Operational risk assessment at investment funds level
References
- Iulian Panait, Laurentiu Paul Baranga (2018). A risk assessment framework for alternative investment funds, both at fund level and market level. Financial Studies No. 2/22. Retrieved from http://www.icfm.ro/fs.icfm.ro/P2.FS2.2018.pdf.
- Blancher, N., Mitra, S., Morsy, H., Otani, A., Severo, T. and 1. Valderrama, L. (2013). Systemic Risk Monitoring (‘SysMo’) Toolkit - A User Guide. IMF Working Paper No. 13/168. Retrieved from https://ssrn.com/abstract=2307411.
- Doyle, N., Hermans, L., Molitor, P.A.M. and Weistroffer, C. 2. (2016). Shadow Banking in the Euro Area: Risks and Vulnerabilities in the Investment Fund Sector. ECB Occasional Paper No. 174. Retrieved from https://ssrn.com/abstract=2804616.
- Eppler, M., Aeschimann, M. (2009). A systematic framework for risk visualization in risk management and communication. Risk Management, vol.11, issue 2, pp.67-89
- Huang, W., Menkveld, A. J., (2016). Systemic Risk in Real Time: A Risk Dashboard for Central Clearing Parties (CCPs). Retrieved from https://ssrn.com/abstract=2886167.
- Stephen Brown, Willian Goetzmann, Big Liang și Christopher Schwarz (2009). Estimating operational risk for hedge funds: The ω-score. Financial Analysts Journal, vol. 1 from 2009.
- Rafael Cavestany, Brenda Boultwood și Laureano F. Escudero (2015). Operational Risk Capital Models, John Wiley & Sons Journal.
- ***European Banking Authority (2018) ‘Risk Dashboard’. Retrieved from http://www.eba.europa.eu/risk-analysisand-data/risk-dashboard.
- *** European Securities and Markets Authorities (2018) ‘Risk Dashboard’. Retrieved from https://www.esma.europa.eu/market-analysis/financialstability.
- ***European Systemic Risk Board (2018) ‘Risk Dashboard’, Retrieved from http://www.esrb.europa.eu/pub/rd/html/index.en.html.
DOI: https://doi.org/10.2478/picbe-2019-0015 | Journal eISSN: 2558-9652
Language: English
Page range: 162 - 170
Published on: Nov 29, 2019
Published by: Bucharest University of Economic Studies
In partnership with: Paradigm Publishing Services
Publication frequency: 1 issue per year
Related subjects:
© 2019 Laurentiu Paul Baranga, published by Bucharest University of Economic Studies
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 3.0 License.