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Quantification of Operational Risk under Basel II I. Moosa

Quantification of Operational Risk under Basel II By I. Moosa

Quantification of Operational Risk under Basel II by I. Moosa

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Summary

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.

Quantification of Operational Risk under Basel II Summary

Quantification of Operational Risk under Basel II: The Good, Bad and Ugly by I. Moosa

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.

About I. Moosa

IMAD MOOSAis currently Professor of Finance at Monash University, Australia. Prior to becoming an academic he was a professional economist and a financial journalist and he also worked as an economist at the IMF. Professor Moosa has published 9 books and over 150 papers in international journals. He has served in a number of advisory positions, including his role as an economic advisor to the U.S. Treasury.

Table of Contents

Preliminary Concepts and Issues From Basel I to Basel II: A Great Leap Forward? Operational Risk: Definition, Features and Classification The Advanced Measurement Approach to Operational Risk Theoretical and Empirical Studies of Operational Risk Monte Carlo Simulation: Description and Examples Operational Risk: Where Do We Stand?

Additional information

NPB9780230222663
9780230222663
0230222668
Quantification of Operational Risk under Basel II: The Good, Bad and Ugly by I. Moosa
I. Moosa
Finance and Capital Markets Series
New
Hardback
Palgrave Macmillan
2008-10-31
268
N/A
Book picture is for illustrative purposes only, actual binding, cover or edition may vary.
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