Basel II and the Quantification of IT Risks with the Loss Distribution Approach

eBook (PDF), 89 Pages
Price: $25.16
As a consequence of the Basel II Accord banks have to quantify their operational risk. Under the most sophisticated quantification approac. A widespread method is the Loss Distribution Approach, which calculates risk measures using statistical methods and a database of historical loss events. Since IT risks are a subcategory of operational risks, the Loss Distribution Approach is, under certain conditions, applicable to IT risks.
Available in PDF Format

Product Details

September 30, 2011
File Format
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869.68 KB

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Required Software Any PDF Reader, Apple Preview
Supported Devices Windows PC/PocketPC, Mac OS, Linux OS, Apple iPhone/iPod Touch... (See More)
# of Devices Unlimited
Flowing Text / Pages Pages
Printable? Yes
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