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Operational Risk Control with Basel II
book

Operational Risk Control with Basel II

by Dimitris N. Chorafas
November 2003
Intermediate to advanced content levelIntermediate to advanced
400 pages
12h 48m
English
Butterworth-Heinemann
Content preview from Operational Risk Control with Basel II
INSURANCE COMPANY RISKS
INVESTMENT
RISKS
PREMIUM AND
RESERVE RISK
TECHNICAL
RISKS
OTHER RISKS
BEING TAKEN
LIFE RISKS
(MORT ALITY,
CALAMITY)
NON-LIFE RISKS
OPERA TIONAL RISKS
COVERED
OTHER RISKS BEING
ASSUMED
CREDIT RISKS
MARKET RISKS
(EQUITIES, INTEREST
RA TES, FOREX)
RESIDUAL BUSINESS
RISK
ASSETS/LIABILITIES
MISMA TCH RISK
PROSPECTIVE
CLAIMS (MARGIN)
PRICING OF
CONTRACTS
RETROSPECTIVE
CLAIMS (UNDER-
RESERVING)
SOLVENCY RISKS
NEW BUSINESS
LINE RISKS
INSURABILITY RISK
OPERA TIONAL RISK
(OWN ACTIVITIES)
COST CONTROL
RISKS
RISK OF FRAUD
(INTERNAL,
EXTERNAL)
PROL ONGED
LITIGA TION RISKS
12 Role of rating agencies in the
creditworthiness of insurance firms
12.1 Introduction ...
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Publisher Resources

ISBN: 9780750659093