| 000 | 01430cam a22002418a 4500 | ||
|---|---|---|---|
| 001 | 16417754 | ||
| 003 | OSt | ||
| 005 | 20180613102930.0 | ||
| 008 | 100815s2010 flu b 001 0 eng | ||
| 010 | _a 2010032499 | ||
| 020 | _a9781439844762 (hardback) | ||
| 040 |
_aUMI _cUMI _dUMI |
||
| 082 | 0 | 0 |
_a658.155 _222 _bFRA |
| 100 | 1 |
_aFranzetti, Claudio. _916826 |
|
| 245 | 1 | 0 |
_aOperational risk modelling and management / _cClaudio Franzetti. |
| 260 |
_aBoca Raton : _bChapman and Hall/CRC, _c2010. |
||
| 490 | 0 | _aChapman & Hall/CRC finance series | |
| 504 | _aIncludes bibliographical references and index. | ||
| 520 | _a"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"-- | ||
| 650 | 0 |
_aRisk management. _916827 |
|
| 650 | 0 |
_aRisk management _xMathematical models. _916828 |
|
| 942 |
_2ddc _cBK |
||
| 999 |
_c5906 _d5906 |
||