Operational Risk Modelling and Management
Author | : Claudio Franzetti |
Publisher | : CRC Press |
Total Pages | : 406 |
Release | : 2016-04-19 |
ISBN-10 | : 9781439844779 |
ISBN-13 | : 1439844771 |
Rating | : 4/5 (771 Downloads) |
Book Synopsis Operational Risk Modelling and Management by : Claudio Franzetti
Download or read book Operational Risk Modelling and Management written by Claudio Franzetti and published by CRC Press. This book was released on 2016-04-19 with total page 406 pages. Available in PDF, EPUB and Kindle. Book excerpt: Taking into account the standards of the Basel Accord, Operational Risk Modelling and Management presents a simulation model for generating the loss distribution of operational risk. It also examines a multitude of management issues that must be considered when adjusting the quantitative results of a comprehensive model.The book emphasizes techniqu