ISBN:
0230222668
,
9780230222663
Language:
English
Pages:
XIX, 268 S.
,
graph. Darst
Edition:
1. publ.
Edition:
Online-Ausg. 2010 Electronic reproduction; Available via World Wide Web
Series Statement:
Finance and capital markets
Parallel Title:
Print version Quantification of Operational Risk under Basel II : The Good, Bad and Ugly
Keywords:
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
Abstract:
Literaturverz. S. 251 - 263
Abstract:
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
Description / Table of Contents:
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
Note:
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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