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Operational risk modelling and management /

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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 ma...

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Bibliographic Details
Main Author: Franzetti, Claudio (Author)
Corporate Author: Taylor & Francis
Format: eBook
Language:English
Published: Boca Raton : Chapman and Hall/CRC, 2011.
Series:Chapman & Hall/CRC finance series.
Subjects:
Risk management.
Risk management > Mathematical models.
Electronic books.
Online Access:Connect to the full text of this electronic book
Table of Contents:
  • 1. Introduction to operational risk
  • 2. The problem context
  • 3. The modelling approach
  • 4. Managing operational risk
  • 5. Conclusions.