Operational Risk : A Guide to Basel II Capital Requirements, Models, and Analysis
Operational Risk : A Guide to Basel II Capital Requirements, Models, and Analysis
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Author(s): Chernobai, Anna S.
Fabozzi, Frank
Fabozzi, Frank J.
ISBN No.: 9781119201922
Pages: 320
Year: 201510
Format: E-Book
Price: $ 141.92
Status: Out Of Print

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 made its way to the forefront of finance. In fact, with implementation of the Basel II Capital Accord already underway, many financial professionals--as well as those preparing to enter this field--must now become familiar with a variety of issues related to operational risk modeling and management. Written by the experienced team of Anna Chernobai, Svetlozar Rachev, and Frank Fabozzi, Operational Risk: A Guide to Basel II Capital Requirements, Models, and Analysis will introduce you to the key concepts associated with this discipline. Filled with in-depth insights, expert advice, and innovative research, this comprehensive guide not only presents you with an abundant amount of information regarding operational risk, but it also walks you through a wide array of examples that will solidify your understanding of the issues discussed. Topics covered include: The main challenges that exist in modeling operational risk The variety of approaches used to model operational losses Value-at-Risk and its role in quantifying and managing operational risk The three pillars of the Basel II Capital Accord And much more.


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