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Publicado por Springer International Publishing, Springer International Publishing, 2020
ISBN 10: 3030425797 ISBN 13: 9783030425791
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Añadir al carritoTaschenbuch. Condición: Neu. Druck auf Anfrage Neuware - Printed after ordering - This concise book for practitioners presents the statistical analysis of operational risk, which is considered the most relevant source of bank risk, after market and credit risk. The book shows that a careful statistical analysis can improve the results of the popular loss distribution approach. The authors identify the risk classes by applying a pooling rule based on statistical tests of goodness-of-fit, use the theory of the mixture of distributions to analyze the loss severities, and apply copula functions for risk class aggregation. Lastly, they assess operational risk data in order to estimate the so-called capital-at-risk that represents the minimum capital requirement that a bank has to hold. The book is primarily intended for quantitative analysts and risk managers, but also appeals to graduate students and researchers interested in bank risks.
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Añadir al carritoTaschenbuch. Condición: Neu. Statistical Analysis of Operational Risk Data | Giovanni De Luca (u. a.) | Taschenbuch | SpringerBriefs in Statistics | ix | Englisch | 2020 | Springer | EAN 9783030425791 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu.
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Publicado por Springer International Publishing Feb 2020, 2020
ISBN 10: 3030425797 ISBN 13: 9783030425791
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Añadir al carritoTaschenbuch. Condición: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -This concise book for practitioners presents the statistical analysis of operational risk, which is considered the most relevant source of bank risk, after market and credit risk. The book shows that a careful statistical analysis can improve the results of the popular loss distribution approach. The authors identify the risk classes by applying a pooling rule based on statistical tests of goodness-of-fit, use the theory of the mixture of distributions to analyze the loss severities, and apply copula functions for risk class aggregation. Lastly, they assess operational risk data in order to estimate the so-called capital-at-risk that represents the minimum capital requirement that a bank has to hold. The book is primarily intended for quantitative analysts and risk managers, but also appeals to graduate students and researchers interested in bank risks. 96 pp. Englisch.
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Añadir al carritoCondición: New. Print on Demand pp. 84.
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Añadir al carritoCondición: New. PRINT ON DEMAND pp. 84.
Idioma: Inglés
Publicado por Springer International Publishing, 2020
ISBN 10: 3030425797 ISBN 13: 9783030425791
Librería: moluna, Greven, Alemania
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Añadir al carritoCondición: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Shows the advantages of operational risk data analysisIntroduces an impartial method for identifying the risk classes for operational risk lossesUses the R software to implement the proposed proceduresGiovanni De Luca.
Idioma: Inglés
Publicado por Springer, Springer VS Feb 2020, 2020
ISBN 10: 3030425797 ISBN 13: 9783030425791
Librería: buchversandmimpf2000, Emtmannsberg, BAYE, Alemania
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Añadir al carritoTaschenbuch. Condición: Neu. This item is printed on demand - Print on Demand Titel. Neuware -This concise book for practitioners presents the statistical analysis of operational risk, which is considered the most relevant source of bank risk, after market and credit risk. The book shows that a careful statistical analysis can improve the results of the popular loss distribution approach. The authors identify the risk classes by applying a pooling rule based on statistical tests of goodness-of-fit, use the theory of the mixture of distributions to analyze the loss severities, and apply copula functions for risk class aggregation. Lastly, they assess operational risk data in order to estimate the so-called capital-at-risk that represents the minimum capital requirement that a bank has to hold. The book is primarily intended for quantitative analysts and risk managers, but also appeals to graduate students and researchers interested in bank risks.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 96 pp. Englisch.