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Measuring operational and reputational risk : a practitioner's approach / Aldo Soprano ... [et al.].
- Format:
- Book
- Author/Creator:
- Soprano, Aldo.
- Series:
- Wiley finance series.
- Wiley finance series
- Language:
- English
- Subjects (All):
- Risk management.
- Risk assessment.
- Operational risk.
- Corporate image.
- Physical Description:
- 1 online resource (227 p.)
- Edition:
- 1st ed.
- Place of Publication:
- Chichester, England ; Hoboken, N.J. : Wiley, c2009.
- Language Note:
- English
- Summary:
- 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
- Contents:
- 1. The development of ORM in UniCredit group
- 2. The calculation dataset
- 3. Loss distribution approaches
- 4. Analyzing insurance policies
- 5. Managing reputational risk
- 6. Conclusions.
- Notes:
- Description based upon print version of record.
- Includes bibliographical references (p. [193]-200) and index.
- ISBN:
- 9786612939594
- 9781119208778
- 1119208777
- 9781282939592
- 1282939599
- 9780470742112
- 0470742119
- OCLC:
- 700706030
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