Quantification of Operational Risk Under Basel II

en Limba Engleză Paperback – 2008

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.

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Specificații

ISBN-13: 9781349308224
ISBN-10: 1349308226
Pagini: 268
Ilustrații: XIX, 268 p.
Dimensiuni: 152 x 229 x 17 mm
Greutate: 0.43 kg
Ediția:2008 edition
Editura: Palgrave Macmillan UK
Locul publicării:London, United Kingdom

Cuprins

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?

Notă biografică

IMAD MOOSA is currently Professor of Finance at Monash University, Australia. Prior to becoming an academic he was a professional economist and a financial journalist and he also worked as an economist at the IMF. Professor Moosa has published 9 books and over 150 papers in international journals. He has served in a number of advisory positions, including his role as an economic advisor to the U.S. Treasury.

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