Operational Risk Modelling and Management

Operational Risk Modelling and Management

Auteur: Claudio Franzetti
Uitgever: CRC Press
Editie: 1
Publicatiedatum: 2016
ISBN: 9781138116511

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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 techniqu

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