Safe Bank

Wydawnictwa zwarte
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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.
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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.
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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.
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Basel Committee on Banking Supervision, Amendment to the Capital Accord to Incorporate Market Risks, listopad 2005 r.
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Basel Committee on Banking Supervision, History of the Basel Committee and its Membership, Bank for International Settlements, styczeń 2007 r.
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Basel Committee on Banking Supervision, International Convergence of Capital Measurement and Capital Standards, a Revised Framework, Bank for International Settlements, lipiec 2004 r.
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Basel Committee on Banking Supervision, Operational Risk – Supervisory Guidelines for the Advanced Measurement Approaches, Bank for the International Settlements, czerwiec 2011 r.
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Basel Committee on Banking Supervision, QIS 2 – Operational Risk Loss Data, Basel Committee on Banking Supervision, maj 2001 r.
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Basel Committee on Banking Supervision, Sound Practices for the Management and Supervision of Operational Risk, Bank for International Settlements, luty 2003 r.
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Basel Committee on Banking Supervision, Strengthening the resilience of the banking sector, Bank for International Settlements, kwiecień 2009 r.
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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.
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Chaudhury M., A Review of the Key Issues in Operational Risk Capital Modeling, „The Journal of Operational Risk” 2010, Vol. 5, Nr 3.
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Cummins J. D., Embrecht P., Introduction: Special Section on Operational Risk, „The Journal of Banking & Finance” 2006, Vol. 30, s. 2599–2604.
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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.
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Currie C. V., The Potential Effect of the New Basel Operational Risk Capital Requirements, School of Finance and Economics Working Paper, 2004, nr 137
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Frachot A., Roncalli T., Salomon E., The Correlation Problem in Operational Risk, SSRN, 2004, Vol. 23.
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Iwanicz-Drozdowska M., Zarządzanie fi nansowe bankiem, PWE, Warszawa 2005.
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Kahneman D., Shane F., Frames and Brains: Elicitation and Control of Response Tendencies, „The Trends in Cognitive Science” 2007, Vol. 11, Nr 2.
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Krasodomska J., Zarządzanie ryzykiem operacyjnym w bankach, PWE, Warszawa 2008.
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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.
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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.
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Narodowy Bank Polski, Raport o stabilności systemu finansowego, (red.) P. Szpunar, lipiec 2011 r.
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Operational Risk Toward Basel III, Best Practices and Issues in Modeling, Management and Regulation, (red.) G. N. Gregoriou, John Wiley & Son, New Jersey 2009.
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Shevchenko P. V., Implementing Loss Distribution Approach for Operational Risk, „The Applied Stochastic Models in Business and Industry” 2010, Vol. 26/3.
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Dokumenty prawne
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Dziennik Urzędowy Unii Europejskiej, Komunikaty rok 2006, Nr 227-E Poz 349, Zał. X.
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Materiały internetowe
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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
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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
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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
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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
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