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The Management of Operational Value at Risk in Banks

The Management of Operational Value at Risk in Banks( )
Author: Esterhuysen, Ja&apos
Esterhuysen, Ja'nel
Publication Date:May 2011
Publisher:AV Akademikerverlag GmbH & Co. KG
Book Format:Paperback
List Price:USD $17.00
Book Description:

The management of operational value-at-risk (OpVaR) in financial institutions is pre-sented by means of a novel, robust calculation technique and the influence of this value on the capital held by a bank for operational risk. A clear distinction between economic and regulatory capital is made as well as the way OpVaR models may be used to calculate both types of capital. Under the Basel II Advanced Measurement Approach (AMA) banks may employ OpVaR models to calculate regulatory...
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Book Details
Physical Dimensions (W X L X H):6 x 9 x 0.61 Inches
Book Weight:0.88 Pounds

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