The management of operational value at risk in banks / Ja'nel Tobias Esterhuysen

Doctoral thesis OPEN
Esterhuysen, Ja'nel Tobias;
  • Publisher: North-West University
  • Subject: Operational Risk | Basel II | Value at Risk (VaR)

The measurement of operational risk has surely been one of the biggest challenges for banks worldwide. Most banks worldwide have opted for a value-at-risk (VaR) approach, based on the success achieved with market risk, to measure and quantify operational risk. ... View more
Share - Bookmark