Quantitative operational risk models
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 rea...
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| Formato: | Libro electrónico |
| Idioma: | Inglés |
| Publicado: |
Boca Raton :
Taylor & Francis
2012.
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| Edición: | 1st edition |
| Colección: | Chapman & Hall/CRC finance series.
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| Materias: | |
| Ver en Biblioteca Universitat Ramon Llull: | https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009628318306719 |
| Sumario: | 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 |
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| Notas: | "A Chapman & Hall book." |
| Descripción Física: | 1 online resource (236 p.) |
| Bibliografía: | Includes bibliographical references. |
| ISBN: | 9780429184253 9781283596565 9786613909015 9781439895931 |
