Modelling Operational Risk Using Bayesian Inference

The management of operational risk in the banking industry has undergone explosive changes over the last decade due to substantial changes in the operational environment. Globalization, deregulation, the use of complex financial products, and changes in information technology have resulted in exposu...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Shevchenko, Pavel V. (Autor)
Autor Corporativo: SpringerLink (Online service)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2011.
Edición:1st ed. 2011.
Temas:
Statistics .
Probabilities.
Finance.
Statistics in Business, Management, Economics, Finance, Insurance.
Statistical Theory and Methods.
Probability Theory.
Financial Economics.
Acceso en línea:Texto Completo
Tabla de Contenidos:
  • Operational Risk and Basel II
  • Loss Distribution Approach
  • Calculation of Compound Distribution
  • Bayesian approach for LDA
  • Addressing the Data Truncation Problem
  • Modelling Large Losses
  • Modelling Dependence
  • List of Distributions
  • Selected Simulation Algorithms
  • Solutions for Selected Problems
  • References
  • Index.

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