| Record Type: |
Electronic resources
: monographic
|
| Author: |
FranzettiClaudio, |
| Place of Publication: |
Boca Raton |
| Published: |
CRC Press; |
| Year of Publication: |
c2011 |
| Description: |
1 online resource (xxiii, 389 p.)ill : |
| Series: |
Chapman & Hall/CRC finance series |
| Subject: |
Risk management - |
| Subject: |
Risk management - Mathematical models - |
| Subject: |
Electronic books - |
| Online resource: |
http://www.crcnetbase.com/isbn/978-1-4398-4476-2 |
| Notes: |
"A Chapman & Hall book." |
| Summary: |
"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"-- |
| ISBN: |
9781439844779electronic bk. |
| ISBN: |
1439844771electronic bk. |
| ISBN: |
hbk. |
| Content Note: |
1. Introduction to operational risk -- 2. The problem context -- 3. The modelling approach -- 4. Managing operational risk -- 5. Conclusions |