Operational risk modelling and management /
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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| Format: | eBook |
| Language: | English |
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Boca Raton :
Chapman and Hall/CRC,
2011.
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| Series: | Chapman & Hall/CRC finance series.
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| Subjects: | |
| Online Access: | Connect to the full text of this electronic book |
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