Operational Risk: A Guide to Basel II Capital Requirements, Models, and Analysis (Frank J. Fabozzi Series)
by Frank J. Fabozzi, Anna S. Chernobai, Svetlozar T. Rachev
A detailed resource on Basel II capital requirements, statistical models, and quantitative methods for operational risk management in finance.
About This Book
This book provides an in-depth examination of the Basel II framework and its requirements for operational risk capital allocation.
It covers the development and application of statistical models used to measure and manage operational risk in financial institutions.
Readers will find practical guidance on implementing regulatory standards and quantitative techniques for risk analysis.
The text is designed for risk managers, analysts, and professionals seeking to understand regulatory capital modeling under Basel II.
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