Guide to optimal operational risk & Basel-II
- 作者： Akkizidis, Ioannis S.
- 其他作者：
- 出版： Boca Raton, FL : Auerbach Publications
- 主題： Basle Committee on Banking Supervision. , Financial services industry--Risk management. , Bank management , Operational risk. , Basel II (2004)
- ISBN： 0849338131 (hbk.): GBP49.99
- 資料類型: 圖書
- 內容註: Includes bibliographical references and index.
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讀者標籤：
- 系統號： 005005462 | 機讀編目格式
館藏資訊
Guide to Optimal Operational Risk and Basel II presents the key aspects of operational risk management that are also aligned with the Basel II requirements. This volume provides detailed guidance for the design and implementation of an efficient operational risk management system. It contains all elements of assessment, including operational risk identification, measurement, modeling, and monitoring analysis, along with evaluation analysis and the estimation of capital requirements. The authors also address the managing and controlling of operational risks including operational risk profiling, risk optimization, cost & optimal resource allocation, decision-making, and design of optimal risk policies. Divided into four parts, this book begins by introducing the idea of operational risks and how they affect financial organizations. This section also focuses on the main aspects of managing operational risks. The second part focuses on the requirements of an operational risk management framework according to the Basel II Accord. The third part focuses on all stages of operational risk assessment, and the fourth part focuses on the control and management stages. All of these stages combine to implement efficient and optimal operational risk management systems.