| Tag |
First Indicator |
Second Indicator |
Subfields |
| LEADER |
00000cam a2200000Ii 4500 |
| 001 |
in00004581621 |
| 006 |
m o d |
| 007 |
cr |n||||||||| |
| 008 |
180331s2011 fluad ob 001 0 eng d |
| 005 |
20220613175937.7 |
| 020 |
|
|
|a 9780429064043
|q (e-book : PDF)
|
| 020 |
|
|
|z 9781439844762
|q (hardback)
|
| 020 |
|
|
|z 9781138116511
|q (paperback)
|
| 024 |
7 |
|
|a 10.1201/b10148
|2 doi
|
| 035 |
|
|
|a (OCoLC)823045143
|
| 035 |
|
|
|a 9780429064043
|
| 050 |
|
4 |
|a HD61
|b .F728 2011
|
| 082 |
0 |
4 |
|a 658.155
|b F837
|
| 100 |
1 |
|
|a Franzetti, Claudio.,
|e author.
|
| 245 |
1 |
0 |
|a Operational risk modelling and management /
|c Claudio Franzetti.
|
| 264 |
|
1 |
|a Boca Raton :
|b Chapman and Hall/CRC,
|c 2011.
|
| 300 |
|
|
|a 1 online resource (xxiii, 389 pages)
|
| 336 |
|
|
|a text
|b txt
|2 rdacontent
|
| 337 |
|
|
|a computer
|b c
|2 rdamedia
|
| 338 |
|
|
|a online resource
|b cr
|2 rdacarrier
|
| 490 |
1 |
|
|a Chapman & Hall/CRC finance series
|
| 505 |
0 |
|
|a 1. Introduction to operational risk -- 2. The problem context -- 3. The modelling approach -- 4. Managing operational risk -- 5. Conclusions.
|
| 520 |
|
|
|a 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--
|c Provided by publisher.
|
| 650 |
|
0 |
|a Risk management.
|
| 650 |
|
0 |
|a Risk management
|x Mathematical models.
|
| 655 |
|
7 |
|a Electronic books.
|2 local
|
| 710 |
1 |
|
|a Taylor & Francis.
|
| 730 |
0 |
|
|a MATHnetBASE.
|
| 776 |
0 |
8 |
|i Print version:
|z 9781439844762
|w (DLC) 2010032499
|
| 830 |
|
0 |
|a Chapman & Hall/CRC finance series.
|
| 856 |
4 |
0 |
|u http://proxy.library.tamu.edu/login?url=https://www.taylorfrancis.com/books/9781439844779
|z Connect to the full text of this electronic book
|t 0
|
| 999 |
f |
f |
|s 75c4992f-e3b5-4796-acc9-6063bfe3a7bb
|i 75c4992f-e3b5-4796-acc9-6063bfe3a7bb
|t 0
|
| 952 |
f |
f |
|a Texas A&M University
|b College Station
|c Electronic Resources
|d Available Online
|t 0
|e HD61 .F728 2011
|h Library of Congress classification
|
| 998 |
f |
f |
|a HD61 .F728 2011
|t 0
|l Available Online
|