New Approaches to Modelling Operational Risk in the Light of the Basel II Accord
New Approaches to Modelling Operational Risk in the Light of the Basel II Accord
批准号:
DP0878954
负责人:
Prof Imad Moosa
金额:
$10.9万
依托单位:
依托单位国家:
澳大利亚
项目类别:
Discovery Projects
财政年份:
2008
资助国家:
澳大利亚
项目状态:
已结题
起止时间:
2008-01-01 至 2013-06-30
中文摘要
该项目的结果将对澳大利亚银行有用,因为《巴塞尔协议II》将要求它们计算应对操作风险的资本。澳大利亚的银行将从中受益,因为研究结果将有助于它们了解操作风险的影响,以及如何更有效地管理操作风险。澳大利亚审慎监管局也将从中受益,因为它将为《协定》的执行提供一些指导方针。该项目的结果量化了犯罪和恐怖主义带来的风险,对整个澳大利亚社会都很有用。
英文摘要
The outcome of this project will be useful for Australian banks, because they will be required by the Basel II Accord to calculate capital to be held against operational risk. The benefits will accrue to Australian banks as the results should help them understand the effects of operational risk and how to manage it more effectively. The benefits will also accrue to the Australian Prudential Regulatory Authority, by providing some guidelines on the implementation of the Accord. The outcome of this project, which quantifies the risks due to crime and terrorism, will be useful for the Australian community at large.
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会议论文
国内基金
海外基金
Lagrangian origin of geometric approaches to scattering amplitudes
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批准号:24ZR1450600
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项目类别:省市级项目
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资助金额:--
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批准年份:2024
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负责人:ALEXANDER OCHIROV
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依托单位: