Quantification of Operational Risk Under Basel II pdf epub mobi txt 电子书下载 2024

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Moosa, Imad A.

2009-1

288

$ 293.80

9780230222663

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发表于2024-11-26

Quantification of Operational Risk Under Basel II epub 下载 mobi 下载 pdf 下载 txt 电子书下载 2024

Quantification of Operational Risk Under Basel II pdf epub mobi txt 电子书下载 2024

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This book presents arguments that are critical of the Basel II Accord, particularly the advanced measurement approach to operational risk. It identifies the "good", "bad" and "ugly" with respect to practices pertaining to the implementation of the operational risk provisions of Basel II. In particular, it is argued that the advanced measurement approach is not viable in terms of costs and benefits and that it is likely to distract financial institutions from the real task of managing operational risk. Some strong arguments are presented against the purely quantitative approach to operational risk management. The author demonstrates how the estimated capital charge produced by using the loss distribution approach suggested by Basel II is so sensitive to the underlying assumptions that banks can manipulate their internal models in such a way as to produce the lowest possible capital charge. Given that the advanced measurement approach will be used by large internationally active banks only, the Basel II Accord will actually boost competitive inequality when it purports to create a level playing field.

Quantification of Operational Risk Under Basel II 下载 mobi epub pdf txt 电子书