Logotipo librería Marcial Pons
Operational risk

Operational risk
a guide to basel II capital requirements. models, and analysis

  • ISBN: 9780471780519
  • Editorial: John Wiley & Sons Limited
  • Lugar de la edición: New Jersey. Estados Unidos de Norteamérica
  • Colección: Finance
  • Encuadernación: Cartoné
  • Medidas: 24 cm
  • Nº Pág.: 287
  • Idiomas: Inglés

Papel: Cartoné
116,03 €
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While operational risk has long been regarded as a mere part of "other" risks outside the realm of credit and market risk it has quickly made its way to the forefront of finance. In fact, with implementation of the Basel II Capital Accord already underway, many financial professionals as well as those preparing to enter this field must now become familiar with a variety of issues related to operational risk modeling and management. Written by the experienced team of Anna Chernobai, Svetlozar Rachev, and Frank Fabozzi, "Operational Risk" will introduce you to the key concepts associated with this discipline. Filled with in depth insights, expert advice, and innovative research, this comprehensive guide not only presents you with an abundant amount of information regarding operational risk, but it also walks you through a wide array of examples that will solidify your understanding of the issues discussed. Topics covered include: the main challenges that exist in modeling operational risk; the variety of approaches used to model operational losses; Value at Risk and its role in quantifying and managing operational risk; the three pillars of the Basel II Capital Accord; and much more.


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