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IBM Journal of Research and Development
Business Optimization   Volume 51, Number 3/4, 2007
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A quantitative optimization model for dynamic risk-based compliance management - References

 by S. Müller
and C. Supatgiat
References

  1. “Sarbanes–Oxley Act of 2002,” Public Law 107-204, 116 Stat 745, United States Code (2002).
  2. “USA Patriot Act of 2001,” Public Law 107-56, 115 Stat 272, United States Code (2001).
  3. P. L. Bernstein, Against the Gods—The Remarkable Story of Risk, John Wiley and Sons, New York, 1996.
  4. A. J. McNeil, R. Frey, and P. Embrechts, Quantitative Risk Management: Concepts, Techniques, and Tools, Princeton University Press, Princeton, NJ, 2005.
  5. J. C. Hull, Options, Futures and Other Derivative Securities, 2nd Edition, Prentice-Hall, Englewood Cliffs, NJ, 1993.
  6. P. J. Schönbucher, Credit Derivatives Pricing Models: Models, Pricing, Implementation, John Wiley and Sons, New York, 2003.
  7. G. E. G. Beroggi and W. A. Wallace, “Operational Risk Management—A New Paradigm for Decision-Making,” IEEE Trans. Syst., Man & Cybernet. 24, No. 10, 1450–1457 (1994).
  8. M. Leippold and P. Vanini, “The Quantification of Operational Risk,” J. Risk 8, No. 1, 59–85 (2005).
  9. C. Supatgiat, C. Kenyon, and L. Heusler, “Cause-to-Effect Operational Risk Quantification and Management,” Risk Manage. 8, 16–42 (2006).
  10. A. Gehani and G. Kedem, “RheoStat: Real-Time Risk Management,” Proceedings of the 7th International Symposium on Recent Advances in Intrusion Detection (RAID 2004), Sophia Antipolis, France, September 15–17, 2004, pp. 296–314.
  11. L.-F. Kwok and D. Longley, “Security Modelling for Risk Analysis,” Proceedings of the IFIP 18th World Computer Congress (SEC 2004), Toulouse, France, August 22–27, 2004, pp. 29–46.
  12. “Internal Control—Integrated Framework,” Committee of Sponsoring Organizations of the Treadway Commission (COSO), American Institute of Certified Public Accountants (AICPA), Jersey City, NJ, 1992.
  13. R. Bellman, Dynamic Programming, Princeton University Press, Princeton, NJ, 1957.
  14. E. Denardo, Dynamic Programming: Models and Applications, Dover Publications, New York, 2003.
  15. “Control Objectives for Information and Related Technology (COBIT),” Version 4.0, IT Governance Institute, 2005; see http://www.isaca.org/cobit.
  16. Operational Riskdata eXchange Association (ORX); see http://www.orx.org/.


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