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

By Imad A. Moosa

Book Overview

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?

• Format: Paperback
• Language: English
• ISBN: 1349308226
• ISBN13: 9781349308224
• Release Date: January 2008
• Publisher: Palgrave MacMillan
• Length: 268 Pages
• Weight: 0.95 lbs.
• Dimensions: 0.7" x 6.0" x 9.0"