Quantitative operational risk models

Quantitative operational risk models

by Bolancé, Catalina

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Title Statements

  • Full title :Quantitative operational risk models / Catalina Bolancé [and others].

Edition Statements

  • Publication Date:©2012.

Publication Statements

  • Publisher(s):CRC Press
  • Place of Publication:Boca Raton, FL
  • Language:eng
  • Publication Date:©2012.

The Physical Object

  • Description:xxv, 210 pages : : illustrations ; : 25 cm.

Edition Identifiers

  • ISBN:9781439895924, 1439895929
  • oclc:ocn744303831
  • LC Classification:HD61
  • Dewey Decimal:368.001

Table of Contents

1. Understanding operational risk -- 2. Operational risk data and parametric models -- 3. Semiparametric models for operational risk severities -- 4. Combining operational risk data sources -- 5. Underreporting -- 6. Combining underreported internal and external data for operational risk measurement -- 7. A guided practical example.

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Subjects

Gestion du risque Operational risk Risk management Risque opérationnel

Writers

Bolancé, Catalina

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