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Quantitative operational risk models /

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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
Corporate Author: Taylor & Francis
Other Authors: Bolancé, Catalina
Format: eBook
Language:English
Published: Boca Raton : Taylor & Francis, 2012.
Series:Chapman & Hall/CRC finance series.
Subjects:
Risk management.
Operational risk.
Mathematical models.
Risk Management
Models, Theoretical
Gestion du risque.
Risque opérationnel.
Modèles mathématiques.
risk management.
mathematical models.
BUSINESS & ECONOMICS > Insurance > Risk Assessment & Management.
Mathematical models
Operational risk
Risk management
Electronic books.
Online Access:Connect to the full text of this electronic book
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
Bibliography:Includes bibliographical references and index.
ISBN:9781439895931
1439895937