Quantification of Operational Risk Under Basel II

Moosa, Imad A.

ISBN 10: 0230222668 / ISBN 13: 9780230222663

Published by Palgrave Macmillan, 2008

About this Item

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. Series: Finance and Capital Markets Series. Num Pages: 287 pages, biography. BIC Classification: KJMV1. Category: (P) Professional & Vocational; (UP) Postgraduate, Research & Scholarly. Dimension: 236 x 167 x 22. Weight in Grams: 574. . 2008. Hardback. . . . . Books ship from the US and Ireland.

Seller Inventory # V9780230222663

Bibliographic Details

• Title: Quantification of Operational Risk Under Basel II
• Publisher: Palgrave Macmillan
• Publication Date: 2008
• Language: English
• ISBN 10: 0230222668
• ISBN 13: 9780230222663
• Binding: Hardcover
• Condition: New

About this title

Synopsis

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.

About the Author

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 positions, including his role as an economic advisor to the U.S. Treasury.