Operational Risk Capital Models
by Rafael Cavestany, Brenda Boultwood, Laureano F. Escudero
Explores methods for measuring and managing operational risk capital in banking and insurance, covering regulatory standards, modeling techniques, and governance practices.
About This Book
Operational Risk Capital Models provides a structured overview of approaches used by banks and insurers to quantify operational risk.
The text examines regulatory requirements and industry practices for calculating capital under frameworks such as Basel II and III.
Readers will find discussions on data collection, loss distribution approaches, and scenario analysis techniques.
The book addresses model validation, governance, and the integration of operational risk into enterprise-wide risk management.
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