Quantification of Operational Risk under Basel II The Good, Bad and Ugly

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Synopsis

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.

Book details

Edition:
2008
Series:
Finance and Capital Markets Series
Author:
I. Moosa
ISBN:
9780230595149
Related ISBNs:
9780230222663
Publisher:
Palgrave Macmillan UK, London
Pages:
N/A
Reading age:
Not specified
Includes images:
No
Date of addition:
2020-12-08
Usage restrictions:
Copyright
Copyright date:
2008
Copyright by:
N/A 
Adult content:
No
Language:
English
Categories:
Business and Finance, Nonfiction