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Operational Risk Control with Basel II
book

Operational Risk Control with Basel II

by Dimitris N. Chorafas
November 2003
Intermediate to advanced content levelIntermediate to advanced
400 pages
12h 48m
English
Butterworth-Heinemann
Content preview from Operational Risk Control with Basel II
STANDARD METHOD
8 7 OP RISK MATRIX
HIGHER
LOWER
LEVEL OF SOPHISTICATION
SCOREBOARD, WITH
MORE SOPHISTICATED
SOLUTIONS
ADDING MORE CHANNELS,
MORE RISKS
EXPERIMENTAL DESIGN
AND MODELING
A RATHER GENERAL,
NOT-SO-ANALYTICAL
APPROACH
GREATER
ACCURACY IS
OBTAINED IF
MODELING IS
FOCUSED
SKILLS, TOOLS, AND SYSTEMS
LOWER
HIGHER
Five models by the Basel Committee for computation of operational risk 145
to the standard approach by Basel. This 8×7 operational risk matrix introduces
enough detail to bring human factors requirements into perspective.
7.3 Capital charges under the Basel Committee’s standard
approach
One basic element the basic indicator approach (BIA) and the standard ...
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Publisher Resources

ISBN: 9780750659093