Title:  Modeling, Measuring, and Hedging Operational Risk

Authors:  Cruz, Marcelo

14 Chapters Included in Collection 

Collection Price:

GARP Member:
USD $20

Affiliate & Non-Member:
USD $25 

Latest Blog

The Case for Collective Risk Reporting

Recent Articles

Stress Testing Credit Risk: A Case for Applying the Theory of Multiple Interacting Agents 

Click here to view more articles! 

Risk Resources 

GARP's new Risk Resources online link library is your gateway to a wealth of resources in all areas of financial risk management, including:

• Islamic Finance
• Credit Risk
• Operational Risk
  
• Energy Risk
  
• Market Risk.

Click below to access it today!
 

What's New for the Week of July 29, 2008?

GARP's Asia Pacific Convention is the region’s premier risk management Convention. Featuring high-level presentations from leading experts in the field of financial risk management, this Convention will allow you to refresh your risk management knowledge and skill-set while connecting with like-minded professionals. Read More

February 10-11, 2009  •  New York City

The World's Largest Gathering of Risk Professionals! 

NOW AVAILABLE: Click here to request an advanced copy of the brochure (when it becomes available)! 

GARP’s 10^th Annual Risk Management Convention & Exhibition is the destination for networking, exchanging ideas and experiences, and discussing prevailing developments and challenges faced by risk professionals. The 2009 program is no exception and is anticipated to reflect the key concerns of risk management professionals, including regulation/compliance, Basel II, credit risk, market risk and operational risk.  Read More

Newly certified Financial Risk Managers (FRM^®) from around the world have submitted photos of themselves proudly displaying their FRM Certificates in front of a landmark exclusive to their country. 

Click here to check out the photo slideshow!

If you are a certified FRM and would like to have your photo included in our photo gallery, Read More

The Federal Reserve Bank of New York has been using the GARP Career Center to meet their hiring needs since 2006.  They currently have three openings on the website. For more information about The Federal Reserve Bank of New York and to see their postings, Read More

GARP is freeing up your mailbox space and providing you with the convenience of having GARP notifications in one accessible location.TheGARP Weekly Bulletin will connect you to premier financial risk management education, training and networking opportunities on a weekly basis. Read More

In keeping our members' customer experience our top priority, any payment-related issues with GARP should be directed to GARP in order to resolve the matter efficiently. Read More

  Malaysia Chapter Meeting
  CANCELLED
  July 31, 2008

  India Chapter Meeting
  August 8, 2008

  Click here to view all upcoming
  Chapter Meetings!

Conventions & Conference

  5^th Annual Asia Pacific Convention
  November 19-21, 2008 

  10^th Annual Risk Management
  Convention & Exhibition
  February 10-11, 2009

  Practical Application of the
  Black-Litterman Asset Allocation
  Model
  July 30, 2008 

  Copulas
  August 6, 2008

  Value-At-Risk 101
  August 13, 2008

  Black-Scholes, Risk Pricing in
  Options and Beyond
  August 20, 2008

  Historical Simulation for
  Commodities
  September 3, 2008 

  Advanced Credit & Financial
  Analysis - London
  August 18-20, 2008  

  Asset & Liability Management
  September 10-12 

Customer Security Associate
ING Direct

Director - Mortgage Research
Fannie Mae

Director of Internal Audit Capital Markets
Michael Page International

Manager - Administration
Fannie Mae

Manager Risk Management – Prospect Acquisition
Analytic Recruiting

Risk Management Specialist
CME Group

Risk Manager / Controller / FINOP
G. X. Clarke & Co

Senior Analyst - Performance Measurement & Risk
Yacoub & Associates Recruitment Professionals Inc

Vice President Team Leader - Model Verification
Moody’s