Книги
Operational Risk Control with Basel II
Chorafas, D.N. Operational Risk Control with Basel II : Basic Principles and Capital Requirements / D.N. Chorafas. — AmsterdamBostonLondon : Elsevier, 2003. — 357 p.. — 3762.00 р.
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УДК:339.7
Рекомендовано к ознакомлению
- 1. The New Basel Capital Accord / Basel Committee on Banking Supervision. — Basel : Bank for International Settlements, 2003. — 216 p.
- 2. Saunders, A. Credit Risk Measurement / A. Saunders, L. Allen. — 2nd Ed.. — New York : J.Wiley & Sons, 2002. — 320 p.
- 3. Chorafas, D.N. Managing Operational Risk / D.N. Chorafas. — London : Euromoney Books, 2001. — 238 p.
- 4. Stresstests in Banken / Hrsg. K.-O. Klauck, Hrsg. C. Stegmann. — Stuttgart : Schaffer-Poeschel Verlag, 2006. — 183 S.
- 5. Jorion, Ph. Financial Risk Manager Handbook / Ph. Jorion. — Thrid Edition. — Hoboken : J.Wiley & Sons, 2005. — XXII, 744 p.. — (Wiley Finance).
- 6. Prudential Supervision / ed. F. S. Mishkin. — Chicago : The University of Chicago Press, 2001. — 368 p.. — ISBN 0-226-53188-0.
- 7. The New Basel Accord: Sound Regulation or Crushing Complexity?. — Washington : U.S. Government Printing Office, 2003. — 209 p.. — (Ser.N.108-5).
- 8. Chorafas, D.N. Liabilities, Liquidity, and Cash Management / D.N. Chorafas. — New York : J.Wiley & Sons, 2002. — 316 p.
- 9. The Basel II Risk Parameters / Ed. B. Engelmann, Ed. R. Rauhmeier. — Berlin : Springer, 2006. — 376 p.
- 10. McNeil, A.J. Quantitative Risk Management / A.J. McNeil, R. Frey, P. Embrechts. — Princeton : Princeton University Press, 2005. — 538 p.. — (Princeton Series in Finance).
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