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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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Bibliographic Details
Main Author: Bolancé, Catalina
Format: eBook
Language:English
Published: Boca Raton Taylor & Francis 2012
Series:Chapman & Hall/CRC finance series
Subjects:
Mathematical Models / Http://id.loc.gov/authorities/subjects/sh85082124
Business & Economics / Insurance / Risk Assessment & Management / Bisacsh
Operational Risk / Fast
Risque Opérationnel
Risk Management / Aat
Mathematical Models / Fast
Gestion Du Risque
Models, Theoretical
Mathematical Models / Aat
Risk Management / Http://id.loc.gov/authorities/subjects/sh85114200
Operational Risk / Http://id.loc.gov/authorities/subjects/sh2006001102
Risk Management / Fast
Modèles Mathématiques
Risk Management
Online Access:
Collection: O'Reilly - Collection details see MPG.ReNa
Description
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
Physical Description:1 online resource
ISBN:9781439895931

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