Operational risk capital: A problem of definition

Journal of Risk Finance

Volumn 4, Issue 1, 2002, Pages 47-56

  Kuritzkes, Andrew ^a  

^a Wyman and Company   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 63649145774     PISSN: 15265943     EISSN: 09657967     Source Type: Journal    
DOI: 10.1108/eb022954     Document Type: Article

References (5)

1. Basel Committee on Banking Supervision. Working Paper on the Regulatory Treatment of Operational Risk. September 2001. Available at www.bis.org.
2. Basel Committee on Banking Supervision. Credit Risk Modelling: Current Practices and Applications. April 1999. Available at www.bis.org.
3. Basel Committee on Banking Supervision. “Basel Committee Reaches New Agreement on Capital Accord Issues." July 10, 2002. Available at www.bis.org.
4. Kuritzkes, A., and H. Scott. “Sizing Operational Risk and the Effect of Insurance: Implications for the Basel II Capital Accord." Working paper, Harvard Law School, 2002.
5. Muermann, A., and U. Oktem. “The Near-Miss Management of Operational Risk." The Journal of Risk Finance, Vol. 4, No. 1 (2002)