Operational risk toward Basel III
best practices and issues in modeling, management and regulation
- ISBN: 9780470390146
- Editorial: John Wiley & Sons Limited
- Fecha de la edición: 2009
- Lugar de la edición: New Jersey. Estados Unidos de Norteamérica
- Colección: Finance
- Encuadernación: Cartoné
- Medidas: 24 cm
- Nº Pág.: 497
- Idiomas: Inglés
Ed. Greg N. Gregoriou. This book consists of chapters by contributors (well-known professors, practitioners, and consultants from large and well respected money management firms within this area) offering the latest research in the OpRisk area. The chapters highlight how operational risk helps firms survive and prosper by giving readers the latest, cutting-edge techniques in OpRisk management. Topics discussed in this book include: Basel Accord II, getting ready for the New Basel III, Extreme Value Theory, and the new capital requirements and regulations in the banking sector in relation to financial reporting (including developing concepts such as OpRisk Insurance which wasn't a part of the Basel II framework). The book further discussed quantitative and qualitative aspects of OpRisk, as well as fraud and applications to the fund industry.
Ed. Greg N. Gregoriou
