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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 CFA
Publisher: Wiley
Category: Book
List Price: $95.00
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Rating:  1 reviews
Sales Rank: 782410
Media: Hardcover
Edition: illustrated edition
Pages: 300
Number Of Items: 1
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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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. Written by the experienced team of Anna Chernobai, Svetlozar Rachev, and Frank Fabozzi, Operational Risk 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.
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| Customer Reviews:
Operational Risk: A guide to Basel II Capital Requirements Models, and Analysis September 6, 2009
Agha Syed Alamdar Ali (Pakistan)
0 out of 1 found this review helpful
Frank J. Fabozzi does not need an introduction to the students of Finance. He has great contributions to the literature of finance in the fields of Money Market, Capital market, and issues relating to governing the finance within a financial instituion.
The field of operational risk has gained great importance in finance since the last decade. Keeping in view the shift in world focus over the analytical issue in finance with an enhanced focus on executing the financial transaction at pace with improved economic interest in the recent depression era, a new phenomenon of "Controlling the Pace of Finance" is emerging with greater importance on controlling the phenomenon through enhanced Operational Risk controls..!
Being a topic in its adolescence Dr. Fabozzi and his co-authors has given valid explanations for the development of this issue and its role in the recent efforts to control the activities of Financial Institutions with good references from the Basel II Capital Accord and concise references from the existing literature of finance concerning the issue.
The book is of great use for the practitioners of finance who are changing their focus towards operational risk, and also for the students who are beginning their advanced studies in the strange present scenario of world "Micro Financial Economics"...!
I really congratulate all readers who will benefit from the Book. The authors really deserve a round of applause!
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