Quantification of Operational Risk under Basel II : The Good, Bad and Ugly Hardback
by I. Moosa
Part of the Finance and Capital Markets Series series
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.
- Format: Hardback
- Pages: 268 pages, XIX, 268 p.
- Publisher: Palgrave Macmillan
- Publication Date: 31/10/2008
- Category: Budgeting & financial management
- ISBN: 9780230222663
- PDF from £135.58
- Paperback / softback from £153.79