Quantification of operational risk under Basel II the good, bad and ugly /

Quantification of operational risk under Basel II [electronic resource] : the good, bad and ugly / Imad A. Moosa.

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This book presents arguments that are critical of the Basel II Accord, particularly the advanced measurement approach to operational risk. It identifies the good, bad and ugly with respect to practices pertaining to the implementation of the operational risk provisions of Basel II. In particular, it...

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Bibliographic Details
Online Access: Full Text (via Springer)
Main Author: Moosa, Imad A.
Format: Electronic eBook
Language:English
Published: Basingstoke [England] ; New York : Palgrave Macmillan, 2008.
Series:Finance and capital markets.
Subjects:
Financial risk management > Mathematical models.
Bank capital > Mathematical models.
Banks and banking, International > Risk management.
Table of Contents:
  • Preliminary Concepts and Issues
  • From Basel I to Basel II: A Great Leap Forward?
  • Operational Risk: Definition, Features and Classification
  • The Advanced Measurement Approach to Operational Risk
  • Theoretical and Empirical Studies of Operational Risk
  • Monte Carlo Simulation: Description and Examples
  • Operational Risk: Where Do We Stand?

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