MARC details
| 000 -LEADER |
|---|
| fixed length control field |
02388nam a22002657a 4500 |
| 003 - CONTROL NUMBER IDENTIFIER |
|---|
| control field |
ZW-GwMSU |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
|---|
| control field |
20241009140258.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
|---|
| fixed length control field |
241009b |||||||| |||| 00| 0 eng d |
| 022 ## - INTERNATIONAL STANDARD SERIAL NUMBER |
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| International Standard Serial Number |
17528887 |
| 040 ## - CATALOGING SOURCE |
|---|
| Original cataloging agency |
MSU |
| Language of cataloging |
English |
| Transcribing agency |
MSU |
| Description conventions |
rda |
| 050 00 - LIBRARY OF CONGRESS CALL NUMBER |
|---|
| Classification number |
HD61.J687 JOU |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
|---|
| Personal name |
Andersen, Lasse B. |
| Relator term |
author |
| 245 10 - TITLE STATEMENT |
|---|
| Title |
Causal analysis of operational risk for deriving effective key risk indicators/ |
| Statement of responsibility, etc. |
created by Lasse B. Andersen, David Häger and Hilde B. Vormeland |
| 264 1# - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE |
|---|
| Place of production, publication, distribution, manufacture |
London : |
| Name of producer, publisher, distributor, manufacturer |
Henry Stewart Publication, |
| Date of production, publication, distribution, manufacture, or copyright notice |
2016. |
| 336 ## - CONTENT TYPE |
|---|
| Source |
rdacontent |
| Content type term |
text |
| Content type code |
txt |
| 337 ## - MEDIA TYPE |
|---|
| Source |
rdamedia |
| Media type term |
unmediated |
| Media type code |
n |
| 338 ## - CARRIER TYPE |
|---|
| Source |
rdacarrier |
| Carrier type term |
volume |
| Carrier type code |
nc |
| 440 ## - SERIES STATEMENT/ADDED ENTRY--TITLE |
|---|
| Title |
Journal of risk management in financial institutions |
| Volume/sequential designation |
Volume 9, number 3 |
| 520 3# - SUMMARY, ETC. |
|---|
| Summary, etc. |
Key risk indicators (KRIs) are intended to track operational risk exposure and provide early indications of potential severe losses. Guidance on establishing the most effective KRIs for financial institutions is, however, limited and, as a result, KRIs are typically derived from an institution’s available metrics, often leading institutions to compensate for a lack of effective KRIs by increasing the number of KRIs monitored. Strengthening the ability to identify and evaluate KRIs’ effectiveness could increase the value of each KRI, further reducing the number of KRIs necessary and increasing the overall value of institutions’ KRI framework. This paper proposes a theoretical foundation and method for identifying and evaluating effective KRIs. The proposed solution originates from research on causal analysis of operational risk, particularly using Bayesian networks. It was found that high-frequency and tail events can be related to a shared set of causes which can be exploited for the identification and evaluation of two categories of KRIs: (1) shared causes that constitute major risk drivers; and (2) high-frequency events providing a strong indication of changes in exposure to low-frequency, high-severity events. Applying the suggested method, financial institutions can map and evaluate current and potential KRIs, ensuring reliable monitoring of the operational risk exposure level. |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Bayesian networks |
| Form subdivision |
Causal modelling |
| General subdivision |
Key risk indicators |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Häger, David |
| Relator term |
co author |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Vormeland, Hilde B. |
| Relator term |
co author |
| 856 ## - ELECTRONIC LOCATION AND ACCESS |
|---|
| Uniform Resource Identifier |
https://doi.org/10.69554/UDPX5085 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Source of classification or shelving scheme |
Library of Congress Classification |
| Koha item type |
Journal Article |