Quantitative operational risk models / Catalina Bolance ... [et al.].

Format:

Book

Contributor:

Bolancé, Catalina.

Series:

Chapman & Hall/CRC finance series.

Chapman & Hall/CRC finance series

Language:

English

Subjects (All):

Risk management.

Operational risk.

Physical Description:

1 online resource (236 p.)

Edition:

1st edition

Place of Publication:

Boca Raton : Taylor & Francis, 2012.

Language Note:

English

System Details:

text file

Summary:

Using real-life examples from the banking and insurance industries, Quantitative Operational Risk Models details how internal data can be improved based on external information of various kinds. Using a simple and intuitive methodology based on classical transformation methods, the book includes real-life examples of the combination of internal data and external information. A guideline for practitioners, the book begins with the basics of managing operational risk data to more sophisticated and recent tools needed to quantify the capital requirements imposed by operational risk. The book then

Contents:

Front Cover; Dedication; About the authors; Preface; Contents; 1. Understanding Operational Risk; 2. Operational Risk Data and Parametric Models; 3. Semiparametric Models for Operational Risk Severities; 4. Combining Operational Risk Data Sources; 5. Underreporting; 6. Combining Underreported Internal and External Data for Operational Risk Measurement; 7. A Guided Practical Example; Bibliography

Notes:

"A Chapman & Hall book."

Includes bibliographical references.

ISBN:

9786613909015

9781040076989

104007698X

9780429184253

0429184255

9781283596565

1283596563

9781439895931

1439895937

OCLC:

778514036