Quantification of operational risk under basel ii: the good, bad and ugly
Auteur :
Moosa, I.
Éditeur :
Palgrave Macmillan
ISBN :
9781349308224
Date de publication :
1 janv. 2008
Dimensions :
22,9 x 15,2 cm
Langue :
Anglais
Pays d'origine :
Grande Bretagne
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.