000 01667 a2200229 4500
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
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