Quantification of Operational Risk Under Basel II: The Good, Bad and Ugly by I. Moosa

Quantification of Operational Risk Under Basel II: The Good, Bad and Ugly

Finance and Capital Markets

I. Moosa

268 pages missing pub info (editions)

nonfiction business economics mathematics medium-paced
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Description

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 likel...

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