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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

Published
September 30, 2011
Language
German
Pages
89
File Format
PDF
File Size
869.68 KB

Formats for this Ebook

PDF
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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