Operational Risk: Measurement and Modelling
INTRODUCTION TO OPERATIONAL RISK.
Introduction to Operational Risk.
MEASURING OPERATIONAL RISK.
A Measurement Framework for Operational Risk.
The Delta Methodology.
The EVT Methodology.
MODELLING OPERATIONAL RISK.
Delta-EVT(TM) Models for Operational Risk.
Causal Models for Operational Risk.
Extreme Value Theory.
From August 1998 to November 2000 Dr King worked as Director, Operational Risk for Algorithmics, Incorporated. Before joining Algorithmics, Dr King was a Director in the New York Financial Consulting Practice of Price Waterhouse, with a concentration in market and credit risk. From 1992 - 1996, Dr King was a scientist with the United Nations' International Atomic Energy Agency in Vienna, Austria where he developed enhanced systems for the measurement and control of global nuclear risk.
Dr King's education includes a Ph.D. in Computer Science, MBA, MA Finance, BS Computer Science, and BS Electrical Engineering. He is a member of IEEE and ACM and is a frequent contributor to risk-related magazines and newsletters.