ISBN:
0230222668
,
9780230222663
Sprache:
Englisch
Seiten:
XIX, 268 S.
,
graph. Darst
Ausgabe:
1. publ.
Ausgabe:
Online-Ausg. 2010 Electronic reproduction; Available via World Wide Web
Serie:
Finance and capital markets
Paralleltitel:
Print version Quantification of Operational Risk under Basel II : The Good, Bad and Ugly
Schlagwort(e):
Finance
;
Accounting
;
Bookkeeping
;
Corporations Finance
;
Banks and banking
;
Risk management
;
Capital market
;
Economics
;
Management science
;
Internationale Bank
;
Risikomanagement
;
Quantifizierung
;
Basler Eigenkapitalvereinbarung 〈2001〉
;
Internationale Bank
;
Risikomanagement
;
Quantifizierung
;
Basel Committee on Banking Supervision Basler Eigenkapitalvereinbarung 2004
Kurzfassung:
Literaturverz. S. 251 - 263
Kurzfassung:
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
Beschreibung / Inhaltsverzeichnis:
Cover; Contents; List of Figures; List of Tables; Preface; List of Acronyms; 1 Preliminary Concepts and Issues; 2 From Basel I to Basel II: A Great Leap Forward?; 3 Operational Risk: Definition, Features and Classification; 4 The Advanced Measurement Approach to Operational Risk; 5 Theoretical and Empirical Studies of Operational Risk; 6 Monte Carlo Simulation: Description and Examples; 7 Operational Risk: Where Do We Stand?; References; Index
Anmerkung:
Includes bibliographical references (p. 251-263) and index
,
Electronic reproduction; Available via World Wide Web
DOI:
10.1057/9780230595149
URL:
Volltext
(lizenzpflichtig)
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