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 techniques that can be understood and applied by practitioners. In the quantitative portions of the text, the author supplies key concepts and definitions without stating theorems or ...
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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 techniques that can be understood and applied by practitioners. In the quantitative portions of the text, the author supplies key concepts and definitions without stating theorems or delving into mathematical proofs. He also offers references for readers looking for further background information. In addition, the book includes a Monte Carlo simulation of risk capital in the form of a run-through example of risk calculations based on data from a quantitative impact study. Since the computations are too complicated for a scripting language, a prototypical software program can be downloaded from ... Helping you navigate the tricky world of risk calculation and management, this book presents two main building blocks for determining how much capital needs to be reserved for operational risk. It employs the loss distribution approach as a model for calculating the risk capital figure and explains risk mitigation through management and management's actuations.
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Add this copy of Operational Risk Modelling and Management to cart. $105.61, new condition, Sold by GreatBookPrices rated 4.0 out of 5 stars, ships from Columbia, MD, UNITED STATES, published 2017 by CRC Press.
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New. Contains: Illustrations, black & white, Tables, black & white. Chapman & Hall/CRC Finance Series . Includes: illustrations, black & white, tables, black & white. Intended for college/higher education audience. In Stock. 100% Money Back Guarantee. Brand New, Perfect Condition, allow 4-14 business days for standard shipping. To Alaska, Hawaii, U.S. protectorate, P.O. box, and APO/FPO addresses allow 4-28 business days for Standard shipping. No expedited shipping. All orders placed with expedited shipping will be cancelled. Over 3, 000, 000 happy customers.
Add this copy of Operational Risk Modelling and Management to cart. $107.62, new condition, Sold by Ingram Customer Returns Center rated 5.0 out of 5 stars, ships from NV, USA, published 2017 by CRC Press.
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New. Print on demand Contains: Illustrations, black & white, Tables, black & white. Chapman & Hall/CRC Finance Series . Includes: tables, black & white, illustrations, black & white. Intended for college/higher education audience.
Add this copy of Operational Risk Modelling and Management to cart. $115.51, new condition, Sold by Booksplease rated 4.0 out of 5 stars, ships from Southport, MERSEYSIDE, UNITED KINGDOM, published 2017 by CRC Press.
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New. Contains: Illustrations, black & white, Tables, black & white. Chapman & Hall/CRC Finance Series . Includes: illustrations, black & white, tables, black & white. Intended for college/higher education audience.
Add this copy of Operational Risk Modelling and Management to cart. $117.30, new condition, Sold by GreatBookPricesUK5 rated 5.0 out of 5 stars, ships from Castle Donington, DERBYSHIRE, UNITED KINGDOM, published 2017 by CRC Press.
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New. Contains: Illustrations, black & white, Tables, black & white. Chapman & Hall/CRC Finance Series . Includes: illustrations, black & white, tables, black & white. Intended for college/higher education audience. In Stock. 100% Money Back Guarantee. Brand New, Perfect Condition, allow 4-14 business days for standard shipping. To Alaska, Hawaii, U.S. protectorate, P.O. box, and APO/FPO addresses allow 4-28 business days for Standard shipping. No expedited shipping. All orders placed with expedited shipping will be cancelled. Over 3, 000, 000 happy customers.
Add this copy of Operational Risk Modelling and Management (Chapman & to cart. $161.42, good condition, Sold by Bonita rated 4.0 out of 5 stars, ships from Santa Clarita, CA, UNITED STATES, published 2017 by Chapman and Hall/CRC.
Add this copy of Operational Risk Modelling and Management (Chapman & to cart. $66.56, good condition, Sold by gehlbh rated 4.0 out of 5 stars, ships from Deltona, FL, UNITED STATES, published 2010 by CRC Press.
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Good. Clean condition. All pages and cover are intact. May have worn edges and cover and may have small creases. Pages have some speckling. Binding has some bubbling in plastic. Ships from Florida. Satisfaction guaranteed.
