Essec\Faculty\Model\Contribution {#2216
  #_index: "academ_contributions"
  #_id: "681"
  #_source: array:26 [
    "id" => "681"
    "slug" => "asset-management-measuring-the-operational-risk-of-fund-valuation-companies"
    "yearMonth" => "2003-01"
    "year" => "2003"
    "title" => "Asset Management. Measuring the Operational Risk of Fund Valuation Companies"
    "description" => "LONGIN, F. et MARTIN, G. (2003). Asset Management. Measuring the Operational Risk of Fund Valuation Companies. <i>Risk</i>, pp. 12-15."
    "authors" => array:2 [
      0 => array:3 [
        "name" => "LONGIN François"
        "bid" => "B00000328"
        "slug" => "longin-francois"
      ]
      1 => array:1 [
        "name" => "MARTIN G."
      ]
    ]
    "ouvrage" => ""
    "keywords" => []
    "updatedAt" => "2020-12-17 17:55:06"
    "publicationUrl" => null
    "publicationInfo" => array:3 [
      "pages" => "12-15"
      "volume" => null
      "number" => null
    ]
    "type" => array:2 [
      "fr" => "Articles"
      "en" => "Journal articles"
    ]
    "support_type" => array:2 [
      "fr" => "Revue scientifique"
      "en" => "Scientific journal"
    ]
    "countries" => array:2 [
      "fr" => null
      "en" => null
    ]
    "abstract" => array:2 [
      "fr" => "Le principal risque des sociétés de valorisation de fonds est le risque opérationnel. Après une présentation du business de ces entreprises liés à la gestion d'actifs, le processus de valorisation des fonds ainsi que les risques associés sont passés en revue. L'article présente ensuite un modèle quanititatif pour apprécier les pertes liées à la valorisation des fonds et la charge en fonds propres associés. Ce travail est en ligne avec la réforme du Comité de Bâle sur la réglementation bancaire."
      "en" => "The main risk face by fund valuation companies is operational risk. This article describes this business, which is linked to asset management. Then the process of fund valuation with its associated risks is reviewed. A new model to quantify operational risk due to the errors in valuing funds is presented. This approach is in line with the reform on bank regulation organized by the Bale Committee."
    ]
    "authors_fields" => array:2 [
      "fr" => "Finance"
      "en" => "Finance"
    ]
    "indexedAt" => "2024-12-21T16:21:43.000Z"
    "docTitle" => "Asset Management. Measuring the Operational Risk of Fund Valuation Companies"
    "docSurtitle" => "Journal articles"
    "authorNames" => "<a href="/cv/longin-francois">LONGIN François</a>, MARTIN G."
    "docDescription" => "<span class="document-property-authors">LONGIN François, MARTIN G.</span><br><span class="document-property-authors_fields">Finance</span> | <span class="document-property-year">2003</span>"
    "keywordList" => ""
    "docPreview" => "<b>Asset Management. Measuring the Operational Risk of Fund Valuation Companies</b><br><span>2003-01 | Journal articles </span>"
    "docType" => "research"
    "publicationLink" => "<a href="#" target="_blank">Asset Management. Measuring the Operational Risk of Fund Valuation Companies</a>"
  ]
  +lang: "en"
  +"_type": "_doc"
  +"_score": 9.269113
  +"parent": null
}