| 紀錄類型: |
書目-電子資源
: 單行本
|
| 作者: |
FranzettiClaudio, |
| 出版地: |
Boca Raton |
| 出版者: |
CRC Press; |
| 出版年: |
c2011 |
| 面頁冊數: |
1 online resource (xxiii, 389 p.)ill : |
| 集叢名: |
Chapman & Hall/CRC finance series |
| 標題: |
Risk management - |
| 標題: |
Risk management - Mathematical models - |
| 標題: |
Electronic books - |
| 電子資源: |
http://www.crcnetbase.com/isbn/978-1-4398-4476-2 |
| 附註: |
"A Chapman & Hall book." |
| 摘要註: |
"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. |
| 內容註: |
1. Introduction to operational risk -- 2. The problem context -- 3. The modelling approach -- 4. Managing operational risk -- 5. Conclusions |