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Quantification Of Operational Risk Under Basel Ii

Quantification Of Operational Risk Under Basel Ii

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pvp.195,00 €

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  • ISBN:9780230222663
  • Editorial: Palgrave
  • Fecha de la edición:
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  • Dimensiones: 0 cm x 0 cm
  • Nº Pág.:240
  • Idiomas:Ingles,Inglés

Materias:

This book presents an exposition and a critique of the Basel II Accord, particularly the advanced measurement approach to operational risk.It is expository and critical at the same time. It is accessible to the non-specialist. It is practical and up-to-date. It presents simple illustration of some complex ideas, such as the effect of correlation on the estimated capital charge. It deals with practical topics such as the subprime crisis and the Societe Generale fiasco.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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