# Operational Risk with Excel and VBA: Applied Statistical Methods for Risk Management, + Website

## Nigel Da Costa Lewis

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A valuable reference for understanding operational risk

Operational Risk with Excel and VBA is a practical guide that only discusses statistical methods that have been shown to work in an operational risk management context. It brings together a wide variety of statistical methods and models that have proven their worth, and contains a concise treatment of the topic. This book provides readers with clear explanations, relevant information, and comprehensive examples of statistical methods for operational risk management in the real world.

Nigel Da Costa Lewis (Stamford, CT) is president and CEO of StatMetrics, a quantitative research boutique. He received his PhD from Cambridge University.

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From the Inside Flap:

Understanding and managing operational risk is essential to a company's survival and prosperity. With the regulatory spotlight on operational risk management, there has been ever-increasing attention devoted to the quantification of operational risks. As a result, we have seen the emergence of a wide array of statistical methods for measuring, modeling, and monitoring operational risk.

Written by quantitative risk expert Nigel Da Costa Lewis, Operational Risk with Excel and VBA brings together a wide variety of statistical methods and models that have proven their worth in real-world business situations, and illustrates how these methods can improve a firm’s overall management of operational risk events.

Based on the author's extensive experience, this book maps out the state-of-the-art statistical techniques that can be used to model operational risk. You'll be introduced to the most important topics in this area, such as Bayesian Belief Networks, extreme value theory, and fitting frequency and severity of loss distributions to data. As you work your way through this concise guide, you'll quickly learn how to model operational risk using tools such as Microsoft Excel and Visual Basic for Applications (VBA). Through the companion website that supplements this book, you'll be able to watch interactive illustrations of the modeling methods discussed and utilize a variety of Excel spreadsheets for your own endeavors in this field.

Other issues covered include:

• Random variables, risk indicators, and probability
• Expectation, covariance, variance, and correlation
• Modeling central tendency and variability of operational risk indicators
• Statistical testing of operational risk parameters
• The law of significant digits and fraud risk identification
• Linear regression in operational risk management
• Validating operational risk proxies using surrogate endpoints

To improve your understanding of the methods discussed, case studies, examples, and review questions are also included in many chapters.

Whether you're a financial professional, consultant, or academic, Operational Risk with Excel and VBA provides you with an authoritative and up-to-date treatment of the most crucial innovations in the application of statistical methods to operational risk modeling.

From the Back Cover:

Praise For Operational Risk with Excel and VBA

"Dr. Nigel Da Costa Lewis has produced the most exciting volume ever on operational risk modeling. It is a must for students, practitioners, risk managers, and senior executives. . . I feel this work is the first step in revolutionizing the discipline. Other books in this field tell you in theory, there is little difference between theory and practice. Dr. Lewis’s work tells you what we all know, in practice, there is."
Dr. O.F. Agbaje, School of Informatics, City University, London

"Dr. Nigel Da Costa Lewis has raised the bar for books on operational risk. His book provides a bridge from the theoretical to the practical, and clears the fog between the buzzwords of operational risk management and the realities of useful modeling tools. The inclusion of numerous concrete examples and solutions will make a broad range of modeling techniques accessible to students of management science. Without a doubt, Dr. Lewis has put quality meat on the bare bones of this important management discipline. He is to be applauded for this magnificent effort."
Prof. Bernard Beecher, Department of Mathematics, City University, New York

"Dr. Nigel Da Costa Lewis has produced one of the most exciting and classic reference volumes on operational risk. As only great teachers can, Dr. Lewis makes even the most obtuse mathematics seem easy and intuitive . . . This book is a must for students, practitioners, and anybody interested in this important subject. In short, it is the most comprehensive and up-to-date textbook on operational risk modeling that I have seen."
Dr. Terence Yiu Wa Chow, Department of Mathematics, University College London, University of London

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## 1.Operational Risk with Excel and VBA: Applied Statistical Methods for Risk Management, + Website

Editorial: Wiley
ISBN 10: 0471478873 ISBN 13: 9780471478874
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Descripción Wiley. Hardcover. Estado de conservación: New. 0471478873 New Condition. Nº de ref. de la librería NEW6.0248979

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## 2.Operational Risk with Excel and VBA

Editorial: John Wiley and#38; Sons (2004)
ISBN 10: 0471478873 ISBN 13: 9780471478874
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Descripción John Wiley and#38; Sons, 2004. HRD. Estado de conservación: New. New Book.Shipped from US within 10 to 14 business days.THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000. Nº de ref. de la librería IP-9780471478874

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## 3.Operational Risk with Excel and VBA

Editorial: John Wiley and#38; Sons (2004)
ISBN 10: 0471478873 ISBN 13: 9780471478874
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Descripción John Wiley and#38; Sons, 2004. HRD. Estado de conservación: New. New Book. Delivered from our US warehouse in 10 to 14 business days. THIS BOOK IS PRINTED ON DEMAND.Established seller since 2000. Nº de ref. de la librería IP-9780471478874

