Hidden Bibliographic Details
| Other authors / contributors: | International Monetary Fund. Monetary and Capital Markets Department, Issuing body.
|
|---|
| ISBN: | 1282447807
9781282447806
1451912560
9781451912562
|
|---|
| ISSN: | 2227-8885
|
|---|
| Notes: | Includes bibliographical references.
Restrictions unspecified
Electronic reproduction. [S.l.] : HathiTrust Digital Library, 2010.
Master and use copy. Digital master created according to Benchmark for Faithful Digital Reproductions of Monographs and Serials, Version 1. Digital Library Federation, December 2002. http://purl.oclc.org/DLF/benchrepro0212
digitized 2010 HathiTrust Digital Library committed to preserve
Print version record.
|
|---|
| Summary: | This paper investigates the generalized parametric measurement methods of aggregate operational risk in compliance with the regulatory capital standards for operational risk in the New Basel Capital Accord ("Basel II"). Operational risk is commonly defined as the risk of loss resulting from inadequate or failed internal processes and information systems, from misconduct by people or from unforeseen external events. Our analysis informs an integrated assessment of the quantification of operational risk exposure and the consistency of current capital rules on operational risk based on generalized parametric estimation.
|
|---|
| Other form: | Print version: Jobst, Andreas. Operational risk. [Washington, D.C.] : International Monetary Fund, Monetary and Capital Markets Dept., ©2007
|
|---|
| Standard no.: | 10.5089/9781451912562.001
|
|---|
