The Management of Operational Value at Risk in Banks

The Management of Operational Value at Risk in Banks


Marketed By :  VDM Verlag Dr. Müller   Sold By :  Kamal Books International  
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  • Product Description

The management of operational value-at-risk (OpVaR) in financial institutions is pre-sented by means of a novel, robust calculation technique and the influence of this value on the capital held by a bank for operational risk. A clear distinction between economic and regulatory capital is made as well as the way OpVaR models may be used to calculate both types of capital. Under the Basel II Advanced Measurement Approach (AMA) banks may employ OpVaR models to calculate regulatory capital; this study therefore illustrates the differences in regulatory capital when using the AMA and the Standardised Approach (SA) by means of an example. Economic capital is found to converge to regulatory capital using the AMA, but not if the SA is used.

Product Specifications
SKU :COC69168
Country of ManufactureIndia
Product BrandVDM Verlag Dr. Müller
Product Packaging InfoBox
In The Box1 Piece
Product First Available On ClickOnCare.com2015-07-08
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