Operational Risk Readings

[EIA]

Hi David,

I trust you are doing well.
Some readings recommended for Operational Risk that is not listed in GARP website.
Do you have an idea of how we can get it? They are
Jimmy Hong, John Knight, Steve Satchell and Bernd Scherer, “Using approximate results for validating
value-at-risk,” The Journal of Risk Model Validation, Volume 4/Number 3, Fall 2010: pp. 69-81.

Mo Chaudhury, “A review of the key issues in operational risk capital modeling,” The Journal of Operational Risk, Volume 5/Number 3, Fall 2010: pp. 37-66.

Eric Cope, Giulio Mignola, Gianluca Antonini and Roberto Ugoccioni, “Challenges and pitfalls in measuring
operational risk from loss data,” The Journal of Operational Risk, Volume 4/Number 4, Winter 2009/10: pp. 3-27.

 

[David Harper CFA FRM]

Hi EMMY,

I hope you are doing well, too. Here are 2/3:

50. Chaudhury's Review of Key Issues in OpRisk: http://db.tt/lhQxA3T
51. Cope et al's Challenges in Measuring OpRisk: http://db.tt/6uGxpqn
(note each has a download link)

I don't currently have a soft copy of 48, sorry. Let me see if i can create a PDF. To be brutally frank, the testability of this entire reading (Hong), highly technical, is low to very low. I am highly confident you only need our AIM-based summaries, but i will come back if/when i can get a PDF. Thanks!

David

 

[David Harper CFA FRM]

Hi EMMY: If you give me 2 days, I can email you the PDF of the third reading (#48); i just need to scan the pages. Can I use the email you already associate with your account? If that isn't your preferred email, just ping me at .(JavaScript must be enabled to view this email address) and i'll send/reply to that email, but I will get it to you by end of week. Thanks, David

 

[EIA]

Hi David,

That will be okay.

Rgds

 

[EIA]

Hi Dave,

I believe you have been busy that is why you have not forwarded the reading I requested for.

Just want to remind you that I am still expecting the reading.

Jimmy Hong, John Knight, Steve Satchell and Bernd Scherer, “Using approximate results for validating
value-at-risk,” The Journal of Risk Model Validation, Volume 4/Number 3, Fall 2010: pp. 69-81.

Emmy

 

[David Harper CFA FRM]

Hi Emmy,

Thanks for following up, here it is: http://db.tt/lGOtsmf

David

 

[shanlane]

Hello,

This may be another dumb question, but the Chaudhury reading in the aims says something about pp 37-66 and the paper that is posted here is pp 1-40. Is this the same paper that the aims are referring to?

Thanks,
Shannon

 

[David Harper CFA FRM]

Hi Shannon, it's the same paper, I think the page count is different due to formatting differences, thanks!

 

[shanlane]

Nice!

Thanks,

Shannon