Consistent Quantitative Operational Risk Measurement and Regulation : Challenges of Model Specification, Data Collection and Loss Reporting /
Amid increased size and complexity of the banking industry, operational risk has a greater potential to transpire in more harmful ways than many other sources of risk. This paper provides a succinct overview of the current regulatory framework of operational risk under the New Basel Capital Accord w...
| Hlavní autor: | Jobst, Andreas |
|---|---|
| Médium: | Časopis |
| Jazyk: | English |
| Vydáno: |
Washington, D.C. :
International Monetary Fund,
2007.
|
| Edice: | IMF Working Papers; Working Paper ;
No. 2007/254 |
| On-line přístup: | Full text available on IMF |
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