Operational Risk Modelling and Management (Chapman & Hall/CRC Finance Series) - Tapa blanda

Libro 6 de 7: Chapman & Hall/Crc Finance Series

Franzetti, Claudio

 
9781138116511: Operational Risk Modelling and Management (Chapman & Hall/CRC Finance Series)
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ISBN 10: 1138116513 ISBN 13: 9781138116511
Editorial: Chapman and Hall/CRC, 2017

Sinopsis

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. The model introduced complies with the standards of the Basel Accord. While R scripts are used for some examples, a prototypical software program for calculating the loss distribution and economic capital in the more detailed run-through example can be downloaded from www.garrulus.com

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Acerca del autor

Claudio Franzetti is the chief risk officer of Swiss Export Risk Insurance (SERV) in Zurich and president of Garrulus Enterprise Ltd. He has previously worked at Aon Resolution AG, Deutsche Bank, Swiss Re, and Iris AG.

"Sobre este título" puede pertenecer a otra edición de este libro.

Editorial
Chapman and Hall/CRC
Año de publicación
2017
Idioma
Inglés
ISBN 10 
1138116513
ISBN 13 
9781138116511
Encuadernación
Tapa blanda
Número de edición
1
Número de páginas
416
Contacto del fabricante
CRC Press
https://www.routledge-ny.com

6000 BROKEN SOUND PARKWAY, NW SUITE 300
BOCA RATON
FL
33487
Estados Unidos de America
Persona responsable
no disponible

Otras ediciones populares con el mismo título

9781439844762: Operational Risk Modelling and Management (Chapman & Hall/CRC Finance Series)

Edición Destacada

ISBN 10:  1439844763 ISBN 13:  9781439844762
Editorial: Chapman and Hall/CRC, 2010
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