Quantitative operational risk models / Catalina BolanceĢ [and others].
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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| Online Access: |
Full Text (via O'Reilly/Safari) |
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| Other Authors: | |
| Format: | eBook |
| Language: | English |
| Published: |
Boca Raton :
Taylor & Francis,
2012.
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| Series: | Chapman & Hall/CRC finance series.
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| Subjects: |
| 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. |
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| Physical Description: | 1 online resource |
| Bibliography: | Includes bibliographical references and index. |
| ISBN: | 9781439895931 1439895937 |