Документ взят из кэша поисковой машины. Адрес оригинального документа : http://www.mce.biophys.msu.ru/archive/doc21870/doc.pdf Дата изменения: Sun Aug 31 13:10:18 2008 Дата индексирования: Mon Oct 1 21:46:00 2012 Кодировка:

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1. Cruz M.G. Modeling, measuring and hedging operational risk ­ Chichester: John Wiley & Sons, Inc., 2002. 2. Hussain A. Managing operational risk in financial markets ­ Oxford: Butterworth-Heinemann, 2000. 3. Operational risk. Supporting document to the New Basel capital accord. Consultative document. Basel Committee on Banking Supervision, 2001, January. 4. New Basel capital accord. Consultative document. Basel Committee on Banking Supervision, 2003,April. 5. Frost C., Allen D., Porter J., Bloodworth P. Operational risk and resilience: Understanding and minimizing operational risk to secure shareholder value. ­ Oxford: Butterworth-Heinemann, 2000

SOME QUESTIONS OF MEASURING OPERATIONAL RISK VALUES IN FINANCIAL ORGANISATIONS IN CIS Temin L. V. In the article models of operational risk values measurement, their eligibility for the financial organizations in CIS and the adjustments of the models to fit them are considered. LDA method of operational risk analysis is examined in detail. Modifications of its scheme are introduced. First involves the analysis of business-processes according to the sum that is subjected to risk. Other one replaces the indicator of the business-process by generalized indicator computed with the neuron network