Operational risk modelling and management

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"In banking regulation, tools are needed to quantify risk and calculate the amount of capital reserve required to mitigate such risk. This book offers a complete model for the quantification of so-called operational risks. It offers a detailed discussion on the link between modeling approaches and management, which has been neglected in the literature, as well as the mathematical modeling of the loss distribution approach. With an emphasis on risk management and management fundamentals, the tex…

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Title Statements

Full title :Operational risk modelling and management / Claudio Franzetti

Summary

Edition Statements

Publication Date:2011

Publication Statements

Publisher(s):CRC Press/Taylor & Francis
Place of Publication:Boca Raton, Fla
Language:eng
Publication Date:2011

Notes

A Chapman & Hall book

Literaturverz. S. 361 - 380

The Physical Object

Description:XXIII, 389 Seiten : Diagramme

Edition Identifiers

ISBN:9781439844762, 1439844763
oclc:ocn837948896
LC Classification:HD61
Dewey Decimal:658.15/5

Subjects

Bank Bank management Financial risk management Gestion du risque Gestion du risque -- Modèles mathématiq… Mathematik Operational risk Operationelles Risiko Risikomanagement Risk management Risk management -- Mathematical models Simulation