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Advanced Measurement Approach to Operational Risk

Advanced Measurement Approach to Operational Risk

Hardback (31 Mar 2006)

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Publisher's Synopsis

Showing how to model operational risk, this book includes practical advice on how to set up an AMA programme that supports the modelling and quantification goals of a financial institution. It also provides information for modelling, in order to deliver the numbers needed for regulatory approval, and deliver value to their business lines.

Book information

ISBN: 9781904339885
Publisher: Risk Books
Imprint: Risk Books
Pub date:
DEWEY: 332.1
Language: English
Number of pages: 350
Weight: 1014g
Height: 243mm
Width: 167mm
Spine width: 26mm