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## 4.Operational Risk with Excel and VBA: Applied Statistical Methods for Risk Management, + Website

Editorial: Wiley
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Descripción Wiley. Estado de conservación: Brand New. Ships from USA. FREE domestic shipping. Nº de ref. de la librería 0471478873

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## 5.Operational Risk with Excel and VBA: Applied Statistical Methods for Risk Management

Editorial: John Wiley & Sons (2004)
ISBN 10: 0471478873 ISBN 13: 9780471478874
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Descripción John Wiley & Sons, 2004. Estado de conservación: Brand New. Brand New Hardcover Textbook is still Wrapped MINT in the plastic. Ship from Multiple Locations, including Houston Texas, Overland Park KS, United Kingdom, Malaysia, Singapore, Thailand, Indonesia, and Taiwan. Shipping should take only 3-4 business days within US, Canada, UK, Neitherland, Denmark, Ireland, Germany, France, and many other countries in the Europe. (If you are interested to know if we ship to your country, please do not feel hesitate to send us an email! We will be more than happy to inform you!); and 2-3 business days within Australia, Japan, and Singapore; for faster processing time, please choose to ship with Expedite. Thank you for looking![8874JW Operational Risk Excel VBA]. Nº de ref. de la librería 978047147887429

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## 6.Operational Risk with Excel and VBA: Applied Statistical Methods for Risk Management, + Website

Editorial: Wiley (2017)
ISBN 10: 0471478873 ISBN 13: 9780471478874
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Descripción Wiley, 2017. Hardcover. Estado de conservación: New. This item is printed on demand. Nº de ref. de la librería 0471478873

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## 7.Operational Risk with Excel and VBA: Applied Statistical Methods for Risk Management

Editorial: John Wiley & Sons (2004)
ISBN 10: 0471478873 ISBN 13: 9780471478874
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CollegebookDirect Australia
(Melbourne, VIC, Australia)
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Descripción John Wiley & Sons, 2004. Estado de conservación: Brand New. Brand New Hardcover Textbook is still Wrapped MINT in the plastic. Ship from Multiple Locations, including Houston Texas, Overland Park KS, United Kingdom, Malaysia, Singapore, Thailand, Indonesia, and Taiwan. Shipping should take only 3-4 business days within US, Canada, UK, Neitherland, Denmark, Ireland, Germany, France, and many other countries in the Europe. (If you are interested to know if we ship to your country, please do not feel hesitate to send us an email! We will be more than happy to inform you!); and 2-3 business days within Australia, Japan, and Singapore; for faster processing time, please choose to ship with Expedite. Thank you for looking![8874JW Operational Risk Excel VBA]. Nº de ref. de la librería 978047147887429

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## 8.Operational Risk with Excel and VBA: Applied Statistical Methods for Risk Management, + Website

Editorial: Wiley (2004)
ISBN 10: 0471478873 ISBN 13: 9780471478874
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Descripción Wiley, 2004. Hardcover. Estado de conservación: New. Nº de ref. de la librería INGM9780471478874

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## 9.Operational Risk with Excel and VBA: Applied Statistical Methods for Risk Management, + Website (Hardback)

Editorial: John Wiley Sons Inc, United States (2004)
ISBN 10: 0471478873 ISBN 13: 9780471478874
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Descripción John Wiley Sons Inc, United States, 2004. Hardback. Estado de conservación: New. New.. Language: English . Brand New Book ***** Print on Demand *****.A valuable reference for understanding operational risk Operational Risk with Excel and VBA is a practical guide that only discusses statistical methods that have been shown to work in an operational risk management context. It brings together a wide variety of statistical methods and models that have proven their worth, and contains a concise treatment of the topic. This book provides readers with clear explanations, relevant information, and comprehensive examples of statistical methods for operational risk management in the real world. Nigel Da Costa Lewis (Stamford, CT) is president and CEO of StatMetrics, a quantitative research boutique. He received his PhD from Cambridge University. Nº de ref. de la librería APC9780471478874

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## 10.Operational Risk with Excel and VBA: Applied Statistical Methods for Risk Management, + Website (Hardback)

Editorial: John Wiley Sons Inc, United States (2004)
ISBN 10: 0471478873 ISBN 13: 9780471478874
Impresión bajo demanda
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The Book Depository US
(London, Reino Unido)
Valoración

Descripción John Wiley Sons Inc, United States, 2004. Hardback. Estado de conservación: New. New.. Language: English . Brand New Book ***** Print on Demand *****. A valuable reference for understanding operational risk Operational Risk with Excel and VBA is a practical guide that only discusses statistical methods that have been shown to work in an operational risk management context. It brings together a wide variety of statistical methods and models that have proven their worth, and contains a concise treatment of the topic. This book provides readers with clear explanations, relevant information, and comprehensive examples of statistical methods for operational risk management in the real world. Nigel Da Costa Lewis (Stamford, CT) is president and CEO of StatMetrics, a quantitative research boutique. He received his PhD from Cambridge University. Nº de ref. de la librería APC9780471478874

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