Quantitative operational risk models

by Bolancé, Catalina

Type Book

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Title Statements

Full title :Quantitative operational risk models / Catalina Bolancé [und weitere].

Summary

Using real-life examples from the banking and insurance industries, Quantitative Operational Risk Models details how internal data can be improved based on external information of various kinds. Using a simple and intuitive methodology based on classical transformation methods, the book includes real-life examples of the combination of internal data and external information. A guideline for practitioners, the book begins with the basics of managing operational risk data to more sophisticated and recent tools needed to quantify the capital requirements imposed by operational risk. The book then covers statistical theory prerequisites, and explains how to implement the new density estimation methods for analyzing the loss distribution in operational risk for banks and insurance companies.

Edition Statements

Publication Date:2012.

Publication Statements

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

The Physical Object

Description:210 Seiten : : Illustrationen.

Edition Identifiers

ISBN:9781439895924, 1439895929
oclc:ocn793002573
LC Classification:HD61
Dewey Decimal:658.155015118

Subjects

Évaluation du risque -- Modèles mathéma… Fallstudie Kreditwesen Mathematisches Modell Ökonometrisches Modell Operationelles Risiko Risikoanalyse Risikomanagement Risk assessment -- Mathematical models SAS/STAT Statistik Versicherungswirtschaft