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

by Moosa, Imad A.

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Title Statements

Full title :Quantification of operational risk under Basel II : the good, bad and ugly / Imad A. Moosa.

Edition Statements

Publication Date:2008.

Publication Statements

Publisher(s):Palgrave Macmillan
Place of Publication:Basingstoke [England]
Language:eng
Publication Date:2008.

The Physical Object

Description:xix, 268 pages : : illustrations, plans ; : 24 cm.

Edition Identifiers

ISBN:9780230222663, 0230222668
oclc:ocn244566811
LC Classification:HD61
Dewey Decimal:332.1/50681

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?

Subjects

Bank capital -- Mathematical models Banks and banking, International -- Ris… Banques -- Capital Banques internationales -- Gestion du r… Basler Eigenkapitalvereinbarung (2001) Finances -- Gestion du risque Financial risk management -- Mathematic… Internationale Bank Quantifizierung Risikomanagement