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Operational Risk

A Guide to Basel II Capital Requirements, Models, and Analysis

Produktform: Buch / Einband - fest (Hardcover)

Operational Risk 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: A Guide to Basel II Capital Requirements, Models, and Analysis 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 moreweiterlesen

Dieser Artikel gehört zu den folgenden Serien

Sprache(n): Englisch

ISBN: 978-0-471-78051-9 / 978-0471780519 / 9780471780519

Verlag: John Wiley & Sons

Erscheinungsdatum: 03.07.2007

Seiten: 300

Autor(en): Svetlozar T. Rachev, Frank J. Fabozzi, Anna S. Chernobai

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