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Operational Risk Modelling and Management (Hardcover)

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Product Overview

"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 text presents a complete simulation model along with tested examples that can be replicated using R software. The author provides a broad view on managing risk using this mathematical model"--


Publisher Chapman & Hall
Mfg Part# 9781439844762
SKU 214527313
Format Hardcover
ISBN10 1439844763
Release Date 10/25/2010
Product Attributes
Book Format Hardcover
Number of Pages 0389
Publisher CRC Press
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