Operational risk toward Basel III: best practices and issues in modeling management and regulation
Gregoriou, Greg N.
Operational risk toward Basel III: best practices and issues in modeling management and regulation - New Jersey John Wiley and Sons, Inc. 2009 - xxvi, 497 p. - Wiley finance .
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. (Source: www.alibris.com)
9780470390146
Banks and banking
International --Risk management
Bank capital --Mathematical models
Financial risk management --Mathematical models.
332.10681
Operational risk toward Basel III: best practices and issues in modeling management and regulation - New Jersey John Wiley and Sons, Inc. 2009 - xxvi, 497 p. - Wiley finance .
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. (Source: www.alibris.com)
9780470390146
Banks and banking
International --Risk management
Bank capital --Mathematical models
Financial risk management --Mathematical models.
332.10681