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Quantification of Operational Risk under Basel II PDF

289 Pages·2008·1.602 MB·English
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by Imad A. Moosa| 2008| 289 pages| 1.602| English

About Quantification of Operational Risk under Basel II

The book presents arguments that are critical of the Basel II Accord, particularly the advanced measurement approach to operational risk. It is argued that the advanced measurement approach is not viable in terms of costs and benefits and is likely to distract financial institutions from the real task of managing operational risk.

Detailed Information

Author:Imad A. Moosa
Publication Year:2008
ISBN:230222668
Pages:289
Language:English
File Size:1.602
Format:PDF
Price:FREE
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