Guide to Optimal Operational Risk and BASEL II
Regular price
€173.60
A01=Ioannis S. Akkizidis
A01=Vivianne Bouchereau
accord
advanced operational risk measurement methods
Affected Operations
Ama
Author_Ioannis S. Akkizidis
Author_Vivianne Bouchereau
Banking Organizations
Basel Committee
Basel Ii
Basel Ii Accord
Bil Ls
Business Impact Analysis
capital adequacy evaluation
Category=KC
Category=KF
Category=KJ
Category=UBL
Category=UR
Category=UY
enterprise
enterprisewide
Enterprisewide Risk Management
eq_bestseller
eq_business-finance-law
eq_computing
eq_isMigrated=1
eq_isMigrated=2
eq_nobargain
eq_non-fiction
exposures
financial risk modeling
framework
indicators
key
KRIs
loss event prediction
Ma Nag
management
Operational Loss Event
Operational Risk
Operational Risk Capital
Operational Risk Control
Operational Risk Data
Operational Risk Exposures
Operational Risk Framework
Operational Risk Loss
Operational Risk Management
Operational Risk Management Framework
Operational Risk Management Systems
Operational Risk Measurement
Operational Risk Profile
Operational VaR
profile
quantitative risk analysis
resource allocation strategies
risk assessment techniques
system
Product details
- ISBN 9780849338137
- Weight: 748g
- Dimensions: 156 x 234mm
- Publication Date: 01 Nov 2005
- Publisher: Taylor & Francis Ltd
- Publication City/Country: GB
- Product Form: Hardback
Secure
checkout
Fast Shipping
Easy returns
Guide to Optimal Operational Risk and Basel II presents the key aspects of operational risk management that are also aligned with the Basel II requirements. This volume provides detailed guidance for the design and implementation of an efficient operational risk management system. It contains all elements of assessment, including operational risk identification, measurement, modeling, and monitoring analysis, along with evaluation analysis and the estimation of capital requirements.
The authors also address the managing and controlling of operational risks including operational risk profiling, risk optimization, cost & optimal resource allocation, decision-making, and design of optimal risk policies.
Divided into four parts, this book begins by introducing the idea of operational risks and how they affect financial organizations. This section also focuses on the main aspects of managing operational risks. The second part focuses on the requirements of an operational risk management framework according to the Basel II Accord. The third part focuses on all stages of operational risk assessment, and the fourth part focuses on the control and management stages. All of these stages combine to implement efficient and optimal operational risk management systems.
Akkizidis, Ioannis S.; Bouchereau, Vivianne
