This article deals with operation risk in fund valuation companies. First, this business linked to asset management is described. Then the process of fund valuation with its associated risks is reviewed. This article presents a new model to quantify operational risk due to the errors in valuing funds. This approach is in line with the reform on bank regulation organized by the Bale Committee.
LONGIN, F. and MARTIN, G. (2003). Quantifying the Op Risk in Investment Fund Valuation. Risk, pp. 15-17.