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Operational risk : a guide to Basel II capital requirements, models, and analysis /
While operational risk has long been regarded as a mere part of ''other'' risks--outside the realm of credit and market risk--it has quickly made its way to the forefront of finance. In fact, with implementation of the Basel II Capital Accord already underway, many financial prof...
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Otros Autores: | , |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Hoboken, N.J. : [Chichester] :
Wiley ; [John Wiley, distributor],
©2007.
|
| Colección: | Frank J. Fabozzi series.
|
| Temas: | |
| Acceso en línea: | Texto completo (Requiere registro previo con correo institucional) |
MARC
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| 100 | 1 | |a Chernobai, Anna S. | |
| 245 | 1 | 0 | |a Operational risk : |b a guide to Basel II capital requirements, models, and analysis / |c Anna S. Chernobai, Svetlozar T. Rachev and Frank J. Fabozzi. |
| 260 | |a Hoboken, N.J. : |b Wiley ; |a [Chichester] : |b [John Wiley, distributor], |c ©2007. | ||
| 300 | |a 1 online resource (xix, 300 pages) : |b illustrations | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
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| 347 | |a text file | ||
| 490 | 1 | |a The Frank J. Fabozzi series | |
| 504 | |a Includes bibliographical references and index. | ||
| 520 | |a While operational risk has long been regarded as a mere part of ''other'' risks--outside the realm of credit and market risk--it has quickly made its way to the forefront of finance. In fact, with implementation of the Basel II Capital Accord already underway, many financial professionals--as well as those preparing to enter this field--must now become familiar with a variety of issues related to operational risk modeling and management. | ||
| 505 | 0 | |a Operational risk is not just "other" risks -- Operational risk : definition, classification, and its place among other risks -- Basel II capital accord -- Key challenges in modeling operational risk -- Frequency distributions -- Loss distributions -- Alpha-stable distributions -- Extreme value theory -- Truncated distributions -- Testing for the goodness of fit -- Value-at-risk -- Robust modeling -- Modeling dependence. | |
| 506 | |3 Use copy |f Restrictions unspecified |2 star |5 MiAaHDL | ||
| 533 | |a Electronic reproduction. |b [Place of publication not identified] : |c HathiTrust Digital Library, |d 2010. |5 MiAaHDL | ||
| 538 | |a Master and use copy. Digital master created according to Benchmark for Faithful Digital Reproductions of Monographs and Serials, Version 1. Digital Library Federation, December 2002. |u http://purl.oclc.org/DLF/benchrepro0212 |5 MiAaHDL | ||
| 583 | 1 | |a digitized |c 2010 |h HathiTrust Digital Library |l committed to preserve |2 pda |5 MiAaHDL | |
| 588 | 0 | |a Print version record. | |
| 542 | |f Copyright © John Wiley and Sons |g 2007 | ||
| 542 | |f Copyright © John Wiley & Sons |g 2007 | ||
| 590 | |a O'Reilly |b O'Reilly Online Learning: Academic/Public Library Edition | ||
| 630 | 0 | 7 | |a Basler Eigenkapitalvereinbarung |f 2001 |2 gnd |
| 650 | 0 | |a Operational risk |x Mathematical models. | |
| 650 | 6 | |a Risque opérationnel |x Modèles mathématiques. | |
| 650 | 7 | |a BUSINESS & ECONOMICS |x Insurance |x Risk Assessment & Management. |2 bisacsh | |
| 650 | 7 | |a Risk management. |2 fast |0 (OCoLC)fst01098164 | |
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| 650 | 7 | |a Mathematisches Modell |2 gnd | |
| 650 | 7 | |a Bank |2 gnd | |
| 700 | 1 | |a Rachev, S. T. |q (Svetlozar Todorov) | |
| 700 | 1 | |a Fabozzi, Frank J. | |
| 776 | 0 | 8 | |i Print version: |a Chernobai, Anna S. |t Operational risk. |d Hoboken, N.J. : Wiley ; [Chichester : John Wiley, distributor], ©2007 |z 9780471780519 |z 0471780510 |w (OCoLC)72655604 |
| 830 | 0 | |a Frank J. Fabozzi series. | |
| 856 | 4 | 0 | |u https://learning.oreilly.com/library/view/~/9780470410547/?ar |z Texto completo (Requiere registro previo con correo institucional) |
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