The advanced measurement approach to operational risk /
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| Imprint: | London : Risk Books, c2006. |
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| Description: | xviii, 372 p. : ill. ; 24 cm. |
| Language: | English |
| Subject: | |
| Format: | Print Book |
| URL for this record: | http://pi.lib.uchicago.edu/1001/cat/bib/6377077 |
| Summary: | This is a technical guide on how to model operational risk, with practical advice on how to set up an AMA programme that supports the modelling and quantification goals of a financial institution. The book focuses on practical solutions to modelling issues. It helps the reader set up a strong programme with quantification in mind, providing good quality information for modelling, in order to deliver the numbers needed for regulatory approval, and deliver value to their business lines. It presents many complex topics in a highly accessible manner. Five comprehensive sections guide the reader through the following key topics: the AMA framework - outlines a general approach to constructing an advanced measurement approach framework within a bank - the basis upon which any op risk model is built. It provides do's and don'ts as well as step-by step guidance on how best to achieve the goals of an op risk programme. |
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| Item Description: | Includes bibliographical references and index. "...Risk Books, a Division of Incisive Financial Publishing Ltd."--T.p. verso. |
| Physical Description: | xviii, 372 p. : ill. ; 24 cm. |
| ISBN: | 1904339883 9781904339885 |
