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Operational Risk: A Guide to Basel II Capital Requirements, Models, and Analysis
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Operational Risk: A Guide to Basel II Capital Requirements, Models, and Analysis Hardcover - 2007 - 1st Edition

by Chernobai, Anna S

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Details

  • Title Operational Risk: A Guide to Basel II Capital Requirements, Models, and Analysis
  • Author Chernobai, Anna S
  • Binding Hardcover
  • Edition number 1st
  • Edition 1
  • Condition Used - Good
  • Pages 300
  • Volumes 1
  • Language ENG
  • Publisher John Wiley & Sons
  • Date June 15, 2007
  • Illustrated Yes
  • Bookseller's Inventory # 0471780510.G
  • ISBN 9780471780519 / 0471780510
  • Weight 1.1 lbs (0.50 kg)
  • Dimensions 9 x 6.47 x 1.11 in (22.86 x 16.43 x 2.82 cm)
  • Library of Congress subjects Risk management, Bank management
  • Library of Congress Catalog Number 2007407713
  • Dewey Decimal Code 658.155

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About the author

Anna S. Chernobai, PhD, is an Assistant Professor of Finance at the M. J. Whitman School of Management at Syracuse University. The focus of her research is operational risk management.

Svetlozar T. Rachev, PhD, Dr Sci, is Chair-Professor at the University of Karlsruhe, Germany, in the School of Economics and Business Engineering, Professor Emeritus at the University of California, Santa Barbara, and Chief-Scientist of FinAnalytica.

Frank J. Fabozzi, PhD, CFA, is Professor in the Practice of Finance at Yale University's School of Management and the Editor of the Journal of Portfolio Management.