000 | 01667 a2200229 4500 | ||
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008 | 140323b2009 xxu||||| |||| 00| 0 eng d | ||
020 | _a9780470390146 | ||
082 | _a332.10681 | ||
100 |
_aGregoriou, Greg N. _9165 |
||
245 |
_aOperational risk toward Basel III: best practices and issues in modeling management and regulation _b |
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260 |
_aNew Jersey _bJohn Wiley and Sons, Inc. _c2009 |
||
300 |
_axxvi, 497 p. _e _f |
||
365 | _bUSD 95.00 | ||
440 |
_aWiley finance _91152253 |
||
520 | _aThis 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) | ||
650 | _aBanks and banking | ||
650 | _aInternational --Risk management | ||
650 | _aBank capital --Mathematical models | ||
650 | _aFinancial risk management --Mathematical models. | ||
942 | _cBK | ||
999 |
_c368127 _d368127 |