The Advanced Measurement Approach to Operational Risk

The Advanced Measurement Approach to Operational Risk
Author :
Publisher :
Total Pages : 372
Release :
ISBN-10 : 1904339883
ISBN-13 : 9781904339885
Rating : 4/5 (885 Downloads)

Book Synopsis The Advanced Measurement Approach to Operational Risk by : Ellen Davis

Download or read book The Advanced Measurement Approach to Operational Risk written by Ellen Davis and published by . This book was released on 2006-01-01 with total page 372 pages. Available in PDF, EPUB and Kindle. Book excerpt: Voted no. 1 in FEN's top ten technical books for 2006 - With the deadlines for Basel II rapidly approaching - your firm must implement the AMA by January 2008. To get your frameworks into place Risk Books present you with this state-of-the-art technical guide on how to model op risk with practical advice on how to set up an AMA programme that fully supports the modelling and quantification goals of your organisation.


The Advanced Measurement Approach to Operational Risk Related Books

The Advanced Measurement Approach to Operational Risk
Language: en
Pages: 372
Authors: Ellen Davis
Categories: Financial institutions
Type: BOOK - Published: 2006-01-01 - Publisher:

GET EBOOK

Voted no. 1 in FEN's top ten technical books for 2006 - With the deadlines for Basel II rapidly approaching - your firm must implement the AMA by January 2008.
International Convergence of Capital Measurement and Capital Standards
Language: en
Pages: 294
Authors:
Categories: Bank capital
Type: BOOK - Published: 2004 - Publisher: Lulu.com

GET EBOOK

Operational Risk
Language: en
Pages: 328
Authors: Anna S. Chernobai
Categories: Business & Economics
Type: BOOK - Published: 2007-06-15 - Publisher: John Wiley & Sons

GET EBOOK

Operational Risk 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 ma
Quantification of Operational Risk Under Basel II
Language: en
Pages: 296
Authors: Imad A. Moosa
Categories: Business & Economics
Type: BOOK - Published: 2008-10-31 - Publisher: Palgrave MacMillan

GET EBOOK

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
Revisiting Risk-Weighted Assets
Language: en
Pages: 50
Authors: Vanessa Le Leslé
Categories: Business & Economics
Type: BOOK - Published: 2012-03-01 - Publisher: International Monetary Fund

GET EBOOK

In this paper, we provide an overview of the concerns surrounding the variations in the calculation of risk-weighted assets (RWAs) across banks and jurisdiction