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Operational risk modelling and manag...

Franzetti, Claudio.

Operational risk modelling and management[electronic resource] /

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
杜威分類號:	658.15/5
書名/作者:	Operational risk modelling and management/ Claudio Franzetti.
作者:	Franzetti, Claudio.
出版者:	Boca Raton : : CRC Press,, c2011.
面頁冊數:	1 online resource (xxiii, 389 p.) : : ill.
附註:	"A Chapman & Hall book."
標題:	Risk management - Mathematical models.
標題:	Risk management.
ISBN:	9781439844779 (electronic bk.)
ISBN:	1439844771 (electronic bk.)
書目註:	Includes bibliographical references and index.
內容註:	1. Introduction to operational risk -- 2. The problem context -- 3. The modelling approach -- 4. Managing operational risk -- 5. Conclusions.
摘要、提要註:	"In banking regulation, tools are needed to quantify risk and calculate the amount of capital reserve required to mitigate such risk. This book offers a complete model for the quantification of so-called operational risks. It offers a detailed discussion on the link between modeling approaches and management, which has been neglected in the literature, as well as the mathematical modeling of the loss distribution approach. With an emphasis on risk management and management fundamentals, the text presents a complete simulation model along with tested examples that can be replicated using R software. The author provides a broad view on managing risk using this mathematical model"--
電子資源:	http://www.crcnetbase.com/isbn/978-1-4398-4476-2

Operational risk modelling and management[electronic resource] /
Franzetti, Claudio.

Operational risk modelling and management[electronic resource] /Claudio Franzetti. - Boca Raton :CRC Press,c2011. - 1 online resource (xxiii, 389 p.) :ill. - Chapman & Hall/CRC finance series. - Chapman & Hall/CRC finance series..

"A Chapman & Hall book."

Includes bibliographical references and index.

1. Introduction to operational risk -- 2. The problem context -- 3. The modelling approach -- 4. Managing operational risk -- 5. Conclusions.

"In banking regulation, tools are needed to quantify risk and calculate the amount of capital reserve required to mitigate such risk. This book offers a complete model for the quantification of so-called operational risks. It offers a detailed discussion on the link between modeling approaches and management, which has been neglected in the literature, as well as the mathematical modeling of the loss distribution approach. With an emphasis on risk management and management fundamentals, the text presents a complete simulation model along with tested examples that can be replicated using R software. The author provides a broad view on managing risk using this mathematical model"--

ISBN: 9781439844779 (electronic bk.)Subjects--Topical Terms:

367082
Risk management
--Mathematical models.Index Terms--Genre/Form:

336502
Electronic books.

LC Class. No.: HD61 / .F728 2011eb

Dewey Class. No.: 658.15/5

Operational risk modelling and management[electronic resource] /
LDR:01883cam a2200301Ka 4500 001 400858
003 OCoLC
005 20140108090704.0
006 m o d
007 cr cnu---unuuu
008 140127s2011 flua ob 001 0 eng d
020 $a 9781439844779 (electronic bk.)
020 $a 1439844771 (electronic bk.)
020 $z 9781439844762 (hbk.)
020 $z 1439844763
035 $a ocn692198000
040 $a N $b eng $c N $d YDXCP $d EBLCP $d E7B $d OCLCQ $d GZM $d UAB $d OCLCQ $d UIU $d OCLCQ $d OCLCF
050 4 $a HD61 $b .F728 2011eb
082 0 4 $a 658.15/5 $2 22
100 1 $a Franzetti, Claudio. $3 558964
245 1 0 $a Operational risk modelling and management $h [electronic resource] / $c Claudio Franzetti.
260 $a Boca Raton : $b CRC Press, $c c2011.
300 $a 1 online resource (xxiii, 389 p.) : $b ill.
490 1 $a Chapman & Hall/CRC finance series
500 $a "A Chapman & Hall book."
504 $a Includes bibliographical references and index.
505 0 $a 1. Introduction to operational risk -- 2. The problem context -- 3. The modelling approach -- 4. Managing operational risk -- 5. Conclusions.
520 $a "In banking regulation, tools are needed to quantify risk and calculate the amount of capital reserve required to mitigate such risk. This book offers a complete model for the quantification of so-called operational risks. It offers a detailed discussion on the link between modeling approaches and management, which has been neglected in the literature, as well as the mathematical modeling of the loss distribution approach. With an emphasis on risk management and management fundamentals, the text presents a complete simulation model along with tested examples that can be replicated using R software. The author provides a broad view on managing risk using this mathematical model"-- $c Provided by publisher.
588 $a Description based on print version record.
650 0 $a Risk management $x Mathematical models. $3 367082
650 0 $a Risk management. $3 226935
655 4 $a Electronic books. $2 local $3 336502
830 0 $a Chapman & Hall/CRC finance series. $3 488560
856 4 0 $u http://www.crcnetbase.com/isbn/978-1-4398-4476-2

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