risk, SSRN, 2004, Vol. 23.

Iwanicz-Drozdowska M., Zarządzanie fi nansowe bankiem, PWE, Warszawa 2005.

Kahneman D., Shane F., Frames and Brains: Elicitation and Control of Response Tendencies, „The Trends in Cognitive Science” 2007, Vol. 11, Nr 2.

Krasodomska J., Zarządzanie ryzykiem operacyjnym w bankach, PWE, Warszawa 2008.

Kuritzkes A. P., Hal S. S., Sizing Operational Risk and the Effect of Insurance: Implications for the Basel II Capital Accord, [w:] Capital Adequacy Beyond Basel, Banking, Securities, and Insurance, (red.) S. S. Hal, Oxford University Press, 2005.

Mignola G., Ugoccioni R., Effect of a Data Collection Threshold in the Loss Distribution Approach, „The Journal of Operational Risk” 2006, Vol. 4, Nr 1.

Narodowy Bank Polski, Raport o stabilności systemu finansowego, (red.) P. Szpunar, lipiec 2011 r.

Operational Risk Toward Basel III, Best Practices and Issues in Modeling, Management and Regulation, (red.) G. N. Gregoriou, John Wiley & Son, New Jersey 2009.

Shevchenko P. V., Implementing Loss Distribution Approach for Operational Risk, „The Applied Stochastic Models in Business and Industry” 2010, Vol. 26/3.

Dokumenty prawne

Dziennik Urzędowy Unii Europejskiej, Komunikaty rok 2006, Nr 227-E Poz 349, Zał. X.

Materiały internetowe

Bardoloi S., Measuring Operational Risk: The Data Challanges, The European Union Banking & Finance News Network z 20 maja 2004 r., portal internetowy http//www. information-management.com

Cope E. W., Mignola G., Antonini G., Ugoccioni R., Challanges in Measuring Operational Risk from Loss Data, ORX Association z 2 września 2009 r., portal internetowy http:// www.orx.org

G20 Seoul Summit 2010, The G20 Seoul Summit Leader’s Declaration, G20 Seoul Summit z 12 listopada 2010 r., portal internetowy http://media.seoulsummit.kr

Sands M., Top 100 Banks Survey on Operational Risk Capital, The Operational Risk and Regulation z 1 paźdzernika 2010 r., portal internetowy http://www.risk.net