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论坛 金融投资论坛 六区 金融学(理论版)
8844 26
2009-12-31
我开始看到书名很疑惑,刚考了FRM了解了一下巴塞尔二,人家国外都在研究巴塞尔三了,形势变化太快了,我们始终跟着国外走路,不知道我们国家在巴塞尔三协议中有多大话语权,操作风险在三中又有哪些变化。有兴趣的同学下来看看吧,有书签,非扫描,本坛首发!

This book consists of chapters by contributors (well–known professors, practitioners, and consultants from large and well respected money management firms within this area) offering the latest research in the OpRisk area. The chapters highlight how operational risk helps firms survive and prosper by givingreaders the latest, cutting–edge techniques in OpRisk management. Topics discussed include: Basel Accord II, getting ready for the New Basel III, Extreme Value Theory, the new capital requirements and regulations in the banking sector in relation to financial reporting (including developing concepts such as OpRisk Insurance which wasn′t a part of the Basel II framework). The book further discussed quantitative and qualitative aspects of OpRisk, as well as fraud and applications to the fund industry.

From the Inside Flap
Recent developments in the financial world have once again brought the issue of risk management to the forefront. Without a doubt, international banking reforms are now more important than ever, and understanding current compliance issues as well as the effects of future accords such as Basel III is essential.
While newly developed and optimized financial products are supposed to provide better protection against credit and market risk, the factors involved in the operational risk arena continue to grow in complexity. That′s why editor and financial expert Greg N. Gregoriou has created Operational Risk toward Basel III. In it, he brings together experienced practitioners, consultants, and academics to analyze key concepts associated with this discipline.

Divided into four comprehensive sections—Operational Risk Measurement: Qualitative Approaches; Operational Risk Measurement: Quantitative Approaches; Operational Risk Management and Mitigation; and Issues in Operational Risk Regulation and the Fund Industry—this detailed guide not only contains contributed chapters that provide an abundant amount of information regarding operational risk, but it also walks you through a wide array of case studies and examples that will solidify your understanding of the issues discussed.

Topics covered, include:

Operation risk (OpR) management under the new Basel Capital Accord

Dealing with the intangible nature of banking services

OpR vs. capital requirements under new banking capital regulations

Integrating OpR into total Value–at–Risk (VaR)

OpR disclosure in financial services firms

Hedge fund operational risks

OpR in securities clearing and settlement systems

While operational risk has long been regarded as a mere part of "other" risks—outside the realm of credit and market risk—it has quickly made its way to the forefront of finance. With the implementation of the Basel II Accord throughout the developed world and Basel III on the horizon, many financial professionals, as well as those preparing to enter this field, must be familiar with a variety of issues related to operational risk modeling, management, and regulation. Operational Risk toward Basel III contains the information you need to achieve this goal.
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047039014X Basel III.pdf

大小:5.18 MB

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2010-1-10 00:50:14
差2个币,能不能先给我邮件一份阿?我在国外,有好书也分享给大家。

p.lin@imperial.ac.uk
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2010-1-10 01:35:10
exactly what i was looking for!
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2010-4-16 01:11:15
Thank you !
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2010-4-23 13:38:42
虽然很贵,但是很值,买了!!!!!!!!!
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2010-4-23 14:07:35
duoxie!!!!!!!!!!!!!!!!!!!!!!!
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