Quantification of Operational Risk under Basel II

The Good, Bad and Ugly

Gebonden Engels 2008 9780230222663
Verwachte levertijd ongeveer 9 werkdagen

Samenvatting

The book presents arguments that are critical of the Basel II Accord, particularly the advanced measurement approach to operational risk. It is argued that the advanced measurement approach is not viable in terms of costs and benefits and is likely to distract financial institutions from the real task of managing operational risk.

Specificaties

ISBN13:9780230222663
Taal:Engels
Bindwijze:gebonden
Uitgever:Palgrave Macmillan UK

Lezersrecensies

Wees de eerste die een lezersrecensie schrijft!

Inhoudsopgave

Preliminary Concepts and Issues From Basel I to Basel II: A Great Leap Forward? Operational Risk: Definition, Features and Classification The Advanced Measurement Approach to Operational Risk Theoretical and Empirical Studies of Operational Risk Monte Carlo Simulation: Description and Examples Operational Risk: Where Do We Stand?

Managementboek Top 100

Rubrieken

    Personen

      Trefwoorden

        Quantification of Operational Risk under Basel II