Operational risk : A guide to Basel II capital requirements, models, and analysis

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. In fact, with implementation of the Basel II Capital Accord already underway, many financial professionals--a...

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Auteur principal: Chernobai, Anna S.
Format: Livre
Langue:Undetermined
Publié: Hoboken, N.J. Wiley 2007
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Thư viện lưu trữ: Trung tâm Học liệu Trường Đại học Cần Thơ
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Résumé: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. 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 variety of issues related to operational risk modeling and management.