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Journal articles (2003), Risk, pp. 12-15

Asset Management. Measuring the Operational Risk of Fund Valuation Companies

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.

LONGIN, F. and MARTIN, G. (2003). Asset Management. Measuring the Operational Risk of Fund Valuation Companies. Risk, pp. 12-15.