Operational Risk Modelling and Management
Download or Read eBook Operational Risk Modelling and Management PDF written by Claudio Franzetti and published by CRC Press. This book was released on 2016-04-19 with total page 406 pages. Available in PDF, EPUB and Kindle.
| Author | : Claudio Franzetti |
| Publisher | : CRC Press |
| Total Pages | : 406 |
| Release | : 2016-04-19 |
| ISBN-10 | : 9781439844779 |
| ISBN-13 | : 1439844771 |
| Rating | : 4/5 (79 Downloads) |
Book Synopsis Operational Risk Modelling and Management by : Claudio Franzetti
Book excerpt: Taking into account the standards of the Basel Accord, Operational Risk Modelling and Management presents a simulation model for generating the loss distribution of operational risk. It also examines a multitude of management issues that must be considered when adjusting the quantitative results of a comprehensive model.The book emphasizes techniqu
