Operational Risk toward Basel III: Best Practices and Issues in Modeling, Management, and Regulation

About the Contributors

Marco Bee is Assistant Professor in Economic Statistics at the University of Trento (Italy). After spending one year as a visiting scholar at the Department of Mathematics of the Indiana University and receiving a PhD in Mathematical Statistics from the University of Trento in 1998 he has held positions at the Risk Management department of Banca Intesa in Milan from 1999 to 2005. His current research interests focus on quantitative risk management and computational statistics.

Keith H. Black serves as an associate at Ennis Knupp + Associates. He is a member of the firm’s opportunistic strategies group, which advises foundations, endowments, and pension funds on their asset allocation and manager selection strategies in the alternative investment space. His prior professional experience includes commodities derivatives trading at First Chicago Capital Markets, stock options research and CBOE market-making for Hull Trading Company, and building stock selection models for mutual funds and hedge funds for Chicago Investment Analytics. He has also served as a research consultant to an equity brokerage firm and a hedge fund marketing firm. Mr. Black contributes regularly to The CFA Digest, and has published in the Journal of Global Financial Markets, the Journal of Trading, the Journal of Financial Compliance and Regulation, and Derivatives Use Trading and Regulation. He is the author of Managing a Hedge Fund, which was named to the list of the top 10 books of ...