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Quantification of Operational Risk Under Basel II: the Good, Bad and Ugly

  • Imad A. Moosa

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

Table of contents

  1. Front Matter
    Pages i-xix
  2. Imad A. Moosa
    Pages 1-38
  3. Imad A. Moosa
    Pages 229-250
  4. Back Matter
    Pages 251-268

About this book

Introduction

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.

Keywords

Basel I Basel II institutions simulation

Authors and affiliations

  • Imad A. Moosa
    • 1
  1. 1.Monash UniversityAustralia

Bibliographic information

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