Quantification Of Operational Risk Under Basel Ii

Hardcover | December 15, 2008

byImad A. Moosa

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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.

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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.

IMAD MOOSA is 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...

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Format:HardcoverDimensions:240 pages, 9 × 6 × 0.69 inPublished:December 15, 2008Publisher:Palgrave MacmillanLanguage:English

The following ISBNs are associated with this title:

ISBN - 10:0230222668

ISBN - 13:9780230222663

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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?