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...

Полное описание

Библиографические подробности
Главный автор: Jobst, Andreas
Формат: Журнал
Язык:English
Опубликовано: Washington, D.C. : International Monetary Fund, 2007.
Серии:IMF Working Papers; Working Paper ; No. 2007/254
Online-ссылка:Full text available on IMF