Operational Risk: A Guide to Basel II Capital Requirements, Models, and Analysis (Frank J. Fabozzi Series) - Hardcover

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

 
9780471780519: Operational Risk: A Guide to Basel II Capital Requirements, Models, and Analysis (Frank J. Fabozzi Series)
Hardcover
ISBN 10: 0471780510 ISBN 13: 9780471780519
Verlag: Wiley, 2007

Inhaltsangabe

Operational Risk
 
While operational risk has long been regarded as a mere part of "other" risks--outside the realm of credit and market risk--it has quickly made its way to the forefront of finance. In fact, with implementation of the Basel II Capital Accord already underway, many financial professionals--as well as those preparing to enter this field--must now become familiar with a variety of issues related to operational risk modeling and management.
 
Written by the experienced team of Anna Chernobai, Svetlozar Rachev, and Frank Fabozzi, Operational Risk: A Guide to Basel II Capital Requirements, Models, and Analysis will introduce you to the key concepts associated with this discipline. Filled with in-depth insights, expert advice, and innovative research, this comprehensive guide not only presents you with an abundant amount of information regarding operational risk, but it also walks you through a wide array of examples that will solidify your understanding of the issues discussed.
 
Topics covered include:
*
 
The main challenges that exist in modeling operational risk
*
 
The variety of approaches used to model operational losses
*
 
Value-at-Risk and its role in quantifying and managing operational risk
*
 
The three pillars of the Basel II Capital Accord
*
 
And much more

Die Inhaltsangabe kann sich auf eine andere Ausgabe dieses Titels beziehen.

Über die Autorin bzw. den Autor

Anna S. Chernobai, PhD, is an Assistant Professor of Finance at the M. J. Whitman School of Management at Syracuse University. The focus of her research is operational risk management.
 
Svetlozar T. Rachev, PhD, Dr Sci, is Chair-Professor at the University of Karlsruhe, Germany, in the School of Economics and Business Engineering, Professor Emeritus at the University of California, Santa Barbara, and Chief-Scientist of FinAnalytica.
 
Frank J. Fabozzi, PhD, CFA, is Professor in the Practice of Finance at Yale University's School of Management and the Editor of the Journal of Portfolio Management.

Von der hinteren Coverseite

Operational Risk
 
While operational risk has long been regarded as a mere part of "other" risks--outside the realm of credit and market risk--it has quickly made its way to the forefront of finance. In fact, with implementation of the Basel II Capital Accord already underway, many financial professionals--as well as those preparing to enter this field--must now become familiar with a variety of issues related to operational risk modeling and management.
 
Written by the experienced team of Anna Chernobai, Svetlozar Rachev, and Frank Fabozzi, Operational Risk: A Guide to Basel II Capital Requirements, Models, and Analysis will introduce you to the key concepts associated with this discipline. Filled with in-depth insights, expert advice, and innovative research, this comprehensive guide not only presents you with an abundant amount of information regarding operational risk, but it also walks you through a wide array of examples that will solidify your understanding of the issues discussed.
 
Topics covered include:
*
 
The main challenges that exist in modeling operational risk
*
 
The variety of approaches used to model operational losses
*
 
Value-at-Risk and its role in quantifying and managing operational risk
*
 
The three pillars of the Basel II Capital Accord
*
 
And much more

„Über diesen Titel“ kann sich auf eine andere Ausgabe dieses Titels beziehen.

Verlag
Wiley
Erscheinungsdatum
2007
Sprache
Englisch
ISBN 10 
0471780510
ISBN 13 
9780471780519
Einband
Gebundene Ausgabe
Auflage
1
Anzahl der Seiten
300
Kontakt zum Hersteller
Wiley VCH Verlag GmbH
info@wiley-vch.de

Boschstraße 12
Weinheim
Baden-Württemberg
69469
Deutschland