Download the fantastic book titled Consistent Quantitative Operational Risk Measurement and Regulation Challenges of Model Specification Data Collection and Loss Reporting written by Andreas Jobst, available in its entirety in both PDF and EPUB formats for online reading. This page includes a concise summary, a preview of the book cover, and detailed information about "Consistent Quantitative Operational Risk Measurement and Regulation Challenges of Model Specification Data Collection and Loss Reporting", which was released on 01 November 2007. We suggest perusing the summary before initiating your download. This book is a top selection for enthusiasts of the Business & Economics genre.
Summary of Consistent Quantitative Operational Risk Measurement and Regulation Challenges of Model Specification Data Collection and Loss Reporting by Andreas Jobst PDF
Amid increased size and complexity of the banking industry, operational risk has a greater potential to transpire in more harmful ways than many other sources of risk. This paper provides a succinct overview of the current regulatory framework of operational risk under the New Basel Capital Accord with a view to inform a critical debate about the influence of varying loss profiles and different methods of data collection, loss reporting, and model specification on the reliability of operational risk estimates and the consistency of risk-sensitive capital rules. The presented findings offer guidance on enhanced market practice and more effective prudential standards for operational risk measurement.
Detail About Consistent Quantitative Operational Risk Measurement and Regulation Challenges of Model Specification Data Collection and Loss Reporting PDF
- Author : Andreas Jobst
- Publisher : International Monetary Fund
- Genre : Business & Economics
- Total Pages : 50 pages
- ISBN :
- Release Date : 01 November 2007
- PDF File Size : 27,8 Mb
- Language : English
- Rating : 4/5 from 21 reviews
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