Operational risk modelling and management / Claudio Franzetti.
Material type:
TextSeries: Chapman & Hall/CRC finance seriesPublication details: Boca Raton : Chapman and Hall/CRC, 2010ISBN: 9781439844762 (hardback)Subject(s): Risk management | Risk management -- Mathematical modelsDDC classification: 658.155 Summary: "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"--
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| Current library | Collection | Call number | Status | Date due | Barcode |
|---|---|---|---|---|---|
| UMI Main Library | Seen During Stock-taking | 658.155 FRA (Browse shelf(Opens below)) | Available | 2013-806 | |
| UMI Main Library | Seen During Stock-taking | 658.155 FRA (Browse shelf(Opens below)) | Available | 2013-785 | |
| UMI Main Library | Seen During Stock-taking | 658.155 FRA (Browse shelf(Opens below)) | Available | 2013-786 | |
| UMI Main Library | Seen During Stock-taking | 658.155 FRA (Browse shelf(Opens below)) | Available | 2013-787 | |
| UMI Main Library | Seen During Stock-taking | 658.155 FRA (Browse shelf(Opens below)) | Available | 2013-788 | |
| UMI Main Library | Seen During Stock-taking | 658.155 FRA (Browse shelf(Opens below)) | Available | 2013-789 | |
| UMI Main Library | Seen During Stock-taking | 658.155 FRA (Browse shelf(Opens below)) | Available | 2013-790 | |
| UMI Main Library | Seen During Stock-taking | 658.155 FRA (Browse shelf(Opens below)) | Available | 2013-791 |
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| 658.155 FRA Operational risk modelling and management / | 658.155 FRA Operational risk modelling and management / | 658.155 FRA Operational risk modelling and management / | 658.155 FRA Operational risk modelling and management / | 658.155 FRA Operational risk modelling and management / | 658.155 SMI Proactive risk management : | 658.155 SMI Proactive risk management : |
Includes bibliographical references and index.
"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"--
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