New PDF release: Operational Risk: A Guide to Basel II Capital Requirements,

By Anna S. Chernobai,Svetlozar T. Rachev,Frank J. Fabozzi

whereas operational threat has lengthy been considered as an insignificant a part of "other" risks--outside the world of credits and marketplace risk--it has fast made its option to the leading edge of finance. actually, with implementation of the Basel II Capital Accord already underway, many monetary professionals--as good as these getting ready to go into this field--must now get to grips with quite a few concerns concerning operational probability modeling and administration.

Written through the skilled staff of Anna Chernobai, Svetlozar Rachev, and Frank Fabozzi, Operational Risk will introduce you to the major options linked to this self-discipline. choked with in-depth insights, professional suggestion, and cutting edge learn, this complete consultant not just offers you with an considerable quantity of knowledge relating to operational probability, however it additionally walks you thru a big selection of examples that might solidify your figuring out of the problems discussed.

Topics lined include:

  • The major demanding situations that exist in modeling operational risk.
  • The number of ways used to version operational losses.
  • Value-at-Risk and its function in quantifying and dealing with operational risk.
  • The 3 pillars of the Basel II Capital Accord.
  • And a lot more.

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Operational Risk: A Guide to Basel II Capital Requirements, Models, and Analysis (Frank J. Fabozzi Series) by Anna S. Chernobai,Svetlozar T. Rachev,Frank J. Fabozzi


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