Operational Risk: A Guide to Basel II Capital Requirements, Models, and Analysis
| Author | : | |
| Rating | : | 4.30 (676 Votes) |
| Asin | : | 0471780510 |
| Format Type | : | paperback |
| Number of Pages | : | 300 Pages |
| Publish Date | : | 2016-01-12 |
| Language | : | English |
DESCRIPTION:
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. 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 more.. In fact, with implementation
Operational Risk: A guide to Basel II Capital Requirements Models, and Analysis Frank J. Fabozzi does not need an introduction to the students of Finance. He has great contributions to the literature of finance in the fields of Money Market, Capital market, and issues relating to governing the finance within a financial instituion.The field of operational risk has gained gre. The quantitative side of operational risk LJ Haasbroek Chernobai provides a useful overview of the aspect you should be familiar with when modeling OR capital under the advanced measurement approach. Aspects covered are a brief introduction to the OR related parts from the Basel II capital accord, technical discussions on fitting standard statistical. "Great Introduction to Operational Risk" according to Fabio Goto. Great book as an introduction to operational risk modelling under Basel II. There is a single introductory chapter on operational risk management, which makes the book a little to focused on modelling techniques.New techniques have been developed ever since, but it is still a great introduction f
Whitman School of Management at Syracuse University. J. Anna S. The focus of her research is operational risk management. Chernobai, PhD, is an Assistant Professor of Finance at the M. Fabozzi, PhD, CFA, is Professor in the Practice of Finance at Yale University's School of Management and the Editor of the Journal of Portfolio Management.. Rachev
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 riskThe variety of approaches used to model operational lossesValue-at-Risk and its role in quantifying and managing operational riskThe three pillars of the Basel II Capital AccordAnd much more. 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 varie