Quantitative Operational Risk Models

Quantitative Operational Risk Models

Autor: Montserrat Guillén, Catalina Bolancé, Jim Gustafsson, Jens Perch Nielsen
Wydawca: CRC Press
Wydanie: 1
Data publikacji: 2012
ISBN: 9781032477572

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Using real-life examples from the banking and insurance industries, Quantitative Operational Risk Models details how internal data can be improved based on external information of various kinds. Using a simple and intuitive methodology based on classical transformation methods, the book includes real-life examples of the combination of internal dat

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