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Quantification of Operational Risk under Basel II
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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.
- Undertittel
- The Good, Bad and Ugly
- Forfatter
- I. Moosa
- ISBN
- 9780230595149
- Språk
- Engelsk
- Utgivelsesdato
- 31.10.2008
- Forlag
- Palgrave MacMillan UK
- Tilgjengelige elektroniske format
- PDF - Adobe DRM
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- E-bokleser i mobil/nettbrett
- Lesebrett
- Datamaskin
