Essec\Faculty\Model\Contribution {#2216
  #_index: "academ_contributions"
  #_id: "2328"
  #_source: array:26 [
    "id" => "2328"
    "slug" => "quantifying-the-op-risk-in-investment-fund-valuation"
    "yearMonth" => "2003-03"
    "year" => "2003"
    "title" => "Quantifying the Op Risk in Investment Fund Valuation"
    "description" => "LONGIN, F. et MARTIN, G. (2003). Quantifying the Op Risk in Investment Fund Valuation. <i>Risk</i>, pp. 15-17."
    "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" => "15-17"
      "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" => "Cet article traite du risque opérationnel des sociétés de valorisation de fonds. Après une présentation du business de ces entreprises liés à la gestion d'actifs, le processus d'évaluation ainsi que les risques associés sont passés en revue. L'article présente ensuite un modèle quantitatif pour apprécier les pertes liées à l'évaluation 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" => "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."
    ]
    "authors_fields" => array:2 [
      "fr" => "Finance"
      "en" => "Finance"
    ]
    "indexedAt" => "2024-12-30T17:21:46.000Z"
    "docTitle" => "Quantifying the Op Risk in Investment Fund Valuation"
    "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>Quantifying the Op Risk in Investment Fund Valuation</b><br><span>2003-03 | Journal articles </span>"
    "docType" => "research"
    "publicationLink" => "<a href="#" target="_blank">Quantifying the Op Risk in Investment Fund Valuation</a>"
  ]
  +lang: "en"
  +"_type": "_doc"
  +"_score": 8.957939
  +"parent": null
}