Guide to Optimal Operational Risk and BASEL II

By Ioannis S. Akkizidis and Vivianne Bouchereau

Book Overview

Guide to Optimal Operational Risk and BASEL II presents the key aspects of operational risk management that are also aligned with the BASEL II requirements. This volume provides detailed guidance for the design and implementation of efficient operational risk management systems. It contains all elements of assessment analysis, including operational risk identification, measurement, modeling, and monitoring analysis, along with evaluation analysis and the estimation of capital requirements. The authors also address managing and controlling operational risks including operational risk profiling, risk optimization, cost & optimal resource allocation, decision-making, and design of optimal risk policies.

• Format: Paperback
• Language: English
• ISBN: 0367391880
• ISBN13: 9780367391881
• Release Date: September 2019
• Publisher: Auerbach Publications
• Length: 440 Pages
• Weight: 1.55 lbs.
• Dimensions: 0.9" x 6.1" x 9.1"