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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...

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Bibliographic Details
Main Author: Franzetti, Claudio
Corporate Author: Taylor & Francis
Format: eBook
Language:English
Published: Boca Raton : CRC Press, ©2011.
Series:Chapman & Hall/CRC finance series.
Subjects:
Risk management.
Risk management > Mathematical models.
Gestion du risque.
Gestion du risque > Modèles mathématiques.
risk management.
BUSINESS & ECONOMICS > Insurance > Risk Assessment & Management.
Risk management
Risk management > Mathematical models
Electronic books.
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by Franzetti, Claudio
Published 2011
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by Franzetti, Claudio
Published 2010
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