Understanding the Internal Measurement Approach to Assessing Operational Risk Capital

The recent publication by the Basel Committee of CP2.5, the working paper on Operational Risk Capital Charges, has shed new light on the methods that will be proposed for the measurement of operational risks in the Basel II Accord. This paper examines the foundations of the Internal Measurement Approach (IMA), demonstrating both its tractability and its flexibility to deal with different types of operational risks

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Year of publication:	2001-01
Authors:	Alexander, Carol
Institutions:	Henley Business School, University of Reading

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Extent:	application/pdf
Series:	ICMA Centre Discussion Papers in Finance.
Type of publication:	Book / Working Paper
Language:	English
Notes:	Number icma-dp2001-13 9 pages
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005558335