Coverart for item
The Resource Consistent quantitative operational risk measurement and regulation : challenges of model specification, data collection, and loss reporting, prepared by Andreas A. Jobst

Consistent quantitative operational risk measurement and regulation : challenges of model specification, data collection, and loss reporting, prepared by Andreas A. Jobst

Label
Consistent quantitative operational risk measurement and regulation : challenges of model specification, data collection, and loss reporting
Title
Consistent quantitative operational risk measurement and regulation
Title remainder
challenges of model specification, data collection, and loss reporting
Statement of responsibility
prepared by Andreas A. Jobst
Creator
Contributor
Author
Issuing body
Subject
Genre
Language
eng
Summary
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 with a view to inform a critical debate about the influence of varying loss profiles and different methods of data collection, loss reporting, and model specification on the reliability of operational risk estimates and the consistency of risk-sensitive capital rules. The presented findings offer guidance on enhanced market practice and more effective prudential standards for operational risk measurement
Member of
Action
digitized
Cataloging source
OCLCE
http://bibfra.me/vocab/lite/collectionName
IMF eLibrary
http://library.link/vocab/creatorName
Jobst, Andreas
Illustrations
illustrations
Index
no index present
LC call number
HG3881.5.I58
LC item number
W67 no.07/254 ONLINE
Literary form
non fiction
Nature of contents
  • dictionaries
  • bibliography
http://library.link/vocab/relatedWorkOrContributorName
International Monetary Fund
Series statement
IMF Working Paper
Series volume
WP/07/254
http://library.link/vocab/subjectName
  • Banks and banking
  • Banks and banking
  • Operational risk
  • Banks and banking
  • Operational risk
Label
Consistent quantitative operational risk measurement and regulation : challenges of model specification, data collection, and loss reporting, prepared by Andreas A. Jobst
Instantiates
Publication
Note
"November 2007."
Antecedent source
file reproduced from original
Bibliography note
Includes bibliographical references (pages 30-37)
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
black and white
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Control code
647698567
Dimensions
unknown
Extent
1 online resource (44 pages)
Form of item
online
Isbn
9781451912708
Issn
2227-8885
Level of compression
  • lossless
  • lossy
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other control number
10.5089/9781451912708.001
Other physical details
illustrations
Reformatting quality
  • preservation
  • access
Reproduction note
Electronic reproduction.
Specific material designation
remote
System control number
(OCoLC)647698567
System details
Master and use copy. Digital master created according to Benchmark for Faithful Digital Reproductions of Monographs and Serials, Version 1. Digital Library Federation, December 2002.
Label
Consistent quantitative operational risk measurement and regulation : challenges of model specification, data collection, and loss reporting, prepared by Andreas A. Jobst
Publication
Note
"November 2007."
Antecedent source
file reproduced from original
Bibliography note
Includes bibliographical references (pages 30-37)
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
black and white
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Control code
647698567
Dimensions
unknown
Extent
1 online resource (44 pages)
Form of item
online
Isbn
9781451912708
Issn
2227-8885
Level of compression
  • lossless
  • lossy
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other control number
10.5089/9781451912708.001
Other physical details
illustrations
Reformatting quality
  • preservation
  • access
Reproduction note
Electronic reproduction.
Specific material designation
remote
System control number
(OCoLC)647698567
System details
Master and use copy. Digital master created according to Benchmark for Faithful Digital Reproductions of Monographs and Serials, Version 1. Digital Library Federation, December 2002.

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