Risk–based capital measures for operational risk management / Snyman P.

Risk–based capital measures for operational risk management / Snyman P.

Show other versions (1)

Basel II provides banks with four options that may be used to calculate regulatory capital for operational risk. Each of these options (except the most basic approach) requires an underlying risk measurement and management system, with increasing complexity and more refined capital calculations unde...

Full description

Bibliographic Details
Main Author: Snyman, Philippus
Published: North-West University 2012
Subjects:
Basel II
Operational risk
Advanced measurement approach
Capital calculation
Operasionele risiko
Gevorderde metingsbenadering
Kapitaalberekening
Online Access:http://hdl.handle.net/10394/7573

Internet

http://hdl.handle.net/10394/7573

Similar Items