Guide to Optimal Operational Risk and Basel II

ISBN-13: 9780849338137 / Angielski / Twarda / 2005 / 436 str.

Ioannis S. Akkizidis; Vivianne Bouchereau

Opis

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 efficient operational risk management systems. 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 managing and controlling operational risks including operational risk profiling, risk optimization, cost & optimal resource allocation, decision-making, and design of optimal risk policies.

Spis treści

Operational risk and its management. Operational risk and Basel II. Frameworks for designing and implementing efficient operational risk control and management systems. Optimal Operational Risk Management Systems.

O autorze

Akkizidis, Ioannis S.; Bouchereau, Vivianne