Guide to Optimal Operational Risk and BASEL II: 1st Edition (Hardback) book cover

Guide to Optimal Operational Risk and BASEL II

1st Edition

By Ioannis S. Akkizidis, Vivianne Bouchereau

Auerbach Publications

440 pages

Purchasing Options:$ = USD
Paperback: 9780367391881
pub: 2019-08-30
SAVE ~$14.99
Available for pre-order
$74.95
$59.96
x
Hardback: 9780849338137
pub: 2005-11-01
SAVE ~$29.00
$145.00
$116.00
x
eBook (VitalSource) : 9780429133060
pub: 2005-11-01
from $72.50


FREE Standard Shipping!

Description

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

Divided into four parts, this book begins by introducing the idea of operational risks and how they affect financial organizations. This section also focuses on the main aspects of managing operational risks. The second part focuses on the requirements of an operational risk management framework according to the Basel II Accord. The third part focuses on all stages of operational risk assessment, and the fourth part focuses on the control and management stages. All of these stages combine to implement efficient and optimal operational risk management systems.

Table of Contents

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.

About the Authors

Akkizidis, Ioannis S.; Bouchereau, Vivianne

Subject Categories

BISAC Subject Codes/Headings:
BUS027000
BUSINESS & ECONOMICS / Finance
BUS042000
BUSINESS & ECONOMICS / Management Science
COM032000
COMPUTERS / Information Technology
COM053000
COMPUTERS / Security / General