Quantification of Operational Risk under Basel II: The Good, Bad and Ugly - Softcover

Moosa, I.

 
9781349308217: Quantification of Operational Risk under Basel II: The Good, Bad and Ugly

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Synopsis

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?

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