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A Critique of the Advanced Measurment Approach to Regulatory Capital Against Operational Risk
Company: Financial Markets, Institutions & Instruments
Year Of Publication: 2007
Month Of Publication: November
Pages: 167-200
Download Count: 377
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Comment Num: 0
Language: EN
Who Can Read: Free
Date: 11-4-2007
Publisher: Administrator
Operational risk has, in a relatively short period of time, risen from non-recognition to prominence as the culprit for spectacular corporate collapses. This paper surveys the mushrooming literature on the subject, covering the definition, classification, characteristics, modeling and management of operational risk. It is concluded that operational risk is a controversial topic that will generate a significant amount of research in the years to come.
Moosa, Imad A. Sign in to follow this author
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