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Managing Operational Risk: Methodology and Prospects

In: Mathematical Control Theory and Finance

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  • Grigory Temnov

    (Vienna University of Technology, Institute for Mathematical Methods in Economics, Financial and Actuarial Mathematics)

Abstract

Summary In the present paper we describe a combined methodology used for modelling and measuring operational risk. Our basic aim is to choose and adjust an efficient combination of techniques in order to cover a range of problems associated with OpRisk and justify our choice. We analyze each part of the methodology and briefly overview some recent results, as well as the prospects of the future research.

Suggested Citation

  • Grigory Temnov, 2008. "Managing Operational Risk: Methodology and Prospects," Springer Books, in: Andrey Sarychev & Albert Shiryaev & Manuel Guerra & Maria do Rosário Grossinho (ed.), Mathematical Control Theory and Finance, pages 397-417, Springer.
    • Handle: RePEc:spr:sprchp:978-3-540-69532-5_23
    DOI: 10.1007/978-3-540-69532-5_23
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