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Operational Risk: A Guide to Basel II Capital Requirements, Models, and Analysis (Frank J. Fabozzi Series) | 
| Authors: Anna S. Chernobai, Svetlozar T. Rachev, Frank J. Fabozzi
Publisher: Wiley
Category: Book
List Price: $95.00
Buy New: $42.94
You Save: $52.06 (55%)
New (35) Used (11) from $42.94
Sales Rank: 397656
Media: Hardcover
Number Of Items: 1
Pages: 300
Shipping Weight (lbs): 1.1
Dimensions (in): 9 x 5.9 x 1.1
ISBN: 0471780510
Dewey Decimal Number: 658.155015118
EAN: 9780471780519
ASIN: 0471780510
Publication Date: June 15, 2007
Availability: Usually ships in 1-2 business days
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| Editorial Reviews:
Product Description
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. p Written by the experienced team of Anna Chernobai, Svetlozar Rachev, and Frank Fabozzi, IOperational Risk/I 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. p Topics covered include:ul liThe main challenges that exist in modeling operational risk. liThe variety of approaches used to model operational losses. liValue-at-Risk and its role in quantifying and managing operational risk. liThe three pillars of the Basel II Capital Accord. liAnd much more. /ul
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