Operational Risk Modelling and Management

Autori

• Claudio Franzetti

Parametri

• 416 pagine
• 15 ore di lettura

• Economia e affari
• Matematica

Maggiori informazioni sul libro

Focusing on operational risk management, this book outlines two fundamental components for calculating necessary capital reserves. It utilizes the loss distribution approach as a model, aligning with Basel Accord standards, and discusses risk mitigation strategies. Additionally, it provides R scripts for practical examples and offers a downloadable software program for calculating loss distribution and economic capital, enhancing the reader's understanding of risk management techniques.

Lingua: Inglese

Pubblicato: 2017

(In brossura)