National Repository of Grey Literature 1 records found  Search took 0.00 seconds. 
Managing operational risk using scenario analysis
Vostatek, Jan ; Blahová, Naděžda (advisor) ; Brada, Jaroslav (referee)
The master thesis is dealing with the contemporary issues of operational risk management in financial institutions. Author sets a theoretical basis and legal background of the topic and describes the contemporary practices of managing the operational risk. Author focuses on the scenario analysis as a specific method which is described and evaluated. Scenario analysis is applied on the rogue trading risk. In the thesis there is created a model institution on which author applies the operational risk theory using best practices and expert opinions. The model situation provides the analysis of the processes of the financial institution and choose the suitable measures in order to defend against the risk. The author also analyses the past cases of rogue trading which helps to understand the prevention and the historical significance of the operational risk.

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