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Palgrave Macmillan

Quantification of Operational Risk under Basel II

The Good, Bad and Ugly

  • Book
  • © 2008

Overview

Authors:
  1. Imad A. Moosa

    1. Monash University, Australia

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Part of the book series: Finance and Capital Markets Series (FCMS)

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Table of contents (7 chapters)

  1. Front Matter

    Pages i-xix
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  2. Preliminary Concepts and Issues

    • Imad A. Moosa
    Pages 1-38

  3. From Basel I to Basel II: A Great Leap Forward?

    • Imad A. Moosa
    Pages 39-82

  4. Operational Risk: Definition, Features and Classification

    • Imad A. Moosa
    Pages 83-136

  5. The Advanced Measurement Approach to Operational Risk

    • Imad A. Moosa
    Pages 137-169

  6. Theoretical and Empirical Studies of Operational Risk

    • Imad A. Moosa
    Pages 170-195

  7. Monte Carlo Simulation: Description and Examples

    • Imad A. Moosa
    Pages 196-228

  8. Operational Risk: Where Do we Stand?

    • Imad A. Moosa
    Pages 229-250

  9. Back Matter

    Pages 251-268
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Keywords

About this book

The book presents arguments that are critical of the Basel II Accord, particularly the advanced measurement approach to operational risk. It is argued that the advanced measurement approach is not viable in terms of costs and benefits and is likely to distract financial institutions from the real task of managing operational risk.

Authors and Affiliations

  • Monash University, Australia

    Imad A. Moosa

About the author

IMAD MOOSA is currently Professor of Finance at Monash University, Australia. Prior to becoming an academic he was a professional economist and a financial journalist and he also worked as an economist at the IMF. Professor Moosa has published 9 books and over 150 papers in international journals. He has served in a number of advisory positions, including his role as an economic advisor to the U.S. Treasury.

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