Measuring operational and reputational risk : a practitioner's approach /
How to apply operational risk theory to real-life banking data. Modelling Operational and Reputational Risks shows practitioners the best models to use in a given situation, according to the type of risk an organization is facing. Based on extensive applied research on operational risk models using...
Clasificación: | Libro Electrónico |
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Autor principal: | |
Formato: | Electrónico eBook |
Idioma: | Inglés |
Publicado: |
Chichester, England ; Hoboken, N.J. :
Wiley,
©2009.
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Colección: | Wiley finance series.
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Temas: | |
Acceso en línea: | Texto completo |
Sumario: | How to apply operational risk theory to real-life banking data. Modelling Operational and Reputational Risks shows practitioners the best models to use in a given situation, according to the type of risk an organization is facing. Based on extensive applied research on operational risk models using real bank datasets, it offers a wide range of various testing models and fitting techniques for financial practitioners. With this book, professionals will have a foundation for measuring and predicting these important intangibles. Aldo Soprano (Madrid, Spain) is Group Head of operational risk manag. |
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Descripción Física: | 1 online resource (xv, 207 pages) : illustrations |
Bibliografía: | Includes bibliographical references (pages 193-200) and index. |
ISBN: | 9781119208778 1119208777 9780470742112 0470742119 1282939599 9781282939592 |