Operational Risk: A Guide to Basel II Capital Requirements, Models, and Analysis

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

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...

• Format: Hardcover
• Language: English
• ISBN: 0471780510
• ISBN13: 9780471780519
• Release Date: June 2007
• Publisher: John Wiley & Sons
• Length: 300 Pages
• Weight: 2.00 lbs.
• Dimensions: 1.1" x 6.5" x 9.0"